Long put · TradersWeek

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Output: Signal
Input: Rule inputs, market state and execution constraints
Horizon: The system holding period
Best use: Make entry, exit and abstention rules testable as one procedure.

Input: Rule inputs, market state and execution constraints.
Output: signal.
Use boundary: Make entry, exit and abstention rules testable as one procedure.

The graph2

How the method is built, and where it has been read

Depends on

Often reviewed together

Option spread4 readings

Often reviewed together

Synthetic option position4 readings

Read in the archive24 of 28 readings

1984A long silver put as a prepaid loss capOptions and volatility 1984Spectral window gates for index long putsOptions and volatility 1990Breadth nonconfirmation as the gate for a volume fade and long-put caseMarket breadth 1991Constructing synthetic option positions with puts and spreadsOptions and volatility 2002Volatility-first construction for a bearish put or debitOptions and volatility 2002Name the regime and the season before choosing a long putOptions and volatility 2003Cash-covered split-synthetic after a declineOptions and volatility 2005Critique of put spreads versus outright long putsOptions and volatility 2006Credit construction of a synthetic long call via futures and a long putOptions and volatility 2007Sector put hedges, automatic exercise, and pin riskOptions and volatility 2008Ranking in-the-money puts by breakeven rather than cheapest premiumOptions and volatility 2008Margin shock, defined-debit options, and selective premiumOptions and volatility 2008Constructing protective puts and synthetic option packagesOptions and volatility 2011Protective collars and covered calls after a volatility shockOptions and volatility 2012Evaluating long-put moneyness when implied volatility shiftsOptions and volatility 2012Sizing a long butterfly for early assignment and a long option for gammaOptions and volatility 2013Gold after the April break: option-spread vehicles and a long-put hedgeOptions and volatility 2014A defined-risk option case for the mid-February to mid-July energy windowSeasonality and regimes 2014Long put versus vertical debit spread on a Treasury ETFOptions and volatility 2015Defined debit call spread on a health-insurer worksheetOptions and volatility 2015Overbought technology index: a long put via an inverse proxyOptions and volatility 2018Replace futures stops with short-dated long putsOptions and volatility 2018Constructing short-dated long puts around weekly expirationOptions and volatility 2018Four decisions before a portfolio protective putOptions and volatility

This registry entry describes a research method. It is not investment advice and does not make a performance claim.