We analyze how informed investors trade in the options market ahead of corporate news when they receive private, but noisy, information about the timing and ...

Earnings announcements : opportunities and risks -- Option strategies for earnings announcements : an overview -- Liquidity risk : bid-ask spreads ...

Our goal is to provide a financially sound and efficient marketplace where investors can hedge investment risk and find new opportunities to profit from market ...

Оценка 4,0 (23) · 174,95 $ In this book, two leading traders and portfolio managers present specific, actionable techniques anyone can use to capture these sizable profits.

Extend traditional models to incorporate earnings announcements, use options to learn from options about earnings induced price volatility, to understand how.

Options trading entails significant risk and is not appropriate for all investors. Certain complex options strategies carry additional risk.

This paper uses option prices to learn about the uncertainty surrounding firm fundamentals. When firms announce earnings every quarter, they reveal current ...

In the two-way strategy, the firms are classified into 15 groups (a 5x3 sort), based on volatility spread quintiles and the portfolio formation timing relative ...

A straddle is a multi-leg options strategy enabling investors to potentially profit from significant price fluctuations in a stock, typically associated ...

It introduces several ways to exploit option trading opportunities around earnings news, discuss crucial issues that most retail investors haven't considered, ...