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Subject:  Re: Who Needs Momentum? Date:  10/23/2019  3:52 PM
Author:  Charley Number:  275364 of 281198

The original thread on this refers to a strategy of buying the 20 bottom companies of the SP500 by equity market cap. The thread is from 2014. An update on the results would be interesting to see.

However, I do not see anything in that thread about a delta neutral options strategy or calculations for that. Perhaps that is another interesting strategy that I do not recall. Is there another post or thread that develops the delta neutral idea?
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