In this session, Sean Ryan will share his research on how to strategically capitalize on the overnight returns that have driven market performance in the last decade using momentum factors. The presentation will include a breakdown of the research, back tests, and the steps to implement the resulting strategy in your own portfolio.
Historical performance of using momentum factors to forecast overnight returns for ETFs has been astronomical, and based on the research, and it is Sean's opinion that we will continue to see outperformance into the future.
- Expected value and how to apply it to trading.
- Common misconceptions and how to think about option greeks.
- Risk premiums and why option sellers get paid.
- How to price options (so you can buy cheap and sell expensive).