Publication details

Trading Strategies for Warrants

Authors

FLORIANOVÁ Hana

Year of publication 2016
Type Article in Proceedings
Conference Proceedings of the 6th Economic & Finance Conference, OECD Headquarters
MU Faculty or unit

Faculty of Economics and Administration

Citation
Web http://iises.net/proceedings/6th-economics-finance-conference-oecd-headquarters-paris/table-of-content?cid=42&iid=006&rid=6760
Doi http://dx.doi.org/10.20472/EFC.2016.006.006
Field Management and administrative
Keywords trading strategies; warrants; investing
Description In this paper we examine key strategies for trading warrants which are commonly used by traders on European Stock Exchanges. When trading warrants investor can find himself in three situations - cash extraction, hedging or speculation. For each of them different trading strategy is appropriate. Every strategy has different advantages and disadvantages. Some of them are risky, others are expensive in transaction costs and others need long period of time to perform. For the purpose of this paper we test the convenience of strategies on historical data of real warrants traded on Frankfurt Stock Exchange. We evaluate performance of each strategy and recommend their use for everyday trading.
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