Economics, Econometrics and Finance
8 years ago

New trading strategies revolutionize options on futures market profitability.

J. Wiley eBooks
Options on futures : new trading strategies
John F. Summa, Jonathan W. Lubow

Paper Summary

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The article discusses different trading strategies for options on futures, focusing on S&P 500 and commodity futures. It explains the basics of S&P futures and options, profitability parameters, and selling strategies for commodity options. The researchers also explore synthetic call strategies, put-call ratio analysis, and the importance of practical application over hypothetical scenarios. The article includes historical commodity charts, contract specifications, and resources for further information.