The show that helps you maximize your wealth by turning complex financial situations into actionable advice. On Your Money. Your Mission., we answer the questions you’ve been asking about -- financial planning, investing, retirement and everything in between. Whether you’re navigating the complexities of the market or looking for the best ways to save or spend your money, tune in to hear from experienced financial advisors with JFG. Walk away from each episode with savvy tips and financial t ...
…
continue reading
Content provided by tastylive. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by tastylive or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.
Player FM - Podcast App
Go offline with the Player FM app!
Go offline with the Player FM app!
Market Measures - September 5, 2025 - ETF Correlation and Options Performance Analysis
MP4•Episode home
Manage episode 504654456 series 68544
Content provided by tastylive. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by tastylive or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://podcastplayer.com/legal.
Hosts Liz and Jenny analyzed sector ETF correlations and options performance, discovering that popular sector ETFs show remarkably low correlation with each other (mostly near zero), making them effective diversification tools. The study examined XLE (energy), XLK (technology), XLF (financial), XLV (healthcare), and XLU (utilities), finding that financials demonstrated the strongest intersector correlation while utilities showed the weakest due to interest rate sensitivity. Testing 45 DTE, 16 Delta strangles across all sectors revealed consistently high success rates (72-84%) that exceeded theoretical expectations and closely matched SPY performance. The research reinforced the strategy of trading ETF baskets when individual stock IVR drops, as premium levels showed weak correlation with success rates, suggesting sector fundamentals matter more than volatility pricing for strangle performance.
…
continue reading
1593 episodes
MP4•Episode home
Manage episode 504654456 series 68544
Content provided by tastylive. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by tastylive or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://podcastplayer.com/legal.
Hosts Liz and Jenny analyzed sector ETF correlations and options performance, discovering that popular sector ETFs show remarkably low correlation with each other (mostly near zero), making them effective diversification tools. The study examined XLE (energy), XLK (technology), XLF (financial), XLV (healthcare), and XLU (utilities), finding that financials demonstrated the strongest intersector correlation while utilities showed the weakest due to interest rate sensitivity. Testing 45 DTE, 16 Delta strangles across all sectors revealed consistently high success rates (72-84%) that exceeded theoretical expectations and closely matched SPY performance. The research reinforced the strategy of trading ETF baskets when individual stock IVR drops, as premium levels showed weak correlation with success rates, suggesting sector fundamentals matter more than volatility pricing for strangle performance.
…
continue reading
1593 episodes
Tous les épisodes
×Welcome to Player FM!
Player FM is scanning the web for high-quality podcasts for you to enjoy right now. It's the best podcast app and works on Android, iPhone, and the web. Signup to sync subscriptions across devices.