自營家的賣方求生術自營家

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1. profit by methods of high-quality α
2. collect premiums by selling out-of-the-money option: usually δ < 20
3. make 30-10 working days from expiration: in the first 2 delivery months
4. as regardless as possible of market direction
5. a short-term trend indicator is used to help reduce the probability of selling options against a negative trend
6. position sizing methods are employed to optimize risk-adjusted returns by balancing puts/calls exposure
7. adjustment protocol: dangerous side -> tight spreads + futures
8. penetration adjustment: buy ahead contract of original strike price
9. analysis performed on the prices of various options
  9-1. in absolute terms in relation to their historic price level
  9-2. in relative terms comparing the prices of puts to the similar calls
10. robust adjustment protocol result in a balanced strategy
11. positions are placed using proprietary strike level and ratio algorithms to achieve a strategy that can be profitable in flat or volatile market conditions
12. real-time monitoring of positions are the primary risk controls

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重理論且見於實單 --- 全職操作並寫分享文10多年來, 一貫風格為匿名且無償(缺錢會自行面向市場)

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自營家

  回覆時間 2019/12/08 10:09:26


本篇最後由 自營家 於 2019/12/08 10:09:58 編輯

以下引用由 自營家 在 2019/12/06 15:57:23 所發表的內容:
1. profit by methods of high-quality α
2. collect premiums by selling out-of-the-money option: usually δ < 20
3. make 30-10 working days from expiration: in the first 2 delivery months
4. as rega .....

上述各點相關說明文章請參見以下連結:

a)買賣權曝險平衡 6, 10, 12
b)選擇權的調整方法 6
c)市場測溫計 9, 9-2

重理論且見於實單 --- 全職操作並寫分享文10多年來, 一貫風格為匿名且無償(缺錢會自行面向市場)

sagemao

X 7
  回覆時間 2019/12/27 19:58:40



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