
226: Does Adding a "Trend Filter" Improve Directional Option Selling Strategies?
The Option Alpha Podcast
The Benefits of Automated Trading
The B strategy, the trend trading version of this sat on its hands and did nothing. I don't know about you all, but if you sat on your hands for an entire year, I just don't think you'd be able to do it. Like manually trading. Strategy B in this case, definitely one across the board, pretty much on all metrics,. The Kager comparison was 1.3 versus 1.9 with the trend filter.
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