113: Long Straddle Earnings Option Strategy Backtest Results
The Option Alpha Podcast
Kirk Du Plessis
4.8 • 1.2K Ratings
🗓️ 25 December 2017
⏱️ 34 minutes
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| 0:00.0 | You're listening to the Option Alpha Podcast from Option Alpha.com where we show you how to |
| 0:06.2 | make smarter trades learn how the stock market really works and generate consistent |
| 0:10.8 | monthly income. Now your host and head trader at option alpha.com, Kirk depluses. |
| 0:17.0 | Hey everyone, this Kirk here again from option alpha.com working every single week to make |
| 0:24.2 | this the most popular investing podcast offered online because it's based on one thing |
| 0:28.3 | and one thing only and that's helping you guys make smarter trades. So again |
| 0:32.3 | thanks so much for tuning in today on today's show. |
| 0:34.4 | We're going to be talking about these long straddle earnings |
| 0:38.0 | option strategies that we started back testing. |
| 0:40.5 | In fact, we've actually done a lot of back testing, a significant amount of back testing in the earnings trading space, and we'll be publishing a report on that here in the next couple months. |
| 0:50.0 | Those of you who are lifetime members obviously will get that everyone else obviously |
| 0:54.0 | we'll have to just purchase access to the report. It won't be that much, maybe a couple hundred bucks or so. |
| 0:58.0 | But what we've been doing is a lot of testing around earning strategies. So going back in time, about 10 years or so, longer if we can get the data, |
| 1:05.8 | and trying to test these hypotheses around earnings trades, what works, what doesn't, what |
| 1:11.9 | are the strategies that ultimately can help us |
| 1:14.4 | optimize what we're doing and the whole idea behind doing this |
| 1:17.1 | is basically taking what we've already done for |
| 1:20.3 | regular option strategies I guess are like core option strategies in what we did |
| 1:24.8 | with the trade optimizer and the profit matrix report where we test a lot of |
| 1:29.0 | variations to see if there's a tweaks that we can make. What we're trying to do |
| 1:32.2 | here is test some variations to see what |
| 1:34.8 | tweaks we need to make, if any, around how we trade earnings. And so as I start digging |
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