SSRNTrading, Microstructure & Execution
17-Year Backtest of Straddles around SP500 Earnings Announcements
The study suggests that using straddle derivatives strategies around SP 500 earnings announcements can be profitable, but also risky and costly.
Featured in No. 50 on 22 May 2024 · 14 days after release · 0 citations today
- Released
- 8 May 2024
- First featured
- No. 50 · 22 May 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
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- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4832160
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