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Article Archive For Jean-Olivier Fraisse, C.F.A.
DownloadUsing Futures And Options to Reshape Portfolio Risk by Jean-Olivier Fraisse, C.F.A.
ARTICLE SYNOPSIS ...Using Futures And Options to Reshape Portfolio Risk by Jean-Olivier Fraisse, C.F.A. Portfolio management at its simplest is finding the highest possible return while limiting the risk involved. Because economic conditions constantly change, keeping to this goal requires moving assets in and out of the portfolio -- a time consuming and (worse) costly procedure. The goal can be reached without the tedious reshuffling, this writer says, if stock index futures and options are used. Fraisse uses Standard & Poor's 500 index futures contracts as a tool with which to quickly increase a portfolio's exp...
A Low-Risk, High-Potential Return Option Strategy by Jean-Olivier Fraisse, C.F.A.
ARTICLE SYNOPSIS ...A Low-Risk, High-Potential Return Option Strategy by Jean-Olivier Fraisse, C.F.A. Can call options be used as a substitute for purchasing stocks? Covered calls -- selling a call on stock being held -- is one low-risk strategy, but profits can be limited on an up move. Another low-risk strategy, the long call plus cash equivalent, attempts to preserve capital while combining safety and potentially high profit. Jean-Olivier Fraisse explains how. Options trading is not for the faint of heart. Beyond technical skills, it requires intuition and just plain luck. Some option strategies, however, are ...
Creating A Synthetic Security by Jean-Olivier Fraisse, C.F.A.
ARTICLE SYNOPSIS ...Creating A Synthetic Security by Jean-Olivier Fraisse, C.F.A. Experienced investors know their goal is to maximize returns while minimizing risk. The smaller the capital invested for a profit is, the higher the return is. Using synthetic securities may reduce the investment that is required to implement a given strategy. To describe synthetic instruments is at once simple and complex. A synthetic security is created by buying and writing a combination of options that simulates the risk and profit profile of a security. To decide on a beneficial combination, first group several financial inst...
Assessing Risk In An Equity Portfolio by Jean-Olivier Fraisse, C.F.A.
ARTICLE SYNOPSIS ...Assessing Risk In An Equity Portfolio by Jean-Olivier Fraisse, C.F.A. Portfolio management is a balancing act -- enhancing returns by systematically investing in the most promising assets while simultaneously limiting the variance of returns (that is, risk). What is the nature of investment risk in an equity portfolio and how is it measured? When considering an asset for inclusion in a portfolio, most investors will focus on the asset's expected total return and on the variance of returns. While high expected returns are desirable, a large variance implies a wide dispersion of returns, and th...
Measuring Volatility by Jean-Olivier Fraisse
ARTICLE SYNOPSIS ...Measuring Volatility by Jean-Olivier Fraisse Are financial markets becoming more and more volatile? Can they still attract the small investor, even with such impressive fluctuations in daily prices? Is program trading a source of additional volatility? While the media emphasize the wide swings that periodically occur in the financial markets, most academic studies have concluded that recent price volatility is little changed compared with that of previous years. Why the confusion? The media look at absolute price changes, while academic studies correctly assess volatility through the percenta...
Volatility And Trading by Jean-Olivier Fraisse
ARTICLE SYNOPSIS ...Volatility And Trading by Jean-Olivier Fraisse Volatility describes how fast and how much prices change. The larger a security's volatility, the wider its potential price move in a given amount of time. When measured consistently over time, a security's volatility generally remains within a well-defined range and periods of historically low or high volatility can be readily identified. These extremes do not last and the ensuing correction may provide a trading opportunity. Patience is essential because periods of extreme volatility can be protracted and further signals are required to confirm...
Clues To Market Direction With The S&P 500 Premium by Jean-Olivier Fraisse, CFA
ARTICLE SYNOPSIS ...Clues To Market Direction With The S&P 500 Premium by Jean-Olivier Fraisse, CFA Need a clue to short-term market direction? The premium between the Standard & Poor's 500 futures and the corresponding cash index may help, provided you understand how it is determined, what its theoretical (or fair) value is and how program traders use it. The S&P 500 index is based on the stock prices of 500 different companies with an aggregate market value of some 80% of the value of all stocks traded on the New York Stock Exchange. It is a capitalization weighted index; each component stock's price is multi...
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