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The art of put selling  Goldman Sachs



"Selling puts: Higher yield and less risk than buying stocks
Over the past 10 years, selling listed 1-month at-the-money puts in S&P
500 stocks allowed investors to collect 3.4% per month in premiums and
showed 7.1% annualized returns with a 12% standard deviation. Over the
same period, the S&P 500 annualized total return was 7.3% with an 18%
standard deviation. The put selling Sharpe ratio was 1.3 times the SPXTR.
Many investors shy away from put selling because they view it as a “high
risk strategy.” 

Our results quantify the risk reduction and lower drawdowns of put selling 
strategies relative to stock portfolios.

danke für den link zum put selling  script von Goldman Sachs