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BLOBY
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Posts: 113
Joined: May 17th, 2004, 5:07 am

Mean reversion playing

October 29th, 2012, 2:02 pm

Hey fellas, I heard that it's possible to trade equity index mean reversion with PLAIN VANILLA OPTIONS ? Any thoughts about it ?I just knew that a long/short weekly varswap against daily varswap is the traditionnal way to trade mean reversion, but any alternative way is about weekly options trading ?
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