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 (FYP)
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/9809