Add training workflow, datasets, and runbook
This commit is contained in:
@@ -0,0 +1,54 @@
|
||||
547
|
||||
OPTION TrAdINg STrATegIeS
|
||||
FIGURE 35.24 “Bullish/Nonvolatile” expected Probability distribution and Profi t/loss
|
||||
Profi les for Three Alternative Bullish Strategies
|
||||
Price of August gold futures at option expiration ($/oz)
|
||||
Profit/loss at expiration ($)
|
||||
1,000
|
||||
25,000
|
||||
12,500
|
||||
−12,500
|
||||
−25,000
|
||||
0
|
||||
1,050 1,100 1,150 1,200 1,250
|
||||
Long futures
|
||||
Short 2 puts
|
||||
Long 2 calls
|
||||
.20
|
||||
.18
|
||||
.16
|
||||
.14
|
||||
.12
|
||||
.10
|
||||
Probability
|
||||
.08
|
||||
.06
|
||||
.04
|
||||
.02
|
||||
1,300 1,350 1,400
|
||||
FIGURE 35.25 “Bullish/V olatile” expected Probability distribution and Profi t/loss Profi les
|
||||
for Three Alternative Bullish Strategies
|
||||
Price of August gold futures at option expiration ($/oz)
|
||||
Profit/loss at expiration ($)
|
||||
1,000
|
||||
25,000
|
||||
12,500
|
||||
−12,500
|
||||
−25,000
|
||||
0
|
||||
1,050 1,100 1,150 1,200 1,250
|
||||
Long futures
|
||||
Short 2 puts
|
||||
Long 2 calls
|
||||
.20
|
||||
.18
|
||||
.16
|
||||
.14
|
||||
.12
|
||||
.10
|
||||
Probability
|
||||
.08
|
||||
.06
|
||||
.04
|
||||
.02
|
||||
1,300 1,350 1,400
|
||||
Reference in New Issue
Block a user