This study demonstrates that risk-adjusted returns of such strategies have potential to achieve higher returns and better Sharpe ratios using NDX options based on the Nasdaq-100 Index rather than…
Short Put Spreads (SPS) allow investors to limit their downside risk in exchange for limiting upside returns. The strike prices of the long and short put options that comprise a SPS determine these…
A forthcoming global regulatory standard will require derivatives users to estimate mandatory initial margin on their portfolios. The choice of model methodology may have a significant impact on this…
