Abstract
TAIEX Options¡]TXO¡^has been listed and traded for four years , and sttlement account total 48 expiration month contracts , in order to verificate 24 kinds of trade strategies and 502 set of combination trade positions , which can make profit good , the author select 7 Call and 7 Put strick price , which have high trade volumes of each expiration month contract first day closing price , to calculate each one¡¦s profit-loss¡FIn addition , verificate 19292 sets of¡urandom combination positions¡vtest to examine the one of best¡C
We can compare and assess to count the best operation trade strategy and position by three propositions , accoding to market situation , The result of verification , the¡usell strangles¡vand ¡usell strddles¡vwere good to others , and selling in-the-money at first and second series Put also has more profit , and the parts of¡urandom combination positions¡vin 48 months , which can reach as high as 41 months profit¡C
| Identifer | oai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0207106-173500 |
| Date | 07 February 2006 |
| Creators | Jou, Meng-Shuan |
| Contributors | Jen-Jsung Huang, David S. Shyu, Henry Y. Lo |
| Publisher | NSYSU |
| Source Sets | NSYSU Electronic Thesis and Dissertation Archive |
| Language | Cholon |
| Detected Language | English |
| Type | text |
| Format | application/pdf |
| Source | http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0207106-173500 |
| Rights | unrestricted, Copyright information available at source archive |
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