A study of option trading strategies

• 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
• Institution: Nanyang Technological University

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...