Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/9809
Title: A study of option trading strategies
Authors: Lim, Jackson Wei
Tay, Shane Cheng Sung
Yang, Shufan
Keywords: DRNTU::Business::Finance::Options
Issue Date: 2005
Abstract: 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.
URI: http://hdl.handle.net/10356/9809
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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