Optimizing Low-DTE Strategies Around Scheduled Macro Events
Scheduled macroeconomic events—from data releases to central bank policy decisions—are highly-monitored by investors due to their potential to drive outsized returns in either direction.
For options traders, these potentially volatility-inducing events create the opportunity to generate returns. But can options strategies be structured in a way to capitalize on scheduled macroeconomic events (SMEs)?
In a new research paper from Volos Software, our team created and backtested several novel options strategies, all at various intervals, surrounding scheduled macroeconomic events.
