equity derivatives strategy - quant...
TRANSCRIPT
Equity Derivatives Strategy“Many of life’s failures are people who did not realize how close they were to
success when they gave up.”Thomas A. Edison
Top Covered Call Selling Candidates
Top Put Selling Candidates
Top Stock Replacement Candidates
3 Month Stock Correlation vs Theoretical Volatility
Definitions and Conditions
Definitions and Conditions
Definitions and Conditions
RidgeCape [email protected] [email protected] +27217018158KyleVinokur [email protected] +27217011290AngeloJoseph [email protected] +27871508684
Producedinassociationwithaleadingquantitativehouse,www.quantanalyst.co.za
DISCLAIMER AND CONFIDENTIALITYThis document is confidential and issued for the information of the addressee and of clients of RidgeCape Capital only. It is subject to copyright and may not bere produced in whole or inpart without the written permission of RidgeCape Capital. The information, opinions and recommendations contained herein are and must be construed solely as statements of opinion andnot statements of fact. No warranty, expressed or implied, as to the accuracy, timeliness, completeness, merchantability or fitness for any particular purpose of any such recommendationor information is given or made by RidgeCape Capital in any form or manner whatsoever. Each recommendation or opinion must be weighed solely as one factor in any investment or otherdecision made by or on behalf of any user of the information contained herein and such user must accordingly make its own study and evaluation of each strategy/security that it mayconsider purchasing, holding or selling and should appoint its own investment or financial or other advisors to assist the user in reaching any decision. RidgeCape Capital will accept noresponsibility of whatsoever nature in respect of any statement, opinion, recommendation or information contained in this document. This document is based on historical information, andprovides no guarantee of future performance.