Market Strategies, What's Working and What's Not

Strategy Session
--Backspreads - outlier strats
--In/Out Spreads
--Duration Positions
--Buying Irons
--Calendar Spreads
--Long/Short

The Disconnect, asset pricing and main street
--Blame the FED?
--Blame the Qaunts!

Next major move will be about MAGNITUDE!
--high correlations

SPX Expected Move
--last week-- 101 (expected move)
--actual move-- 121.05
--next week-- 80.50

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