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所在平台: Udemy |
课程主页: https://www.udemy.com/course/high-risk-and-reward-options-trading-straddle-and-strangle/
课程评论:没有评论
Coursera 上的“高风险高回报期权交易——跨式和勒式策略”课程概览: 本课程深入探讨了两种最常用的期权对冲策略:跨式(Straddle)和勒式(Strangle)。这两种策略的独特之处在于它们是非方向性的,无论是期权买方还是卖方都可以应用。 **策略类型及特点:** * **多头跨式/勒式(Long Straddle/Strangle):** * **风险:** 已定义 * **回报:** 无限 * **优势:** 适用于预测标的资产价格将出现大幅波动,但方向不确定时。 * **内容涵盖:** 关键特征、关键指标、盈亏图、策略构建器。 * **空头跨式/勒式(Short Straddle/Strangle):** * **风险:** 无限 * **回报:** 已定义(高盈利率) * **优势:** 适用于预测标的资产价格将保持相对稳定,波动幅度较小的时期。 * **内容涵盖:** 关键特征、关键指标、盈亏图、策略构建器,以及**空头跨式和空头勒式的调整策略**。 **课程还将涵盖:** * **头寸管理:** 对多头跨式和多头勒式头寸的管理。 * **对冲:** 如何利用这些策略进行有效的对冲。 * **案例研究:** 通过分析 2020 年的真实期权数据,深入理解这些策略在实际市场中的运作方式,以及如何基于隐含波动率选择合适的策略。 **课程目标:** 本课程旨在帮助学员深入理解跨式和勒式策略,掌握何时入场和出场,并学会期权调整和管理。学完课程后,学员将能更自信地运用这些策略进行对冲和风险管理。 **适合人群:** 对深入学习期权交易策略,特别是跨式和勒式策略,并寻求实操指导和市场洞察的学习者。
Straddle and Strangle are most commonly used option strategies for hedging. Best thing about these strategies is that they are non- directional and both option buyers and sellers can choose these strategies.If you looking for defined risk and unlimited reward you can choose Long straddle and Long strangle. Incase if you are looking for high probability of success defined reward and unlimited risk you can choose short straddle and short strangle.In this course I will cover Long straddleKey featuresKey metricsPay off diagramStrategy builderLong strangleKey featuresKey metricsPay off diagramStrategy builderShort straddleKey featuresKey metricsPay off diagramStrategy builderShort strangleKey featuresKey metricsPay off diagramStrategy builderAdjustments for short straddleAdjustments for short strangleManagement of long straddleManagement of long strangleHedgingCase studies I have taken real data of various options to understand exact movement of the options and various key metrics. Selection of the strategy based on implied volatility is very important in case of these strategies. I have explained some of the real case studies of the year 2020, to understand exactly how these strategies work in real world.If you are somebody interested learning these strategies in depth with more insights on when to enter and exit along with adjustment s, this is the course for you. By the end of this course you will be in much better position on how to hedge and manage with these strategies.