以前好像有提過:
1. a short-term trend indicator is used to help reduce the probability of selling options against a negative trend
2. position sizing methods are employed to optimize risk-adjusted returns by balancing put/call exposure
3. adjustment protocol: dangerous side -> tight spreads
4. penetration adjustment: buy ahead contract of original strike price
5. analysis performed on the prices of various options
5-1. in absolute terms in relation to their historic price level
5-2. in relative terms comparing the prices of puts to the similar calls
6. robust adjustment protocol result in a balanced strategy
7. positions are placed using proprietary strike level and ratio algorithms to achieve a strategy that can be profitable in flat or volatile market conditions.
8. real-time monitoring of positions are the primary risk controls
發表於 2017-12-19 07:49:24
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發表於 2017-12-19 09:37:41
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