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Re: Daniel Kertcher/Platinum Pursuits - Serious or Scam?The thing is though, there is plenty of academic research that says the same thing, "consistent sellers of index vols can generate strong RaR". If you look at the PUT and BXM indexes, that is precisely what they do, systematic vol selling, collect the cash on expiry.I think it is possible, with the exception of 2011, to have been selling vol since 2009 without a losing month.:badsmile: devils advocate end.Obviously it's a logical fallacy along the lines of recency bias to believe this can continue indefinitely. Arc Sine Law and all that.
Re: Daniel Kertcher/Platinum Pursuits - Serious or Scam?
The thing is though, there is plenty of academic research that says the same thing, "consistent sellers of index vols can generate strong RaR". If you look at the PUT and BXM indexes, that is precisely what they do, systematic vol selling, collect the cash on expiry.
I think it is possible, with the exception of 2011, to have been selling vol since 2009 without a losing month.
:badsmile: devils advocate end.
Obviously it's a logical fallacy along the lines of recency bias to believe this can continue indefinitely. Arc Sine Law and all that.
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