Practically: Options trading

Published: 31 October 2022| Version 4 | DOI: 10.17632/645m9kd7bm.4
Contributor:
Gabriel Magen PhD

Description

This article will discuss options trading which is a wide term and analysis of past 16 year of data, but here, an explanation for and past data analysis for the Israeli stock market will be explained in more detail. More over a sensitivity analysis will be done for past 16 years of data, based on that a success chance will be displayed. This is just a theoretical Analysis of past data. Some might relate to Option trading as complex and dangerous but the illustration here will try to relate to it as a simple and understandable matter.

Files

Steps to reproduce

a. Get data of TASE from TASE official website. The data should be the expirations values per month for last 16 years. b. Calculate the gap between each month. c. Place the gaps of the last 16 months to histogram chart. d. Do sensitivity tests. e. Find the best case that suites.

Categories

Statistics, Economics

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