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  • Search: subject:"extraction of tradeable information"
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EL/EP ratio 1 Erwartungsbildung 1 Expectation formation 1 Gewinn 1 Loss 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Profit 1 Verlust 1 dynamic option portfolios 1 expected loss 1 expected profit 1 extraction of tradeable information 1 option chains 1
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CC license 1 Free 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Jongh, Pieter Juriaan de 1 Venter, Johannes Hendrik 1
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Risks : open access journal 1
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ECONIS (ZBW) 1
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Trading option portfolios using expected profit and expected loss metrics
Venter, Johannes Hendrik; Jongh, Pieter Juriaan de - In: Risks : open access journal 12 (2024) 8, pp. 1-18
When trading in the call and put contracts of option chains, the portfolios of strikes must be selected. The trader must also decide whether to take long or short positions at the selected strikes. Dynamic strategies for making these decisions are discussed in this paper. On any day, the...
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