Здравомыслящий инвестор

25 мая 2020 25.05.2020

О манипуляциях волатильностью на бирже

Многие, кто начинает торговать опционы, слишком много внимания уделяют математике… От словосочетания «формула Блэка-Шоулза» они приходят в экстаз… И все они испытывают сильное разочарование, когда узнают сермяжную правду… Биржа считает и волатильность и теоретическую цену, основываясь на ордерах в стакане.

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Nikolay Помещенко

25.05.2020

простите, но я в учебнике читал, что опционы и контракты вообще используются для хеджа или страховки поставок, сделок, контрактов.
не для торговли

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Здравомыслящий инвестор

31.05.2020 Автор

Зайдите на сайт МБ, там прямо написано что для повышения доходности акций используются продажи опционов кол... И еще много других стратегий там описано... Вы же не можете отличить спекуляции от хеджа по внешним признакам. Я, например, хеджу акции, которые хранятся у другого брокера

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