Equity Options Trading Strategies
Dr. Russell Rhoads has authored a paper which explores a variety of equity option trading strategies and how they perform in different market environments. A range of strategies are introduced to express bullish, bearish and neutral market views – from covered calls and protective puts, to collars and straddles/strangles. Using historical ASX data, the paper presents back-tested performance results, comparing each strategy’s return, volatility, and drawdown characteristics relative to their underlying index.
