Testing out model with money!

• Strategy 1: If Vol(f)<VIX, sell call options

  • or stay in S&P 100

• Strategy 2: If Vol(f)<VIX, sell put options

  • or stay in S&P 100

• Strategy 3: Combination of calls and puts

  • if Vol(f)<VIX, sell calls and/or puts
  • or stay in S&P 100

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