This paper talks about a strategy of buying OOTM options and the massive returns it would (occasionally) generate, and how to properly judge such a strategy. h

This paper talks about a strategy of buying OOTM options and the massive returns it would (occasionally) generate, and how to properly judge such a strategy. https://arxiv.org/pdf/1401.2524.pdf https://arxiv.org/pdf/1401.2524.pdf