Active Collar Strategy
Log in to collectAcademic paper
An Update of 'Loosening Your Collar: Alternative Implementations of QQQ Collars': Credit Crisis and Out-of-Sample Performance
Edward Szado; Thomas Schneeweis
Providence College
University of Massachusetts Amherst
University of Massachusetts Amherst - Isenberg School of Management
This strategy is gated
A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.