A study of option trading strategies
Lim, Jackson Wei
Tay, Shane Cheng Sung
Date of Issue2005
College of Business (Nanyang Business School)
This paper examines several option trading strategies, namely, strap, strangle and straddle, compares the profitability of short and long strategies and examines the factors that influenced the results. Results revealed that the short strategies generated a far superior return compared to the long strategies. Deductions were drawn regarding about the superiority of the short traidng strategies.
Final Year Project (FYP)
Nanyang Technological University