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Current market environments encourage traders to add new strategies to their portfolios. However, with all the various strategies available nowadays, it can become a really difficult task to distinguish profitable from unprofitable ones. This thesis gives insight on analysing trading strategies with real market data after examining theories and deriving suitable strategies. This process is described on two different strategies, first based on the put-call-parity, second on put-write strategies. The presented analysis programs indicated very promising results for the put-write approach, however less success in the put-call-parity ansatz. submitted by Alexander Brunhuemer, BSc Universität Linz, Masterarbeit, 2020 (VLID)5335413 |
