Cross-Sectional Six-Month Equity ATM Straddle Trading Strategy
Log in to collectAcademic paper
Understanding and Trading the Term Structure of Volatility
Jim Campasano; Matthew Linn
Kansas State University- University of Massachusetts Amherst
- Kansas State University - Department of Finance
- University of Massachusetts Amherst - Isenberg School of Management
- Isenberg School of Management, University of Massachusetts
This strategy is gated
A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.