我哋一開始玩期權, 最簡單梗係由naked short put開始, 開一張就有錢收
但係市場上有call/put spreads, strangle, iron condor, butterfly等等, 其實到依家都未明用呢啲strategies嘅技巧
睇完呢個video, 更令我懷疑人生, 係咪真係要KISS, 淨係做naked options呢?
佢用左幾隻ETF做backtesting.
結果係, 開naked put, amount of P/L 係開spreads嘅一倍, 甚至三倍以上, 所以如果有available capital, 佢哋係建議做naked
另外, 開naked options 嘅POP (probability of profit) 其實比spreads會高
譬如做put spread, 因為你隻covered long係會將打和點(break even point)嘅價錢拉高左
當然spreads可以幫你買左保險, 入場時已經define左max loss.
希望以後有機會可以同玩開combo嘅traders交流吓佢哋操盤策略
https://www.facebook.com/groups/113563634016
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