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所在平台: Udemy |
课程主页: https://www.udemy.com/course/regular-income-option-strategies-iron-condor-iron-fly/
课程评论：没有评论
**Coursera课程内容总结：备兑价差策略——铁鹰与铁蝶** 本课程深入探讨了两种常用期权交易策略：“铁鹰”（Iron Condor）和“铁蝶”（Iron Fly）。这两种策略因其明确的风险和回报，以及可以通过Delta值有条理地构建策略的特点而备受欢迎。它们可以看作是跨价差（Strangle）和跨式（Straddle）的延伸，也可以理解为信用价差（Credit Spreads）和借方价差（Debit Spreads）的组合。 **课程亮点：** * **稳定收入来源：** 学习如何轻松复制和持续运用这些策略，以获取规律性收入。 * **高波动率环境下的对冲：** 非常适合在波动率较高（High IV）的市场环境中，利用对冲期权进行交易。 * **深入的策略解析：** * 铁鹰与铁蝶的基本构成。 * 不同类型的铁鹰。 * 铁鹰与铁蝶的盈亏图解析。 * 铁鹰与铁蝶的调整技巧。 * 优选行权价的方法。 * 看涨信用价差（Call Credit Spread）的选择。 * 看跌信用价差（Put Credit Spread）的选择。 * Delta值的运用。 * IV Rank和IV Perceptile在策略选择中的应用。 * 利用历史数据和案例进行回测。 * 在财报季（Earnings Season）中的策略有效性分析。 **先修知识要求：** 本课程属于高级期权课程，要求学员具备期权买卖（Option Buying, Option Selling）和期权希腊字母（Option Greeks）的基础知识。课程中也会对关键术语进行回顾，以帮助学员更轻松地理解策略。 **课程目标：** 学完本课程后，您将能够深入理解这些对冲交易策略，并能根据市场情况为自己选择合适的策略。
Iron Condor and Iron Fly are very popular option trading strategies due to their defined risk and reward and you can formulate your strategy methodically using delta.Iron Condor and Iron Fly are known as extensions of strangle and straddle. They also can formulated as a combination of credit and debit spreads.These strategies you can easy replicate and do on a continuous basis to get regular income. People who want to trade in high IV scenario using hedging options can go for this.During this course you will learnIron Condor and Iron Fly basic constructTypes of Iron CondorPay off diagrams of Iron Condor and Iron FlyAdjustment of Iron Condor and Iron FlySelection of strike pricesCall credit spread selectionPut credit spread selectionUsage of deltaIV Rank and IV percentile for strategy selectionBacktesting with past data and case studiesEfficiency of the strategies during earnings season This is advanced option course so basic understanding of option buying, option selling and option greeks is required. For the benefit of the students I will recap some of the key terms which will help you in understanding the strategies in a easier way.At the end of the course you will be in a position to understand these hedging strategies in a very detailed manner and will be able to select your strategy accordingly.
