Options traders can concentrate on net buying strategies during periods of low volatility and shift to net selling
strategies during periods of high volatility.
Not exact matches
That's extraordinary in a super choppy market, but it is exactly the kind
of strategy that thrives
during periods of high volatility.
I.e., for any profitable
strategy, odds are that it will show
higher returns
during periods of high volatility, so I'd be more interested in something like a Sharpe Ratio per trade when comparing subsets
of trades.
And that endorsement might be strong 10 years from now, because the
strategy did well
during periods of high volatility.