Enhanced Indexing Strategies: Utilizing Futures and Options to Achieve Higher Performance

Index

Active investing:

definition of

reconciling with indexing

Allocation of assets:

covered call strategy and

leveraged portfolios and

Alternative asset classes:

including in portfolio

owning producer

American-style options:

debit spread

put

Annualized percentage return, calculating

Annual return backtests, covered call strategy

Appreciation:

average, of index

bull call spreads and

converting annual to weekly

as delta

Appreciation, capturing:

with calendar call spreads

with LEAPS call options

with options

Asset management:

allocation of assets

alternative asset classes

index exposure and

long and short strategy combination

minimum investment sizes

objective and processes of

security selection

strategy selection

See also Security selection

Asymmetric payoff

At-the-money (ATM) call options:

description of

Greeks of

hedging costs of

LEAPS

three-month

Auto-exercising call options

Average annual return

 

Backtests:

calendar put spread strategy

covered call strategy

Balvers, Ronald

Bear put spreads:

correlated indexes using SIMTOOLS

correlated protected portfolios

description of

expected returns and hedging analysis

OTM, using LEAPS

Bid-ask spread

Black, Fischer

Black-Scholes option pricing model

Blending sectors in portfolios

Bogle, John

Book-to-Market metric

Break-even points for options

Bremer, M.

Brokerage accounts, margin loans and

Buffett, Warren

Bull call spreads:

appreciation and

description of

early exit from

staggered exit from

volatility skew and

Bull put spreads

Buy-and-hold ...