【0050+Covered Call】程式交易 20130117 - 期貨
By Yedda
at 2013-01-17T14:53
at 2013-01-17T14:53
Table of Contents
今日(1/17)尾盤指數下跌近百點,避險部位△降低,
以S77C(@84)與B78C(@51)的價差保護,
將避險部位△提高至0.6口小台,以保護台灣50部位。
詳細請參考:
http://0050-option.blogspot.tw/2013/01/0050-covered-call-20130117.html
台灣50損益:-10,185 / OP避險損益:+3,383
--
以S77C(@84)與B78C(@51)的價差保護,
將避險部位△提高至0.6口小台,以保護台灣50部位。
詳細請參考:
http://0050-option.blogspot.tw/2013/01/0050-covered-call-20130117.html
台灣50損益:-10,185 / OP避險損益:+3,383
--
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