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  • More on PUT Returns [View article]
    Good stuff as always.

    I have a thought and would need help. (actually can you generate, as I do not know how)

    Take the PUT and BXM and optimize the allocation. For example 75% to PUT and 25% to BXM as a long term portfolio. (whatever the optimal mix would be)

    Then compare this PUT-BXM portfolio, to the S&P 500 for a long time frame. Analyzing return, Standard Deviation, Alpha, etc.

    Any help would be appreciated.
    Jan 17 05:11 am |Rating: 0 0
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