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SFSecurity

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SFSecurity

Re: SFSecurity post# 41206

Sunday, 08/28/2016 2:52:33 PM

Sunday, August 28, 2016 2:52:33 PM

Post# of 47146
Hi Gang, More PC %. In lots of playing around I have found that the correct PC percentage to use is highly dependent on the nature of the volatility of the position. It appears that lower volatility positions tend to do better with a lower PC %. I have do do more with different price histories and see if I can tie it to beta or some other factor that we can use predictively.

Best,

Allen
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