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所在平台: Udemy |
课程主页: https://www.udemy.com/course/options-hedging-calendars-diagonals-and-ratio-spreads/
课程评论：没有评论
课程名称：期权对冲 - 日历价差、斜向价差与比例价差 课程概述： 本课程将深入探讨期权对冲这一热门投资策略，重点讲解日历价差、斜向价差和比例价差这三种备受欢迎的对冲技术。 课程亮点： * **日历价差与斜向价差：** 尤其适用于低隐含波动率（IV）的市场环境，具有正Theta（时间价值衰减）和正IV收益的优势，同时保证金要求较低。 * **比例价差：** * **前向比例价差 (Front Ratio Spreads)：** 属于高概率交易，具备高风险高回报的特点，风险可通过多种调整技术有效控制。 * **后向比例价差 (Back Ratio Spreads)：** 风险可控，回报无限，非常适合高波动性市场。 * **全面覆盖：** 课程将详细介绍上述三种策略的各种类型，包括： * **日历价差 (Calendars):** 多头日历价差 vs 空头日历价差；认购日历价差；认沽日历价差；关键特征；关键指标；收益图；不同市场情景下的影响；调整技术。 * **斜向价差 (Diagonals):** 多头斜向价差 vs 空头斜向价差；牛市认购斜向价差；熊市认购斜向价差；牛市认沽斜向价差；熊市认沽斜向价差；关键特征；斜向价差类型；指标。 * **比例价差 (Ratio Spreads):** 前向比例价差（前向认购价差、前向认沽价差）；后向比例价差（后向认购价差、后向认沽价差）；关键特征；比例价差类型；指标；收益图；调整技术。 学习目标： 完成本课程后，学员将能够更好地理解并运用这些对冲策略，在不同的市场情景下进行有效的期权对冲。 课程对象： 具备期权买卖基本知识的任何人均可报名学习。
Hedging with options has become one of the popular investment strategies. Calendars, Diagonals and Ratio spread strategies are very popular hedging techniques.Calendars and Diagonals are very popular especially during low IV scenario which has positive effect due to with positive Theta and IV along with less margin requirement.Front Ratio Spreads are high probability trades with high risk and high reward. Risk can be easily reduced using various adjustment techniques.Back Ratio Spreads have defined risk with unlimited reward. Best suitable high volatile scenarios.So learning these 3 strategies and various types in these will be very useful for the people who are looking for option hedging strategies.In this course I will cover the following aspectsLong calendar spread vs Short calendar Call calendarPut calendarKey featuresKey metricsPayoff diagramsImpact of various market ScenariosAdjustment techniquesLong diagonal vs Short diagonalBull call diagonalBear call diagonalBull put diagonalBear put diagonalKey featuresTypes of DiagonalsMetricsFront Ratio SpreadFront call spreadFront put spreadBack ratio Spread Back call spreadBack put spreadKey features Types of Ratio SpreadsMetricsPayoff diagramsAdjustment techniquesAt the end of this course you will be in a better position to deploy these strategies for hedging in various market scenarios.Anybody who has basic understanding of option buying and option selling can enroll for this course.
