Option strategies for earnings announcements : a comprehensive, empirical analysis
By trading on corporate earnings, investors can reliably profit in both up and down markets, while avoiding market risk for nearly the entire quarter. In this book, two leading traders and portfolio managers present specific, actionable techniques anyone can use to capture these sizable profits. Pin...
| Otros Autores: | , |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
[Place of publication not identified]
FT Press
2013
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| Edición: | 1st edition |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629167906719 |
Tabla de Contenidos:
- Earnings announcements : opportunities and risks
- Option strategies for earnings announcements : an overview
- Liquidity risk : bid-ask spreads
- Bullish directional trades
- Bearish directional trades
- Long volatility trades
- Short volatility trades
- Buy volatility before earnings announcements
- Ride the post-earnings-announcement-drift
- Advanced analysis : improve the odds of winning
- Implied volatility
- Historical earnings announcement returns
- Market capitalization
- Valuation
- Industry effects
- Enhanced strategies.
