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15 year experience you say... Yet no clue on timedecay at all
That you've never specified
Fair enough.. but your hypothesis isn't applicable on a wider timeframe.. I mean your time reference is 2021 March... Covid is here since 2020 March
See again covid is here since more than an year... It's not volatile every week
@callputanalyst if I'm not wrong the butterfly only works if there is volatility.. if range bound you'll lose money from both sides...