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 [原创] 作期权真的很难吗 - 大结局 |
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Looks like several high-caliber individuals like sapientaf -- BigSwingingD - (609 Byte) 2007-1-14 周日, 14:17 (582 reads) |
sapientaf
头衔: 海归上校
声望: 学员
性别: 
加入时间: 2006/08/20
文章: 821
来自: 弯曲，上海，班格罗尔，北京，新加坡
海归分: 83000
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作者：sapientaf 在 海归商务 发贴, 来自【海归网】 http://www.haiguinet.com
>> can you share information about how you guys trade
at UBS to ameteurs like us, with some examples? <<
In a nutshell, what we did are mostly index arbitrage and delta nautual volitality strategies in HK and Japan equities/index.
We have very good model and volitality factory, plus knowhow from O'Connor Associate's options trading expertise, with industry leading technology at the time in the early to mid 90s.
(even GS is relatively a late player here, now Goldman is very strong in this area).
UBS O'Connor later becomes the hedge fund operations of UBS Global Asset Manageement.
Here is a good and relative easy article about delta nautual strategry -
https://www.investopedia.com/articles/optioninvestor/03/041503.asp
>> The problem with your MOT trade is the relatively small volume on the
Jan 15 call (less than 30 contracts), which makes it difficult to scale.
Since I own AAPL, I naturally picked MOT as an example.
I think if you want to do the trade for yourself, look into AMD.
作者：sapientaf 在 海归商务 发贴, 来自【海归网】 http://www.haiguinet.com
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