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1.今天你阅读到的有价值的全文内容链接
Option_Volatility_and_Pricing_Advanced_Trading_Strategies_and_Techniques
2.今天你阅读到的有价值的内容段落摘录
(1) A trader can use a comuter to determine the risk characterstics of the strategies under different market conditions.
market conditions may be changing so rapidly that if he fails to make an immediate decision, opportunity may quickly pass him by.
(2) Most traders quickly learn an important rule: straddles an strangles are the riskiest of all spreads.
(3) Rather than focusing on margin for error, a better approach might be focus on the correct size in which to do a spread given a
known margin for error.
(4) A trader whose best estimate of volatility in a cerain market is 25 percent. If the strategy has an implied volatility of 23
percent, how to make the size ? If the strategy has an implied volatility of 18 percent ,how to make the size.
3.今天你阅读到的有价值信息的自我思考点评感想
(1) 组合策略的风险收益特性的精确分析,要依赖于计算机的,交易员一般从直觉上去判断。
(2) 组合策略的风险特征也会实时变化,要持续监控。
(2) Margin就是预测误差与实际误差的估计值,如果策略能容纳的margin比较大,那么就可以加大策略的组数。
4.昨日你阅读的时间量(小时计算,如0.5小时)
1小时
5.你参与活动至今的总时间量(小时计算,如20小时)
4小时
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