我是不管啦
只要波動率升高
視情況
calls & puts 我都要賣
我奉行以前說過的:
1) position sizing methods are employed to optimize risk-adjusted returns by balancing put/call exposure
2) robust adjustment protocol result in a balanced strategy
3) positions are placed using proprietary strike level and ratio algorithms to achieve a strategy that can be profitable in flat or volatile market conditions
4) as regardless as possible of market direction