中國科技大學財金系 期權體驗營
DESCRIPTION
中國科技大學財金系 期權體驗營. 寶來曼氏期貨 新竹分公司 講師 : 吳昇威 經理. 績效排名 : 台灣期權市場市占第 1 名 美國盤期貨市占率第 1 名 新加坡盤期貨市占率第 1 名 日本盤期貨市占率第 1 名 香港盤期貨市占率第 1 名 客戶保證金存量第 1 名 近五年累計獲利第 1 名. 得獎紀錄 : 2003 年 台灣期貨交易所績優結算王獎第 1 名 2003 年 第七屆中華民國證券暨期貨金彝獎傑出期貨人才獎 2004 年 中華徵信所 Top5000 產業標竿企業期貨業第 2 名 2004 年 台灣期貨交易所績優結算王獎第 1 名 - PowerPoint PPT PresentationTRANSCRIPT
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(6023)
:1111111 :2003120032004Top500022004120041200422005Top50001200522006Top500022006MSCI2006MSCI200722007200720072008Top500012008200812009Top500012009Top50001(Polaris Financial Group)+MF Global
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(6023)(Polaris Financial Group)+MF Global
1.2. 3.
4.5.6. 24365 7. 100% 8.
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11/2 121080/ 11/30 14500 10,00011/5 1086.5112 1211/26 1190/ (1190-1086.5)*100*1=10,350 10,350/10,000=103.5%
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XX11200 11/11050/ 121055/ 11/30 14500 20,00011/1 1055212 1211/151138/ 1135/ XX (1138-1055)*100*2=16,600 (1050-1135)*200=-17,000 16,600-17,000=-400 1052/
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Chart1
1681070.3054991186
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, 292,14353%
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98/1093,80256,60424,5985,8510423159161,4403513717,413261,0982,7682,7913,4362,3012,299015,46214,941474,339716,484
98/1182,76248,46833,5885,0641319206140,4113904217,374274,4732,5692,5623,1862,2872,201014,53416,096466,125775,742
99,86456,46544,8036,0362665269168,10741753113,935292,1433,1923,0954,5993,0452,81034,84925,359550,270703,184
18%10%0%1%1%0%0%0%31%0%0%0%3%53%1%1%1%1%1%0%6%5%
168,107292,14390,020550,270
31%53%16%100%
Sheet1
00
00
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, 90,020 16%
, 168,10731%
, 292,14353%
Sheet2
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Sheet1
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2008/02/2236.548108.710
2008/02/2537.138286.310
2008/02/2637.618307.670
2008/02/2736.528462.080
2008/02/2936.168412.760
2008/03/0337.218262.870
2008/03/0436.028470.110
2008/03/0537.478483.950
2008/03/0636.128658.640
2008/03/0739.158531.380
2008/03/1041.28299.370
2008/03/1140.898381.600
2008/03/1241.478435.300
2008/03/1342.598210.990
2008/03/1443.178161.390
2008/03/1738.788005.460
2008/03/1839.558057.820
2008/03/1939.148179.350
2008/03/2046.368337.620
2008/03/2143.478524.990
2008/03/2434.168865.350
2008/03/2532.918795.090
2008/03/2630.78768.020
2008/03/2729.938605.950
2008/03/2829.378623.480
2008/03/3128.798572.590
2008/04/0127.668419.720
2008/04/0228.468605.320
2008/04/0328.218596.340
2008/04/0727.348729.790
2008/04/0827.548672.850
2008/04/0927.448667.930
2008/04/1028.088829.400
2008/04/1127.688909.580
2008/04/1428.958892.680
2008/04/1528.948924.780
2008/04/1628.299066.040
2008/04/1725.639090.430
2008/04/1823.949074.340
2008/04/2124.389083.320
2008/04/2223.729037.250
2008/04/2324.159008.490
2008/04/2424.048990.330
2008/04/2524.228947.830
2008/04/2825.249079.600
2008/04/2925.558891.740
2008/04/3025.138919.920
2008/05/0224.728963.630
2008/05/0525.428837.070
2008/05/0624.618857.370
2008/05/0724.378926.340
2008/05/0823.218866.620
2008/05/0923.998792.390
2008/05/1223.848830.050
2008/05/1323.388989.530
2008/05/1423.959018.420
2008/05/1524.529157.180
2008/05/1624.479197.410
2008/05/1924.389295.200
2008/05/2025.069068.890
2008/05/2123.529015.570
2008/05/2222.629008.030
2008/05/2324.188834.730
2008/05/2624.448707.830
2008/05/2723.598778.390
2008/05/2823.218665.730
2008/05/2923.448684.920
2008/05/3023.88619.080
2008/06/0223.938724.470
2008/06/0323.918579.430
2008/06/0423.798627.800
2008/06/0523.738738.460
2008/06/0623.268745.350
2008/06/0925.428587.960
2008/06/1025.958370.000
2008/06/1126.928345.590
2008/06/1228.558062.310
2008/06/1327.078105.590
2008/06/1625.148169.770
2008/06/1724.088201.790
2008/06/1822.748217.580
2008/06/1924.048047.740
2008/06/2023.687902.440
2008/06/2324.147876.490
2008/06/2424.277738.120
2008/06/2525.167855.060
2008/06/2624.527811.800
2008/06/2725.097548.760
2008/06/3025.657523.540
2008/07/0124.77407.980
2008/07/0224.577353.860
2008/07/0326.327394.100
2008/07/0424.017228.410
2008/07/0726.317341.110
2008/07/0825.147051.850
2008/07/0927.237048.250
2008/07/1027.777075.650
2008/07/1127.587244.760
2008/07/1426.787156.960
2008/07/1523.846834.240
2008/07/1626.316710.640
2008/07/17306974.510
2008/07/1829.626815.320
2008/07/2130.047085.670
2008/07/2230.347065.650
2008/07/2329.957309.830
2008/07/2429.877368.080
2008/07/2530.817233.620
2008/07/29327014.470
2008/07/3031.387070.350
2008/07/3130.657024.060
2008/08/0130.957002.540
2008/08/0430.696977.360
2008/08/0530.446813.400
2008/08/0630.337026.240
2008/08/0730.737024.580
2008/08/0830.557209.040
2008/08/1130.137325.620
2008/08/1229.397293.800
2008/08/1329.067292.340
2008/08/1428.867326.070
2008/08/1528.297196.500
2008/08/1826.187000.740
2008/08/1926.716978.600
2008/08/2026.817040.900
2008/08/2129.396918.480
2008/08/2230.066911.640
2008/08/2528.797030.720
2008/08/2628.846964.600
2008/08/2728.097080.970
2008/08/2827.967033.370
2008/08/2927.997046.110
2008/09/0128.886813.090
2008/09/0228.866699.820
2008/09/0329.276584.930
2008/09/0428.846412.630
2008/09/0527.346307.280
2008/09/0830.766658.690
2008/09/0930.926424.770
2008/09/1032.556458.010
2008/09/1132.26251.950
2008/09/1233.46310.680
2008/09/1530.996052.450
2008/09/1632.995756.590
2008/09/1738.495800.870
2008/09/1842.215641.950
2008/09/1942.125970.380
2008/09/2239.196110.600
2008/09/2338.916182.210
2008/09/2438.296132.600
2008/09/2539.226060.830
2008/09/2640.115929.630
2008/09/3041.625719.280
2008/10/0141.255764.010
2008/10/0240.255703.720
2008/10/0341.625742.230
2008/10/0637.975505.700
2008/10/0740.065524.660
2008/10/0837.145206.400
2008/10/0940.975130.710
2008/10/1340.925020.440
2008/10/1442.295291.560
2008/10/1541.595246.260
2008/10/1643.465075.970
2008/10/1745.94960.400
2008/10/2050.624931.840
2008/10/2146.444942.720
2008/10/2242.444862.590
2008/10/2342.634730.510
2008/10/2442.634579.620
2008/10/2751.514366.870
2008/10/2860.414399.970
2008/10/2958.544406.520
2008/10/3054.974683.640
2008/10/3158.914870.660
2008/11/0357.114995.060
2008/11/0453.694992.630
2008/11/0551.164978.260
2008/11/0656.764694.120
2008/11/0757.334742.330
2008/11/1056.794740.270
2008/11/1154.74638.570
2008/11/1254.944615.570
2008/11/1355.24437.830
2008/11/1453.854452.700
2008/11/1746.354439.800
2008/11/1843.614305.180
2008/11/1945.124284.090
2008/11/2053.074089.930
2008/11/2155.44171.100
2008/11/2453.244160.540
2008/11/2551.514266.490
2008/11/2649.384271.800
2008/11/2744.464453.750
2008/11/2843.484460.490
2008/12/0141.944518.430
2008/12/0245.484356.980
2008/12/0345.844307.260
2008/12/0445.984254.960
2008/12/0544.794225.070
2008/12/0844.624418.330
2008/12/0944.564472.660
2008/12/1041.744658.870
2008/12/1144.084655.570
2008/12/1248.064481.270
2008/12/1539.714613.720
2008/12/1640.414616.890
2008/12/1740.094648.020
2008/12/1844.564694.810
2008/12/1943.284694.520
2008/12/2243.614535.540
2008/12/2344.424405.860
2008/12/2442.94423.090
2008/12/2539.384413.450
2008/12/2639.464425.080
2008/12/2938.884416.160
2008/12/3039.324589.040
2008/12/3139.414591.220
2009/01/0538.224698.310
2009/01/0638.594727.260
2009/01/0738.274789.840
2009/01/0842.34535.790
2009/01/0941.524502.740
2009/01/1041.824467.530
2009/01/1242.224453.900
2009/01/1342.24532.360
2009/01/1441.634521.470
2009/01/1546.724320.770
2009/01/1643.114353.700
2009/01/1741.224366.100
2009/01/1942.284366.760
2009/01/2044.274242.610
2009/01/2143.584247.970
2009/02/0242.574259.980
2009/02/0341.644372.810
2009/02/0439.364389.970
2009/02/0540.14363.250
2009/02/0638.954471.250
2009/02/0940.784494.590
2009/02/1040.494526.100
2009/02/1139.374575.950
2009/02/1239.744466.420
2009/02/1336.864592.500
2009/02/1635.924591.260
2009/02/1737.224491.780
2009/02/1837.374498.370
2009/02/1938.234528.870
2009/02/2040.934436.940
2009/02/2338.494477.780
2009/02/2438.754430.180
2009/02/2535.244493.740
2009/02/2634.924518.560
2009/02/2733.994557.150
2009/03/0238.194425.830
2009/03/0337.184435.340
2009/03/0435.54541.420
2009/03/0535.244637.200
2009/03/0635.484653.630
2009/03/0935.64628.240
2009/03/1035.554671.020
2009/03/1133.634759.960
2009/03/1233.874754.650
2009/03/1332.664897.390
2009/03/1631.594971.320
2009/03/1732.245041.390
2009/03/1832.95047.540
2009/03/1934.075035.930
2009/03/2033.874961.620
2009/03/2332.785124.180
2009/03/2432.965242.180
2009/03/2533.965346.380
2009/03/2635.325386.560
2009/03/2733.725390.700
2009/03/3035.75206.050
2009/03/3135.065210.840
2009/04/0134.165314.450
2009/04/0232.935473.780
2009/04/0333.385529.630
2009/04/0633.735556.220
2009/04/0733.365576.850
2009/04/0834.815443.560
2009/04/0933.555667.800
2009/04/1032.435781.960
2009/04/1335.395857.640
2009/04/1434.515892.680
2009/04/1534.645875.190
2009/04/1632.785997.170
2009/04/1739.25755.380
2009/04/2037.355781.660
2009/04/2137.235881.410
2009/04/2237.45886.110
2009/04/2336.865875.240
2009/04/2436.145880.770
2009/04/2738.775705.050
2009/04/2839.775596.730
2009/04/2939.245614.060
2009/04/3039.515992.570
2009/05/0437.576330.400
2009/05/0545.386379.940
2009/05/0645.256566.700
2009/05/0745.336572.870
2009/05/0846.336583.870
2009/05/1144.836647.500
2009/05/1244.386432.550
2009/05/1340.636485.140
2009/05/1438.736364.170
2009/05/1540.216489.090
2009/05/1837.426577.810
2009/05/1936.346655.590
2009/05/2036.786703.620
2009/05/2138.496718.810
2009/05/2237.396737.290
2009/05/2537.156734.460
2009/05/2638.376683.110
2009/05/2735.56890.440
2009/06/0136.096954.100
2009/06/0235.66949.080
2009/06/0336.576893.140
2009/06/0436.556786.060
2009/06/0535.526767.100
2009/06/0632.616856.740
2009/06/0833.196628.020
2009/06/0934.916414.390
2009/06/1035.626462.270
2009/06/1135.466567.370
2009/06/1235.946448.230
2009/06/1527.156225.560
2009/06/1628.946220.810
2009/06/1729.686195.910
2009/06/1833.416144.530
2009/06/1932.176231.150
2009/06/2230.226341.210
2009/06/2330.286197.470
2009/06/2433.616380.080
2009/06/2533.846457.610
2009/06/2633.176463.560
2009/06/2932.796391.150
2009/06/3031.726432.160
2009/07/0130.486578.970
2009/07/0230.016667.530
2009/07/03306665.400
2009/07/0631.156649.910
2009/07/0729.636715.220
2009/07/08306668.140
2009/07/0929.146748.180
2009/07/1028.996769.860
2009/07/1332.996530.820
2009/07/1431.696639.410
2009/07/1531.046738.600
2009/07/16296780.300
2009/07/1729.516850.990
2009/07/2029.956938.860
2009/07/2129.916953.340
2009/07/2230.166985.320
2009/07/2330.476980.880
2009/07/2431.066973.280
2009/07/2731.657028.430
2009/07/2831.187142.630
2009/07/2932.247083.630
2009/07/3032.737027.110
2009/07/3130.987077.710
2009/08/0330.957056.710
2009/08/0431.096955.870
2009/08/0532.676848.240
2009/08/0631.936868.650
2009/08/1034.126882.870
2009/08/1132.266909.020
2009/08/1232.986898.900
2009/08/1331.147034.960
2009/08/1429.777069.510
2009/08/1727.186931.800
2009/08/1826.836789.770
2009/08/1926.326788.580
2009/08/2028.396733.230
2009/08/2128.336654.800
2009/08/2427.526838.25
2009/08/2527.176809.41
2009/08/2626.586719.21
2009/08/2726.76690.75
2009/08/2825.96809.86
2009/08/3126.056825.95
2009/09/0125.587019.75
2009/09/0226.437039.77
2009/09/0325.767104.65
2009/09/0426.077153.13
2009/09/0726.97224.59
2009/09/0827.787313.99
2009/09/0927.887250.72
2009/09/1028.347332.08
2009/09/1127.487337.14
2009/09/1426.767256.95
2009/09/1526.227346.26
2009/09/16267440.24
2009/09/1726.737477.3
2009/09/1826.557526.55
2009/09/2127.117502.46
2009/09/2226.677469.03
2009/09/2326.547376.76
2009/09/2425.947324.22
2009/09/2525.667345.22
2009/09/2826.667284.61
2009/09/2926.217429.98
2009/09/3026.077509.17
2009/10/0126.547,545.29
2009/10/0227.547,411.88
2009/10/527.97,437.98
2009/10/627.637,536.05
2009/10/726.747,608.66
2009/10/827.617,503.31
2009/10/927.067,571.96
Sheet1
&A
Page &P
VIX
Sheet2
Sheet3
-
TXO1=50328:45~13:50
-
7MOU 6/20 7632547TXO 6600CALL8016,000(80*50*4=16,000) 77/103768506600CALL320 (320-80)*50*4=48,000 =48,000/16,000=3
-
48,000 80
660076600CALL80123,000492,000
16,000(80*50*4=16,000)
66000
-
12TXO 7600CALL10012050
7780 ((7780-7600)-120)*50*100=400,000
7633 ((7633-7600)-120)*50*100=-435,000
7600 (0-120)*50*100=-600,000
-
5TXO 7500PUT65127220300 +MAX(A-B) A=19 ,000 B=11,000 (300*50+MAX(19000-011000))*5=170,000
120000/170000=70% 75% 170,000
-
BUY 7600PUT(120)+SELL 7400PUT(40) 80 80*50=4,000 7450 BUY 7600PUT7600-7450=150 150-120=30 SELL 7400PUT40 30+40=70 70*50=3,5007600PUT
-
SELLSELL 7300PUT(60)+SELL 7900PUT(70) 130 130*50=6,500 45,000 SELL 911329
-
K
-
K
-
K() W(M)
-
K
-
6765680867016757+2
40564004532265006524766009018267001271306800174876900229557000296
-
6757703467367024+267
645640016.5545650022.5456660032375670046.52956800682226900961637000134
-
6951704969377025+1
640640014.55506500204566600303706700442906800632166900891577000131
-
7020712369797091+66
700640011.56056500155156600204206700293346800432546900601837000911327100120907200185607300250
-
7121716970717152+61
76564009.1670650012570660016475670023382680033302690048224700069165710090957200130707300180
-
7186722771457219+67
83564004.972565006.763066008.1530670011439680017350690026263700040.5180710065115720090757300145
-
7250737671817316+97
95064001.982065002.772566003.562067005.452068008.4428690014.5360700024.5250710036140720052100730070
-
-
-
198019885020082060
-
1.1990.1.1~2008.12.31(Stark 300 Trader) (MSCI)( )
-
2.20089
-
3.()
-
VS.