[BOOK][B] The dynamic option selection system: analyzing markets and managing risk

HL Simons - 1999 - books.google.com
An indispensable resource for experienced and novice options traders and hedgers alike
Dynamic Option Selection System" Howard Simons offers an in-depth look at options and risk …

Death, taxes & single stock futures

HL Simons - Futures, 2002 - elibrary.ru
Forget the CFTC and SEC, the IRS had a few things to say about single stock futures, as well.
A look at the considerations traders must keep in mind when trading these flexible new …

Choose your friends, choose your options

HL Simons - Futures, 2000 - elibrary.ru
Chooser options are instruments whose profiles conform farm more closely to the commercial
requirements of users than do those of plain vanilla options. Chooser options fall into that …

Everybody's got to swing

HL Simons - Futures, 2000 - elibrary.ru
Most industries have the luxury of dealing with known quantities. Natural gas and electricity,
however, have almost no certainty of demand. An electric utility in the summer months has to …

Base metal werewolves in London

HL Simons - Futures, 2003 - elibrary.ru
The base metals complex on the London Metals Exchange (LME) is sort of like the ugly
stepsister in all those Grimm brothers fairy tales. Those who read the interplay between the …

Not all it's cracked up to be

HL Simons - Futures, 2000 - elibrary.ru
By examining the make-up and price profile of exotic spread options-in this case, a crack
spread option-traders of intramarket spreads can glean some insight into the dynamics of …

The money's got to go somewhere

HL Simons - Futures, 2002 - elibrary.ru
Follow the money. Show me the money. From all of the catch phrases involving the coin of
the realm, you would think people actually cared about the stuff. But care we must. Just as …

Springtime for bran flakes

HL Simons - Futures, 2001 - elibrary.ru
A stroll through the open thoroughfares of any great American city on an early spring day
will produce at least one encounter with a citizen expressing his viewpoints to no one in …

Crying over spilled milk

HL Simons - Futures, 2001 - elibrary.ru
By substituting 2 key variables for the forward curve in equities, an Equity Tension Index can
be constructed that provides insight into the short-term movements in these markets. A …

Compounding the problem

HL Simons - Futures, 2000 - elibrary.ru
A compound option has 2 maturity dates. The first is when the decision to exercise and acquire
the underlying option is made, and the second is when the underlying option itself expires…