{"title":"Determination of Properties of the Benchmark Index through Strangle Option Strategies","authors":"P. Bangur, Manoj Singh, Pankaj Singh, R. Bangur","doi":"10.1080/10599231.2022.2145626","DOIUrl":null,"url":null,"abstract":"ABSTRACT The purpose of this paper is to measure the intrinsic characteristics of the Indian capital market through the long and short strangle options strategies. The study uses the trigonometric ratio Tan θ to form the monthly angle between strategy profit and Nifty closing. Further, the results of monthly angle formation have been verified by the regression analysis. The result of the angle formation indicates that the short strangle option strategy may perform better on the Nifty Index in the future. To the best of our knowledge, this is the first research where different properties of any index through the strangle options strategies using the Angle (Tan θ) have been analyzed on the Nifty Index of India. These findings will help investment management companies, retail investors, and investment advisors for profit maximization while trading in Nifty.","PeriodicalId":15043,"journal":{"name":"Journal of Asia-Pacific Business","volume":"2017 24","pages":"326 - 337"},"PeriodicalIF":0.0000,"publicationDate":"2022-10-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Asia-Pacific Business","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/10599231.2022.2145626","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"Business, Management and Accounting","Score":null,"Total":0}
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Abstract
ABSTRACT The purpose of this paper is to measure the intrinsic characteristics of the Indian capital market through the long and short strangle options strategies. The study uses the trigonometric ratio Tan θ to form the monthly angle between strategy profit and Nifty closing. Further, the results of monthly angle formation have been verified by the regression analysis. The result of the angle formation indicates that the short strangle option strategy may perform better on the Nifty Index in the future. To the best of our knowledge, this is the first research where different properties of any index through the strangle options strategies using the Angle (Tan θ) have been analyzed on the Nifty Index of India. These findings will help investment management companies, retail investors, and investment advisors for profit maximization while trading in Nifty.
期刊介绍：
Present circumstances underscore the need to improve the understanding of conducting business with and within the Asia-Pacific countries. The Journal of Asia-Pacific Business™ provides a blend of cutting-edge knowledge and practical applications on business management and marketing strategy. In the Journal of Asia-Pacific Business™, you will find articles and feature sections that provide a pragmatic view of the business environment in this dynamic region. This essential resource offers readers a good blend of descriptive, conceptual, and theoretical articles dealing with current topics.
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