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Pat Hennessy, CMT

@pat_hennessy

Senior Risk Manager @ Simplify Asset Management. Opinions are my own, definitely not investment advice.

calendar_today24-04-2009 01:09:11

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Pat Hennessy, CMT(@pat_hennessy) 's Twitter Profile Photo
Pat Hennessy, CMT
@pat_hennessy

1 week ago

Over 6 years of dead money in the Cboe 1W PutWrite (WPUT Index).

Backing out the returns from treasuries, selling 1w ATM puts systematically has lost over 2% annually since 2018.

Over 6 years of dead money in the Cboe 1W PutWrite (WPUT Index). Backing out the returns from treasuries, selling 1w ATM puts systematically has lost over 2% annually since 2018.
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