Daily Options Report

So 11 month's after I first "signed", and 7 month's after I finished the main writing, my book has finally appeared at my doorstep! It's some sample copies, but I believe it goes on sale within the week.Let the shamelss shilling commence!

No this isn't the cover. Nor did she make the cut anywhere, as my plan to include scratch-off VIX graphs went awry.

Pretty psyched about the book, but not the greatest trading day ever. Tweaked RIMM by buying some collars vs. stock on a ratio, then bidding for stock into further dippage.

Speaking of collars, some new academic study floating around on the efficacy of the strategy (buying OTM puts, shoring OTM calls vs. a stock long). The link I have is just to a doc., so will find a better one by next week. But long story short, the collar kind of does what you would expect, and can do even moderately better if it's actively managed via a momentum or volatitiy based strategy.

Will get to next week, it's not really a Friday topic.

 

Update: Mark has the links to the Collar study.