Monetizing Variance Risk Premium with Index Options
There are certain structural inefficiencies in the options market that are not widely known amongst traders, one of which is the variance risk premium. With a PhD in physics from Stanford University and experience as a member of the technical staff at Bell Labs Lucent Technologies, Leo Valencia of ElliottWaveTrader.net has been researching and data-mining price variance patterns in index options for the past 24 years. In this MoneyMastersSM course, he will share his strategies for taking advantage of all the options inefficiencies he can find in the market and ways of exploiting them for profit.
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