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Download The 100% Return Options Trading Strategy eBook

by Jon Schiller

Download The 100% Return Options Trading Strategy eBook
ISBN:
0930233670
Author:
Jon Schiller
Category:
Investing
Language:
English
Publisher:
Windsor Books; First Edition edition (February 19, 1999)
Pages:
224 pages
EPUB book:
1929 kb
FB2 book:
1913 kb
DJVU:
1730 kb
Other formats
txt rtf azw mbr
Rating:
4.2
Votes:
564


No notes or highlights.

FREE shipping on qualifying offers. Options are currently experiencing an unprecedented boom as investors and speculators begin to realize that-traded properly-these fascinating markets can offer unlimited upside potential with limited downside risk. No notes or highlights. Exterior of the book shows minimal signs of usage. Overall in great condition.

The author asserts that options trading can yield high rewards for little risk. In this guide to options trading he explains how to carry out such procedures and has designed the book to be of interest to both newcomers and seasoned traders. ISBN13: 9780930233679. Release Date: February 1999.

Start by marking The 100% Return Options Trading Strategy as Want to Read .

Start by marking The 100% Return Options Trading Strategy as Want to Read: Want to Read savin. ant to Read.

Find many great new & used options and get the best deals for 100 Per Cent Return Options . Additional Product Features. Place of Publication.

Additional Product Features.

The US Fed lowered the interest rates to zero %. The US Congress and Treasury provided bailouts to prevent corporations such as GM, AIG and banks from collapse. The 100% Return Options Trading Strategy. 4 billion, was made to Wall Street firms like Goldman Sachs (GS Quote), Bank of America (BAC Quote), Merrill Lynch and Morgan Stanley (MS Quote), as well as to foreign banks like Societe Generale, Deutsche Bank (DB Quote) and Barclays (BCS Quote). Options are currently experiencing an unprecedented boo от 1300.

100 Per Cent Return Options Trading Strategy (Hardback). The author asserts that options trading can yield high rewards for little risk

100 Per Cent Return Options Trading Strategy (Hardback). Published by Windsor Books,U. United States (1999). The author asserts that options trading can yield high rewards for little risk. Seller Inventory ANB9780930233679. More information about this seller Contact this seller.

We started with a risk of . % and after that our trade become RISK FREE

We started with a risk of . % and after that our trade become RISK FREE. So you can see the most important part in this strategy is the entry and then opening new positions in such a way that our risk is never more than . %. In the example our risk was . % in the start and after that there was no risk. system, Trading Strategy, Forex Strategy, forex system.

Author of The insider's automatic options strategy, Self-Adaptive Options & Currency Trading, The 100% Return Options Trading Strategy, Multihulls, Masada. Self-Adaptive Options & Currency Trading.

Winning in the Options Market by Allan S. Lyons The 100% Return Options Trading Strategy by Jon Schiller .

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Options are currently experiencing an unprecedented boom as investors and speculators begin to realize that-traded properly-these fascinating markets can offer unlimited upside potential with limited downside risk.
  • Perongafa
On p. 96-104 the author attempts to give spreadsheet formulas to compute stochastics, Welles Wilder RSI, and two other indicators he recommends. The formulas are outright wrong for the Stochastics %K-%D signal. Had someone proofread or even tried to recreate these in Excel, it would be blatantly obvious they are wrong. Upon contacting the author at his email address, he suggested that I pay him to receive the full version of the spreadsheet for several hundred dollars, rather than giving me the correction to the wrong information in his book. Also, on p. 78, the computations of the "safe" strike prices are based on erroneous data. I compared historic data from the time frame he references and it looks like he omitted data from August 1996 and just relabeled all of the rows so that the data from Nov-94 through Aug-96 is actually for Dec-94 through Jul-96. The Mar-97 MAX data appears suspect, being 10.33 rather than 10.25. The Aug-97 data for MAX and MIN appears suspect, being 43.63 and 1.59, rather than 42.72 and 26.50, respectively. It also appears that he is using the wrong standard deviation function to compute sigma. You can't duplicate his numbers in the C2sig13 and P2sig13 columns with the data he provided in the table in Figure 5.1.
His latest newsletter shows that the "safe" strike price for the February 2000 short puts was 720, but if you followed the instructions in his book, you would have sold the Feb 745 puts short and been out 22 points per contract on naked puts, or you would have lost your entire spread when the market dumped from 752.19 to 728.52 on options expiration Friday in February. His system for mitigating losses would not have worked either because when the market broached 745 that day, you would have paid about 6 points to close out a losing spread that you may only have received 1-2 points to open. These spreads he advocates are based on some very fast and loose statistical claims and not very thoroughly explained at all. Very dangerous!
  • Invissibale
Mr. Schiller has a PhD, but his book does not reflect much quality control went into its composition. There are missing figures, but yet referenced in the text. The book lacks an index. Several words are abbreviated, but there is no apparent explanation for them. I get the feeling this book went from first draft directly to publication. The hefty price is not justified. I am glad I only borrowed it from a library. The one purpose of the book seems to be to promote Excel spreadsheets he has created to track the OEX; and their prices are equally inflated. Why must you, Mr. Schiller, sell them from Spain? Isn't trading the OEX sufficiently profitable by itself?
  • OCARO
Non-conventional terminology. Worst book, on options, I've ever read