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.

Click below to request the full research paper:

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