Research

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What is hedging? What is diversifying? Are they the same thing? This episode takes a closer look at the pros and cons of each concept, portfolio risk management, and what you really need to know about correlation.

On this episode, we do a deep dive into the volatility of bid-ask spreads with four case studies, and discuss how you can use automation to address pricing anomalies.

It’s well documented that investors not only chase performance, ultimately yielding sub-par performance in pursuit, but they also do not have enough patience to stick with strategies long enough. My hope is that it ends today. You should objectively look at strategies for what their expected outcome range is, not what it’s done recently.

We explore investor sentiment from all angles and help discover which readings, if any, give predictive power to future stock market returns or trends.

This podcast episode helps to explain why diversification fails when multiple securities autocorrelate during market drawdowns.

After some in-depth research, these are the findings of the protective put strategy and its effectiveness at protecting or hedging stock positions.

In this podcast, I walk through the research on earnings moves and how different options strategies performed under various setups and conditions.

On this episode we go over the top three performance insights we learned from our massive study on covered call performance.

In this episode, we use backtesting results take a deeper look at whether it is more profitable to sell options 60 days out or 30 days out from expiration.

On this episode, we use our backtesting software to analyze the results of a weekly bull call spread in DIA, the Dow Jones Industrial Average ETF, and its performance compared to a monthly bull call spread in DIA.

In this podcast episode, I'll preview some of the new research we've done on long straddle option strategies during earnings.

In this episode we're going to use our new Trader's Toolbox and options backtesting software to test win rates when selling options.

In this podcast episode we use our new options backtesting software to analyze credit spread backtests on DIA. We wanted to find out if higher implied volatility collects higher premium when selling put credit spreads.

In this show I reveal the results from our call debit spread backtest we ran on AAPL and how changing the strike prices impacted the overall returns and drawdowns of this bullish strategy. If you've ever thought of buying options, you need to listen to this show.

Trading timelines & durations are often confusing and cumbersome for new investors. We'll look at how they affect the performance results of a straddle backtest.

In this episode we use our new backtesting software to observe the effect different position sizing has on the returns of an iron condor.

I wanted to take a step back and give everyone an overview of what we've been working on here at Option Alpha and what we have planned over the next couple months with backtesting, research, and automation.

Use historical data to better understand inevitable portfolio drawdowns. In this show, you'll see a small glimpse of the power behind backtesting and modeling thousands of option strategies. It was by far one of the most anticipated shows for me to record and I hope you find incredible value in listening.

Still using stop-loss orders in your option trades? In this episode, you'll discover how one simple tweak generates average annual returns that are 87% higher and win rates that are 2X higher, all while making fewer trades and spending less on commission costs.

In this podcast, I'll help you understand exactly why robo advisors are not the future of investing and why you should steer clear of them. I'll even prove that some of the most popular robo advisors underperform the benchmark S&P 500 index despite what you might read on their website.

If you are looking for the ultimate strategy to profit from the next stock market crash, this podcast is for you. We went to 2007 and backtested 15 different put option buying strategies to see which combination produced the most profitable results during the last market crash.

SIGNALS is our 20-year technical analysis backtesting report. Here is a look at the results of tracking 17.34 MILLION technical analysis trades over 20 years.