Futures and options trading in nseindia


Rastogi teaches courses in the area of Finance and Analytics. Rastogi has worked for four years as debt and investment analyst. The job involved recommendations related to the security performance and evaluation as well as due diligence on behalf of the company. Rastogi was a part of the team involved in two IT related acquisitions and subsequent merger.

He has conducted workshops is the areas of financial modeling using excel for Reliance Infrastructure in and His research interest include derivative pricing, financial engineering and market microstructure. He is presently guiding PhD students in these areas. Efficiency in index options markets and trading in stock baskets. Journal of Banking and Finance Box spread strategies and arbitrage opportunities.

Journal of Derivatives Journal of Derivatives 8: Options market efficiency and the box spread strategy. Efficiency tests of options on Treasury bond futures contracts at the Chicago Board of Trade. International Review of Financial Analysis 4: The internal and cross market efficiency in index option markets: Applied Financial Economics Efficiency tests of the French index CAC 40 options market. McGill Finance Research Center. Empirical tests of efficiency of the Italian index options market.

Journal of Empirical Finance 7: Pricing efficiency in a thin market with competitive market makers: Box spread arbitrage profits following the market crash: Journal of Financial and Quantitative Analysis Daily and intra-daily tests of European put—call parity.

Journal of Futures Markets Put-call parity and the informational efficiency of the German DAX- index options market. International Review of Financial Analysis 9: Limited arbitrage and short sales restrictions: Evidence from the options markets.

Journal of Financial Economics The box spread arbitrage: Theory tests and investment strategies. Review of Financial Studies 2: Box spread Arbitrage efficiency of Nifty Index Options: The Journal of Futures Markets International Options markets Association Report User Username Password Remember me. About The Authors G. Article Tools Print this article. How to cite item. Email the author Login required. Keywords ARDL Indonesia Malaysia SMEs VECM attitude company performance entrepreneurial orientation knowledge loyalty merger merger waves monetary policy organizational citizenship behavior organizational commitment perceived quality performance procedural justice satisfaction stock market integration trust.

Abstract Box spread is a trading strategy in which one simultaneously buys and sells options having the same underlying asset and time to expiration, but different exercise prices. The advantages of box-spreads include reduced joint hypothesis problem since there is no consideration of pricing model or market equilibrium, no consideration of inter-market non-synchronicity since trading box spreads involve only one market, computational simplicity with less chances of mis-specification error, estimation error and the fact that buying and selling box spreads more or less replicates risk-free lending and borrowing.

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20, so quite clear, went very quickly in wrong upwards direction (by over 75 points), so stopped out at the std 52 pts. Week 18 reads 42,2 (had to go out),-3 (got out early as had to be away from screen until late), -52 and 46 giving a total of 35 so the 2 weeks was 100. This week is not looking good though 30,-52,0 for the 3 days to 24th Sept giving a running total of 78 for nearly 3 weeks. Sorry to ask, but are you sure you are applying the system correctly.

The broker is willing to give you some free money to trade with which is sometimes as much as 100 of the amount that you invested. However, what you dont realise is that in the broker terms futures and options trading in nseindia conditions, this usually comes with extremely restrictive withdrawal requirements.

This is one of the reasons that binary option broker bonuses are the most contentious offer by the broker. These are termed turnover requirements and can be outlandishly large on some occasions.