A big data Bayesian approach to earnings profitability in the S&P 500
Purpose – The impact of volatility crush can be devastating to an option buyer and results in a substantial capital loss, even with a directionally correct strategy. As a result, most volatility plays are for option sellers, but the profit they can achieve is limited and the sellers carry unlimited...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Tsinghua University Press
2018-03-01
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| Series: | International Journal of Crowd Science |
| Subjects: | |
| Online Access: | https://www.emeraldinsight.com/doi/pdfplus/10.1108/PRR-04-2017-0023 |