| Options Strategy to Profit During Extreme Volatility Contributor(s): Schiller Phd, Jon (Author) |
|
 |
ISBN: 1466415290 ISBN-13: 9781466415294 Publisher: Createspace Independent Publishing Platform OUR PRICE: $47.50 Product Type: Paperback Published: October 2011 |
| Additional Information |
| BISAC Categories: - Business & Economics | Investments & Securities - General |
| Physical Information: 0.46" H x 5.51" W x 8.5" (0.46 lbs) 176 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: The extreme volatility experienced by the US markets in July, August, and September 2011 forced me to examine all potential strategies to be used for Weekly Options. After reviewing the potential options strategies, I have selected Debit Condors, Long Straddles, and Credit Condors The Indices used for these strategies include SPX (S&P 500), SPY (miniSPX), about 0.1 the SPX, and OEX (S&P 100), about 0.5 the SPX. This book describes the new software I have devised to trade these 3 strategies for these 3 Indices. The program: SelfAdapINDXWeeklyVLTY focuses on selecting the best strategy and the best Index for executing during the next week expiring on Friday. The software described in this book helps the trader decide which of the 3 strategies to use for the weekly options and provides computations to decide which of the 3 Indices are best for the selected strategy |