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any success algorithmically trading SPY?


Actually? Yeah. Though "kinda". I don't have a large enough sample size to determine how much is luck and how much isn't. And I'm too cheap about purchasing data. If I could give one condensed tip after a few years of experiments: "never buy a stock, sell a put. never sell a stock, sell a call". The residuals from that options premium, over time, were greater than anything else I made trying to be "more clever using math".




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