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226: Does Adding a "Trend Filter" Improve Directional Option Selling Strategies? artwork
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226: Does Adding a "Trend Filter" Improve Directional Option Selling Strategies?

The Option Alpha Podcast by Kirk Du Plessis

Apr 12, 202350:30Business

"The trend is your friend." It’s a popular saying amongst traders, and we hear it all the time. But is there validity in the statement? We backtested directional option selling strategies with a long-term trend filter to...