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.
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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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