one recommendation is to monitor

    More MaxPain

    Posted by vnathwani on 19th of Dec 2009 at 06:32 pm

    one recommendation is to monitor how max pain works over the coming 6+ months. (i say 6 just so you have some history of performance)

    A few months ago, I think it was 30 or so S&P Points on the wrong side by options expiry v where max pain was

    This may be offset by good months such as this month but thought i would throw it out there as a possible issue over a given # of months testing

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