A study of option trading strategies

This paper examines several option trading strategies, namely, strap, strangle and straddle, compares the profitability of short and long strategies and examines the factors that influenced the results. Results revealed that the short strategies generated a far superior return compared to the long...

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Bibliographic Details
Main Authors:	Lim, Jackson Wei, Tay, Shane Cheng Sung, Yang, Shufan
Other Authors:	Srinivasan, Bobby Sundaravaradhan
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Options
Online Access:	http://hdl.handle.net/10356/9809
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-9809
record_format	dspace
spelling	sg-ntu-dr.10356-98092023-05-19T06:09:04Z A study of option trading strategies Lim, Jackson Wei Tay, Shane Cheng Sung Yang, Shufan Srinivasan, Bobby Sundaravaradhan Nanyang Business School DRNTU::Business::Finance::Options This paper examines several option trading strategies, namely, strap, strangle and straddle, compares the profitability of short and long strategies and examines the factors that influenced the results. Results revealed that the short strategies generated a far superior return compared to the long strategies. Deductions were drawn regarding about the superiority of the short traidng strategies. 2008-09-24T07:36:36Z 2008-09-24T07:36:36Z 2005 2005 Final Year Project (FYP) http://hdl.handle.net/10356/9809 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Options
spellingShingle	DRNTU::Business::Finance::Options Lim, Jackson Wei Tay, Shane Cheng Sung Yang, Shufan A study of option trading strategies
description	This paper examines several option trading strategies, namely, strap, strangle and straddle, compares the profitability of short and long strategies and examines the factors that influenced the results. Results revealed that the short strategies generated a far superior return compared to the long strategies. Deductions were drawn regarding about the superiority of the short traidng strategies.
author2	Srinivasan, Bobby Sundaravaradhan
author_facet	Srinivasan, Bobby Sundaravaradhan Lim, Jackson Wei Tay, Shane Cheng Sung Yang, Shufan
format	Final Year Project
author	Lim, Jackson Wei Tay, Shane Cheng Sung Yang, Shufan
author_sort	Lim, Jackson Wei
title	A study of option trading strategies
title_short	A study of option trading strategies
title_full	A study of option trading strategies
title_fullStr	A study of option trading strategies
title_full_unstemmed	A study of option trading strategies
title_sort	study of option trading strategies
publishDate	2008
url	http://hdl.handle.net/10356/9809
_version_	1770567201462419456

A study of option trading strategies

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