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Goldman Sach study on Covered Call Writing SPY


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Goldman Sach study on Covered Call Writing SPY

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shodson's Avatar
 shodson 
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This study is from 2006, but interesting nonetheless.

https://www.borntosell.com:443/assets/pdf/finding-alpha-via-covered-index-writing.pdf

I found it referenced here

https://www.borntosell.com:443/covered-call-blog/covered-index-writing-alpha?utm_source=Born+To+Sell+Covered+Calls+Newsletter&utm_campaign=41d8e08be4-Sellers_Paradise_Sep_1_2013&utm_medium=email&utm_term=0_02d01d8a05-41d8e08be4-417909121

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 Blister 
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I have a hard time relying on Goldman's advice, but in this case it's pretty much motherhood and apple pie:

Investors who hold S&P 500 exposure as part of their investment policy and who are looking for low-risk enhancement strategies may wish to take a close look at the opportunities offered by the liquid short-term index option markets.

You could really substitute any long position for the "s&p 500 exposure" and end up with a suggestion that writing covered calls may enhance returns.

Thanks for posting the link.

_____
John
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Last Updated on September 3, 2013


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