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Covered call writing versus the overall market

The CBOE BuyWrite Index (BXM) vs. The BCI System

Several studies have been undertaken to determine the effectiveness of the covered call writing strategy. I believe that it is important to evaluate the parameters that are used as well as how they are employed in these evaluations to assess the accuracy of the findings. In 2002,  BXM was developed by the CBOE (Chicago Board […]

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