Buying Synthetic Longs & Shorting the Underlying: How much can it make? | R

Описание: We see the payoff on buying a synthetic long and shorting the underlying stock. We seek to find arbitrage opportunities.

GitHub: https://github.com/jgQuantScripts/Syn...

Questions?
email: [email protected]

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LinkedIn:   / jason-guevara  

#SyntheticLongStock #CBOE #OptionArb