Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: Covered Call Strategies Uncovered and more

In today’s briefing:

  • Covered Call Strategies Uncovered


Covered Call Strategies Uncovered

By Nicolas Rabener

  • Covered call strategies aim to offer index-like returns with lower volatility and higher yields
  • They have underperformed their benchmarks significantly over longer periods
  • They are tools for market timing, but that is difficult to execute successfully

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