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Modifié le 24/9/2007 13:42
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Un peu de théorie : http://www.dot-circle.net/73VerticalSPREADS2short.pdf
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(Cliquer ici)
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2 de 7
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29/9/2007 14:08
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Info : http://www.futuresknowledge.com/Education_Center/Options_2.asp
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Chapter 3: The Mechanics of Buying and Writing Options
http://www.futuresknowledge.com/Education_Center/Options_3.asp
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3 de 7
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29/9/2007 19:53
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from the website: http://www.xpresstrade.com/futures_options_combos.php
Example 1:
At its current price of 11170, you're guardedly optimistic that the June Dow Jones rally may continue, but because you're not overly confident, you decide on a more cautious approach. You enter a GTC order to buy 10 December Dow Jones futures contracts, using a limit price of 11170. At the very same time, on the very same order entry screen, you also place an order to sell 10 June 11500 Dow Jones calls for 12.50.
If your orders are executed, you'll hope that the market continues higher. You've capped your upside profit potential above 11500, but on the other hand, the short calls can generate extra income while also providing some protection to the downside. Here's a situation where a Futures/Options Combo order works perfectly.
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4 de 7
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Modifié le 30/9/2007 20:22
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Source: http://www.vtradergroup.com/VTraderPro/EducationCourse2.aspx
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VTrader Pro Sponsored Market Education
VTrader Pro views the success of our traders as a success of the firm. Our unique trading community, execution services, client support network, and systems development have one goal in mind: to maximize each trader’s potential for success. Although these tools and efficiencies give traders the edge they need, we feel that there is no substitute for knowledge. Anyone can acquire information, not everyone knows how to use it.
Through an exclusive arrangement with Market Compass (www.marketcompass.com), a leader in professional market training and education, VTrader Pro will subsidize tuition costs for ALL traders - including non-VTrader Pro traders. We’re confident that traders will benefit to such an extent that they will inquire about how the VTrader Pro structure can work for them. There is no obligation other than a tuition co-payment. For more details call Dan Evets at VTrader Pro Trading (Toll Free: 877-291-3456).
The following are brief course descriptions:
Trading Fundamentals
===================
Identify the mechanics of options and how they work
Assess position risk; graph and intelligently execute risk management strategies
Take advantage of market volatility
Calculate the probability of outcomes
Use Theta, Vega, and Delta to create profitable positions
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Advanced Strategies & Risk Management
======================================
Determine how market factors affect positions
Mitigate risks and use the Greeks (Theta, Vega, Delta, Rho)
Manage backspread and frontspread positions
Fit a strategy to any market sentiment
Master hedging and use Delta Neutral strategies typically employed by Market Makers
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Volatility & Arbitrage Trading
============================
Establish and create synthetic positions
Determine how option prices are derived
Use volatility to formulate time spreads that meet volatility forecasts
Identify trade opportunities
Utilizing different types of volatility (implied, forecasted, historical) in risk management strategies
Create and execute a stock earnings position
------------------------------------------
Unparalleled Training Methodology
Course materials are developed and presented by Market Makers and traders who have experience in real markets. This is hands-on training featuring real-world examples. Gain the edge of learning from actual traders and Market Makers who are "battle tested."
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5 de 7
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03/10/2007 00:25
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Question? est ce que cela vous donne des idées..?
http://www.gcitrading.com/gci-advantage.htm
Hedging Capability. Clients can open positions in the same instrument in opposite directions, without the positions offsetting and without using additional margin. Clients have complete control over whether they close or hedge their positions to reduce risk.
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Modifié le 07/10/2007 20:45
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and more: http://safehaven.ca/showarticle.cfm?id=8032&pv=1
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Understanding this context provides a real insight into Belsky's intuitive sensitivity to risk aversion, and with that comes a better appreciation for his development of Innovative Capital's Call Premium Program.
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As a result, there can be a range of profitable outcomes. For example, sideways and bearish markets provide ample opportunity for Innovative's position sets to be profitable. A modestly bullish market environment can sometimes yield even greater profits, as the front month credit spread expires worthless while the back month debit spread expands. So according to Belsky, despite a strategy that at one level seeks to capture premiums from call writing, investors in this program should benefit in most market conditions.[5]
# http://safehaven.ca/showarticle.cfm?id=8032&pv=1
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7 de 7
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Modifié le 08/10/2007 10:18
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Petite explication graphique sur le Vertical Spread
Note, le "short side" est tradé activement
http://i20.tinypic.com/2w2lfso.jpg
http://i20.tinypic.com/2w2lfso.jpg
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