A Tour Around the Options World with SpotGamma's Brent Kochuba
Excess Returns
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How to Play a One Day Meaner Version Trade
From January 2020 to the present, the return of that strategy is a zero. If you fade the move on Monday, you actually lose 3%. The distribution, what you see on here is incredibly normal. And in a way, maybe this makes sense, right? It's market makers and dealers unwinding positions.
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