Discover and read the best of Twitter Threads about #OptionStrategies
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#Election2019 result to announce soon. A quick #OptionBacktesting of past elections throws some interesting data
Result Date : 13-May-04,16-May-09,16-May-14
Entry Date: 2 days prior to result
Exit Date: 1 day after result
Lot size: 75
#OptionsTrading (1/9)
Result Date : 13-May-04,16-May-09,16-May-14
Entry Date: 2 days prior to result
Exit Date: 1 day after result
Lot size: 75
#OptionsTrading (1/9)
Strategy #1 Long Straddle : Buying ATM Call and Put
Total PNL : Profit 18559
@shubham_quant @BHVN153 @Tinagadodia
#Optionstrategies #DataAnalytics ...(2/9)
Total PNL : Profit 18559
@shubham_quant @BHVN153 @Tinagadodia
#Optionstrategies #DataAnalytics ...(2/9)
Strategy #2 Long Strangle: Buying 1st OTM Call and Put
Total PnL: Profit Rs.16838
#OptionsTrading #OptionStrategies #OptionBacktesting ...(3/9)
Total PnL: Profit Rs.16838
#OptionsTrading #OptionStrategies #OptionBacktesting ...(3/9)
