Your observed data was collected during a high and diminishing volatility period in history.
One of the component of the value of a derivative is volatility. If you continue to observe an extended period of low volatility period of time, such as 2003 to 2006, you will conclude otherwise.
If you can forecast the level of volatility, you may win in an according chosen combo trades. Certainly, if so, you may make unlimited amount money in many instruments, not limited to FAS/FAZ.
One of the component of the value of a derivative is volatility. If you continue to observe an extended period of low volatility period of time, such as 2003 to 2006, you will conclude otherwise.
If you can forecast the level of volatility, you may win in an according chosen combo trades. Certainly, if so, you may make unlimited amount money in many instruments, not limited to FAS/FAZ.
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