Trading on corporate earnings news : profiting from targeted, short-term options positions
Profit from earnings announcements, by taking targeted, short-term option positions explicitly timed to exploit them! Based on rigorous research and huge data sets, this book identifies the specific earnings-announcement trades most likely to yield profits, and teaches how to make these trades—in pl...
| Otros Autores: | , |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
[Place of publication not identified]
FT Press
2011
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| Edición: | 1st edition |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628287906719 |
Tabla de Contenidos:
- Introduction
- Earnings announcements: why are they so important?
- Earnings surprises: definition and measurement
- Earnings surprises: empirical evidence
- Market reactions to earnings announcements
- Market reactions to earnings surprises (are full of surprises)
- General characteristics of optioned companies and options behavior around earnings announcements
- Practical considerations before implementing trades
- Directional bets: long calls, bull call spreads, long puts, and bear put spreads
- Long straddle and strangle strategies
- Short straddle and strangle strategies
- Growth expectations and the torpedo effect
- Revenue and expense surprises
- Earnings surprise persistence
- Other theories and evidence.
