Black & Dean's options evolution

DANIEL P. COLLINS

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Black & Dean's options evolution

机译：Black＆Dean的期权演变

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Jeff Dean and Gerry Black have been trading as a team for many years and have evolved along with their approach to trading options. The two launched the ITB Capital Management commodity pool in 2006 largely as a naked option writing strategy. It slowly has become more of a volatility value strategy that both buys and sells options on the S&P 500.

机译：杰夫·迪恩（Jeff Dean）和格里·布莱克（Gerry Black）作为一个团队进行交易已有多年历史，并且随着他们的交易选择方法而发展。两家公司在2006年启动了ITB资本管理商品库，这在很大程度上是一种赤裸裸的期权撰写策略。它逐渐成为一种波动性价值策略，可以买卖标准普尔500期权。

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《Futures》 |2013年第1期|38-38|共1页
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DANIEL P. COLLINS;
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Black & Dean's options evolution

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