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所在平台: Udemy |
课程主页: https://www.udemy.com/course/calendar-spreads/
课程评论：没有评论
课程名称：通过黄金（GLD）实盘交易掌握日历价差 课程概述： 本课程深入讲解了日历价差（Calendar Spreads）这一流行的期权交易策略，它属于时间价差（Time Spreads）的范畴。日历价差的基本构建方式是卖出近月期权，同时买入远月期权，通常构建于平价（at the money）。学员将学习如何创建看涨或看跌的日历价差变体。该策略初始状态为Delta中性，但可能快速转向偏向性头寸。日历价差是少数同时实现Theta（时间衰减）和Vega（波动率）双重正收益的策略之一。因此，在开仓后，波动率的增加对日历价差有利。其盈利的主要方式是利用近月期权较高的时间衰减。课程将通过一个在GLD上进行的日历价差实盘交易案例，展示该交易如何因价格大幅波动而演变成双重日历价差。课程强调“不要放弃亏损的交易”这一重要经验，教导学员如何“对抗”亏损交易，将其修复至盈亏平衡点，从而获得巨大的成就感。 学员将学到： * 日历价差在期权交易策略中的独特性。 * 如何从两个不同到期月份的期权组合中理解期权。 * Vega为正和Theta为正的具体含义。 * 在进行日历价差交易时需要注意的潜在风险点。 * 日历价差常见的调整方法。 * 日历价差有时会转变为方向性头寸的原因。 * 时间价差策略在调整上为何有一定难度。 * 日历价差策略最简单、最基础的调整方法。 * 双重日历价差策略的优势。 * 如何处理陷入严重困境的交易。 * 精确计算日历价差的盈亏为何存在一定难度。 教学大纲：无
MASTER CALENDAR SPREADS Calendars Spreads are popular trades and come under the category of Time spreads. In a Calendar spread, we sell the front month Option series and buy the back month Option. The Calendar is generally constructed at the money, however, you can create bullish or bearish variations. It starts out as a delta neutral but can quickly move into a biased position. The Calendar is also one of the few strategies that is a Theta positive and a Vega positive trade. Because it is Vega positive, your Calendar will do better if Volatility increases after you put the trade on. The primary method of profit in Calendar Spread Strategy is to take advantage of a higher level of time decay in the front month. We put a Calendar trade on the GLD, and this quickly turns into a Double Calendar when price moves too much in one direction. In fact, this trade is an absolute roller-coaster and you will learn a very valuable lesson - Don't give up on your losers. If you simply close your losers and move on to the next trade, you will make the same mistakes and lose again. Fight your losers and turn them back into a break-even and you would have never felt better with a trade. What you can expect Why is the Calendar spread trade a unique trade in the Options playbook How do we conceptualize Options from two different expiry series What does Vega positive and Theta positive mean What danger points should we watch for in Calendars What are the popular adjustments for Calendars Why can a Calendar sometimes become a directional position Why are time spreads a little hard to adjust What is the first and simplest adjustment to a Calendar Spread Strategy What are the advantages of a double calendar How should we deal with a trade in serious trouble Why are exact profit and loss calculations difficult to calculate
