Futures and options trading in nseindia
Rastogi teaches courses in the area of Finance and Analytics. Rastogi has worked for four years as debt and investment analyst. The job involved recommendations related to the security performance and evaluation as well as due diligence on behalf of the company. Rastogi was a part of the team involved in two IT related acquisitions and subsequent merger.
He has conducted workshops is the areas of financial modeling using excel for Reliance Infrastructure in and His research interest include derivative pricing, financial engineering and market microstructure. He is presently guiding PhD students in these areas. Efficiency in index options markets and trading in stock baskets. Journal of Banking and Finance Box spread strategies and arbitrage opportunities.
Journal of Derivatives Journal of Derivatives 8: Options market efficiency and the box spread strategy. Efficiency tests of options on Treasury bond futures contracts at the Chicago Board of Trade. International Review of Financial Analysis 4: The internal and cross market efficiency in index option markets: Applied Financial Economics Efficiency tests of the French index CAC 40 options market.
McGill Finance Research Center. Empirical tests of efficiency of the Italian index options market. Journal of Empirical Finance 7: Pricing efficiency in a thin market with competitive market makers: Box spread arbitrage profits following the market crash: Journal of Financial and Quantitative Analysis Daily and intra-daily tests of European put—call parity. Journal of Futures Markets Put-call parity and the informational efficiency of the German DAX- index options market.
International Review of Financial Analysis 9: Limited arbitrage and short sales restrictions: Evidence from the options markets. Journal of Financial Economics The box spread arbitrage: Theory tests and investment strategies. Review of Financial Studies 2: Box spread Arbitrage efficiency of Nifty Index Options: The Journal of Futures Markets International Options markets Association Report User Username Password Remember me.
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Abstract Box spread is a trading strategy in which one simultaneously buys and sells options having the same underlying asset and time to expiration, but different exercise prices.
The advantages of box-spreads include reduced joint hypothesis problem since there is no consideration of pricing model or market equilibrium, no consideration of inter-market non-synchronicity since trading box spreads involve only one market, computational simplicity with less chances of mis-specification error, estimation error and the fact that buying and selling box spreads more or less replicates risk-free lending and borrowing.
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Read some books, get into other peoples minds and see how they did it. Decide to give myself a treat at home, its been a while. The truth is that giving up in binary option because of few setbacks will never move you forward in life while trying to make it big in binary option forex trading. All you need is to be more careful,trade with the right and profitable strategy and you are on futures and options trading in nseindia feet again.
If you are interested in getting your trading account well managed and have a reliable source of money.