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National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
Futures Spreads Trading
 Hrečka, Marek ; Smrčka, Luboš (advisor) ; Zámečník, Petr (referee)
The purpose of the thesis is to identify factors that affect the profitability and risk of trading futures calendar spreads. The basic characteristics of futures and trading calendar spreads with seasonal time frames are described in the first part of the thesis. The selected factors such as the correlation of short-term and long-term seasonal patterns, the trading in the extreme, the trading single or multiple crops, the width of the seasonal window, the win probability, the length of backtested period and intermarket vs. intramarket spreads are analyzed from the perspective of profitability and risk in the second part. A summary of the results is contained in the conclusion.
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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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