Halcyon Waters
@Halcyon_Waters
Crypto options data & intelligence: vol surface, 37 Greeks, cohort positioning, 3+ exchanges. Built by ex-bank quants 👉 with REST API
参加 August 2024
91 フォロー中 99 ファン
An iron condor backtest with 200 trades does not have 200 observations.
Short premium P&L is decided by tail events. If your sample window contains two of them, your effective n is 2.
The other 198 trades are the same premium collected repeatedly.
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