Tag: options

Tag: options

25.09.2018

Managing Expectations

Better understand the likely future performance of the Swan Defined Risk Strategy through analysis of various historical scenarios and market...

12.07.2018

Keep Calm and Hedge

What comes to mind when you hear the word “hedge”? Hedge funds? Scandals? High risk? Leverage? Fraud? Hedging gets a...

18.07.2017

Greek Lessons: Gamma Explained

Even though Gamma does not directly measure changes in option values for changes in underlying prices, it is still an...

18.04.2017

Greek Lessons: Rho Explained

An option’s sensitivity to changes in interest rates is known as “rho,” which is one of the Greeks used to...

13.09.2016

DRS vs. Tactical Asset Allocation -Strategy Comparison Series

Examine the differences between the goals, track records and drivers of success between the Swan DRS and tactical asset allocation...

04.04.2016

Greek Lessons: Delta Explained

The textbook definition is this: “Delta is the ratio comparing the change in the price of the underlying asset to...

18.02.2016

Greek Lessons: Vega Explained

The volatility of an option’s underlying asset is one of the major factors in determining the value of that option....

18.06.2015

Greek Lessons: Theta Explained

Theta, in options vernacular, refers to the degenerative impact of time on the price of an option contract. An option...