In the Media
Friday, December 21st 2018
Matt Joins the Options Insider and discusses the Fitness Function for Options Overlays
Matt Joins the Options Insider and discusses the Fitness Function for Options Overlays
Summary
Matt Joins the Options Insider to discuss the Fitness Function for Options Overlays, which is a way to balance investment objectives by weighting Sortino, Annual Return, Drawdown, and Win Rate. The discussion can be found on The Options Insider with Swan Global Investments.
The 'Fitness Function' is a great way to balance your investment objectives when looking for an options overlay. For example, you might weight the Sortino, Annual Return, Drawdown and Win Rate to your liking. We discuss this HERE on The Options Insider with Swan Global Investments
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