In this paper, we apply machine learning models to execute certain short-option strategies
on the S&P500. In particular, we formulate and focus on a supervised classification task …

This paper is a follow-up to the papers “Modeling and Performance of Certain Put-Write
Strategies”(Larcher, Del Chicca, and Szölgyenyi, 2013) and “A Comparison of Different …

This study examines the performance of two strangle strategies at different legs to find the
best strategy for consistent profit generation when trading on the Indian stock market index …

The Broken Wing Butterfly (BWB) has become a popular options strategy for traders. Profit is
generated primarily by exploiting option value time decay. In this paper the selection of the …

In [5] the authors study and analyze the performance properties of certain put-write option
strategies on the S&P500 index, and they find that these strategies show a systematic …

The purpose of this paper is to measure the intrinsic characteristics of the Indian capital
market through the long and short strangle options strategies. The study uses the …

Options in finance are becoming an increasingly popular investment instrument. Good
returns, however, do depend on finding the right strategy for trading and risk management …

Equity options strategies consist of a combination of options which are simultaneously
entered into the market which enable one to achieve a financial return. A range of standard …

This study aims to measure the volatility behavior and movement property of the Nifty Index
through the strap option strategies by using the trigonometric ratio of options (tan θ). These …

Das Axiom der Finanzmathematik: No free lunch without risk! Page 1 Kapitel 2 Das Axiom
der Finanzmathematik: No free lunch without risk! Lektion 22: No free lunch without risk In …