Fixed Income 请问都已经说了credit spread level不变了,直接roll down10年期就行,为什么一定要long/short呢?第一教材没写,第二long/short收益还没有只买10年期的收益高。添加评论 0 0 2 个答案 已采纳答案 pzqa015 · 2022年07月29日 嗨,爱思考的PZer你好: 我们讲的策略大部分都是Long/short策略,...
要结合具体语境哈。 不过单看这句话的话,买CDS相当于当前付出一个固定的钱来保护债券,以后债券credit spread增大的时候还是付这么多钱,但市场上再买CDS的话其实是要付更多的钱的,也就是此时把以前买的这个CDS在市场上出售能获得更多的钱。所以买CDS是long credit spread。 ---就算太阳没有迎着我们而来,我们正在...
short interest ratiocredit spreadVARThis study examines the dynamics between short interest and credit spread. Based on the analysis of monthly data from 1931M6 to 2012M12, the results show that cSum, VichetSocial Science Electronic Publishing...
The Short Horizontal Calendar Call Spread, also known as the Short Call Horizontal Calendar Spread or Horizontal Short Calendar Call Spread, is a volatile options trading strategy that profits when the underlying stock breaks out to upside or downside. As a form of short calendar spread, the Shor...
A short iron condor spread is a four-part strategy consisting of a bull put spread and a bear call spread in which the strike price of the short put is lower than the strike price of the short call. All options have the same expiration date. ...
The short straddle position is created when an investor sells the same number of call and put options at the same strike price and expiration date. This strategy is best used on sideways or stagnant stocks. Unlike the Long Straddle which takes advantage of stock moves in either direction, the...
Have a strategy. It's best if you focus on one credit card at a time. Choose the card with the highest interest rate and pay it down. Pay the minimum payment on the rest of your cards. When you pay the first balance off, choose the next highest and so on. This helps minimize the...
Short selling is a speculative investment strategy, which should only be executed by more experienced investors and institutional firms. Certain firms will utilize short selling to hedge their portfolio in case of an unexpected downturn, which protects the downside risk of their long positions. ...
Sell 1 $45 Call $1.29 Net Credit ($129) A short call is simply the sale of one call option. Many refer to short positions as being "naked" the option. Selling options is also known as "writing" an option. The Max Loss is unlimited as the market rises. The Max Gain is limited to...
interesting to reexamine Stambaugh ’ s work and extend it to consider the interaction between the alpha of the long-short strategy and market liquidity. Corporate Cycles and Capital Structure Cycles It has been well documented that there are arbitrage opportunity between a same company ’ s equity...