The Advisors Option

Advisors Option 55: The Truth About Options Backtesting


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In this episode, Mark is joined by co-hosts:

  • Chris Hausman, Portfolio & Chief Technical Strategiest, Swan Global Investments
  • Aash Vyas, Director of Portfolio Strategy and Overlays, Swan Global Investments
  • Matt Amberson, Principal, Option Research & Technology Services.

Tricks of the Trade: Looking at Options Backtesting

  • What is it?
  • Options vs. Stocks: Why is it so difficult to backtest options effectively?
  • What are some common mistakes that are made when attempting to backtest options?
  • Are some options strategies easier to backtest than others?
  • How do you deal with assumptions when backtesting options?
  • How can advisors use backtesting to test the efficacy of their options strategies?

The Buzz: A recap of the 2017 OIC Conference. Cerulli study says financial advisors who currently use options expect to increase use of options by 30% in three years.

Office Hours: Options Question of the week

This volatility implosion is starting to make people nervous. It's VIX limbo time: How Low Can It Go in 2017?

Currently:

  • 38% - 9.0 is the Bottom
  • 18% - No lower than 8.5
  • 15% - Cannot get below 8.0
  • 29% -
...more
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