XXV - Iron Condor Skewered

Selling Volatility More Profitable Post Financial Crisis

The purpose of this article is to reiterate that selling volatility remains profitable post financial crisis (but should not be implemented through the Iron Condor strategy).

In a recent paper titled Is Selling Options Still Worth the Risk? the authors question whether selling volatility is still wise post financial crisis. This article triggered some commentator to conclude that selling volatility may no longer be worthwhile. See for example the Bloomberg article The Short-Volatility Trade Is Now So Big It's Starting to Break.

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