RV Options Trading
Has anyone got any good primers/texts on systematic relative value options trading?
Particularly good if it includes how to backtest these strategies.
Has anyone got any good primers/texts on systematic relative value options trading?
Particularly good if it includes how to backtest these strategies.
Career Resources
What asset class are you thinking? In rates, check out Howard Corb he has a chapter about RV trades: Conditional curve/spread trades
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