Comprehensive Study on Leveraging Early Bull Market Exposure
"How do we find the smartest ways to press/lever exposure to early bull markets?"
— Collin Bird's Portfolio Management Question
Foundational analysis comparing pure equity, call options, call spreads, and synthetic positions for KWEB exposure.
Advanced interactive visualization using Plotly 3D surfaces to explore options pricing dynamics and strategy performance.
Sophisticated analysis exploring "free lunch" opportunities in high implied volatility environments through volatility premium capture.
Black-Scholes model with realistic volatility assumptions and market parameters
Sharpe ratios, maximum drawdown, and volatility-adjusted returns
Monte Carlo methods for portfolio performance under various market scenarios
Interactive 3D surfaces and dynamic payoff comparisons using Plotly