A big data Bayesian approach to earnings profitability in the S&P 500
The impact of volatility crush can be devastating to an option buyer and results in a substantial capital loss, even with a directionally correct strategy. As a result, most volatility plays are for option sellers, but the profit they can achieve is limited and the sellers carry unlimited risk. This...
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| Main Authors: | , |
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| Format: | Journal |
| Language: | English |
| Published: |
Emerald Publishing Limited
2018
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| Subjects: | |
| Online Access: | http://ur.aeu.edu.my/542/1/A%20big%20data%20Bayesian%20approach%20to.pdf http://ur.aeu.edu.my/542/ https://doi.org/10.1108/PRR-04-2017-0023 |
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