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Friday, March 25, 2016

Results From a PutWrite Study

Here is a new study that, yet again, confirms prior academic research showing that the PutWrite strategy slightly outperforms the Buy-and-Hold strategy (and with less portfolio risk) over the past 30 years.  It is especially interesting since this paper extends prior studies that have focused primarily on monthly options by also considering weekly options:
An Analysis of Index Option Writing with Monthly and Weekly Rollover