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The Iron Condor options strategy
Hrečka, Marek ; Smrčka, Luboš (advisor) ; Zámečník, Petr (referee)
The thesis is focused on a detailed analysis of the Iron Condor options strategy with an emphasis on practical aspects of using the strategy to speculation. In the first part basics of option theory, option pricing fundamentals and the Iron Condor mechanism are explained. The practical part deals with development of a trading system using knowledge gained in the theoretical part. Setting-up system parametres, their analysis and optimization for trading the Iron Condor on the Russell 2000 are crucial points of the thesis. In conclusion, there is a summary of real trading results.

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