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Asymmetric Investment Returns

Asymmetric Investment Returns is a blog authored by Mike Shell since 2006, covering topics about asymmetric investing and trading for asymmetric risk/reward in pursuit of asymmetry. 

We Could Strangle the VIX  Thumbnail

We Could Strangle the VIX

The objective of a strangle is to capture the volatility premium inbedded in option prices, but with less risk than in a straddle, another established premium capture strategy.

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