Add training workflow, datasets, and runbook

2025-12-23 21:17:22 -08:00
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+Index 
+Ratio call writing (continued) 
+dissimilarity, 210-211 
+ratio write, 146-149 
+objections, two, 148-149 
+probability curve for stock movement, 149 
+profit range, 14 7 
+ratio spread as, 213-214 (see also Ratio call 
+spreads) 
+and reverse hedge (simulated straddle), similarity of, 
+154 
+risk, two-sided, 146 
+selection criteria, 151-155 
+break-even points of position, 151-152 
+neutral ratio, 152-154 
+volatile stocks preferred, 152 
+summary, 168 
+not suitable for all investors, 168 
+variable, 155-157 
+trapezoidal hedge, 155, 156, 157 
+Ratio put spread, 358-361 (see also Ratio spreads) 
+calendar spread, 361-364 
+Ratio put writing, 300-301 
+Ratio spreads, effects on of implied volatility changes, 
+780-781 
+Ratio spreads using puts, 358-366 
+ratio calendar combination, 364-366 
+ratio put spread, 358-361 
+deltas, 361 
+follow-up action, 360-361 
+limited upside risk, large downside risk, 358, 359 
+ratio put calendar spread, 361-364 
+and naked options, 362-363 
+Ratio strategies, applying mathematical calculations of 
+volatility to, 480-482 
+Regression analysis, 566 
+Reversals, 254-255, 428-430, 431-438 (see also 
+Arbitrage) 
+risks in, four, 433-437 
+Reverse calendar spread, 230-232 (see also Reverse 
+spreads) 
+selling, 833-834 
+Reverse carrying charge market, 697 
+Reverse conversion, 428-430, 431-438 
+risks in, four, 433-437 
+Reverse hedge 123-128, 130, 131 (see also Call buying 
+strategies) 
+ratio writing, similarity to, 154-155 
+straddle buying, equivalent to, 283 
+Reverse ratio spread (backspread), 232-235 (see also 
+Reverse spreads) 
+Reverse spreads, 230-235 
+backspread, 232-235 (see also Reverse spreads, 
+reverse ratio spread) 
+reverse calendar spread, 230-232 
+margin requirements onerous, 230, 231-232 
+used infrequently, 230 
+reverse ratio spread (backspread), 232-235 
+and delta-neutral spread, 234-235 
+early exercise, possibility of, 235 
+established for credits, 233 
+investment small, 233-234 
+limited risk, 233 
+volatile stocks preferable, 235 
+Rho, 864-865 
+for LEAPS or warrants, 873 
+Risk arbitrage, 21, 426-427, 445-454 (see also 
+Arbitrage) 
+"hooks," 449-450 
+limits on merger, 448-450 
+mergers, 445-448 
+tender offers, 451-454 
+Risk-free interest rate, 14 
+Rolling action, 71-80, 94, 158-160 
+alternative, 76-77 
+debit incurred in roll-up, 80-81 
+different expiration series, using, 78-79 
+partial, 77 
+Rolling for credits, 140-144 
+Martingale strategy, 140, 145 
+Rolling down strategy, 112-116, 628-629 
+LEAPS, 394 
+and protective put, 276 
+Rolling forward/down, 83-85 
+Rolling up, 109-110, 267-269, 628-629 
+"Round-tum" commission, 665-666 
+Rubenstein, Professor Mark, 797 
+Russell 2000 Growth Fund, 638, 788 
+Russell 2000 Value Fund, 638, 788 
+S&P: see also Standard & Poor 
+Scientific American, 796 
+Sector, 500 
+Semiconductor Index ($SOX), 588, 6,39 
+HOLDRS, 639 
+Serial options, 663-666 
+Series of options, ,5-6 
+Short-sale rule, 923-924 
+Short tendering, 453 
+Short-term trading, call buying and, 102 
+Sigma, 783-786 
+Simpson's Rule, 471 
+Simulated straddle, 123-128 (see also Call buying 
+strategies) 
+ratio writing, similarity to, 154-155 
+SIS (Stock Index return Security), 596-601 
+cash value formula, 596-597 
+imbedded call, 597-598 
+issued in 1993 and matured in 2000, 596 
+995