Go long SPY shorting a Put. My analysis and algos gave a signal to trade to all time high again within 10 business days.
Volatility shows again decrease to make our trade profitable.
Max risk 10% of portfolio.
Mario Randholm Blog. Mario is the founder of Randholm & Co. S.A.C., an investment management company dedicated to producing superior returns for its clients and employees by adhering to mathematical and statistical methods.