As a follow up to a BXY white paper we produced a few months ago, Mark Sebastian, Hannah Chody, and I just completed “A Leveraged Portfolio Management Approach Applying The CBOE S&P 500 PutWrite Index”.
Highlights include –
- An analysis of PUT returns versus the total return for the S&P 500 over the last 26 years
- Examinations of how leveraging PUT returns can result in superior absolute and risk adjusted returns
- A demonstration of how to implement a leveraged PUT strategy
The complete report is available for download –