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What The Hell Is Happening To The VIX With Kris Sidial

Lead-Lag Live

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How Do You Think About Strategy or Back Testing Option Strategies?

How do you think about strategy or back testing when it comes to volatility and options in general? Yeah. You know, that's a great question because I'm not an advocate for back testing option strategies. And one of the things that's always been a challenge for me in thinking about derivatives and options is, yes, you know how it's supposed to work under a certain set of circumstances,. But it's actually hard at least from what I've tried to create sort of a back test around an options only approach.

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