Exadata V2 / Sun Oracle Database Machine and POC results for Market Risk Reporting Presentation is split into 2 parts • Slides 3 – 26 highlight Market Risk POC results,…
1. Weekly vs. Monthly Strangles 2. The Setup • May 2011 - Dec 2014 (AAPL, AMZN, GOOG, GS, IBM, SLV, SPY) • First trading day of the month sell 1 SD strangle closet to…
Slide 1 1 Using VIX Futures as Option Market-Makers’ Short Hedge 10 December 2010 Yueh-Neng Lin, Anchor Y. Lin National Chung Hsing University [email protected]…