The trade idea that we recommended on Abbott is still sitting on a near-to-zero P&L because the stock has realized less volatility than we expected. While given the protective nature of the trade keeping the position open until option expiration would not lead to much risk, we still recommend to close the position due to a setup deterioration.
Attention Factors
Download PDF Introduction In this article we present a conditional latent factor approach to decompose US equities returns into systematic latent components and idiosyncratic residuals. The aim of the article is to expand on previous Read more…
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