Enhanced Indexing Strategies
Utilizing Futures and Options to Achieve Higher Performance
Wiley Trading Series
1. Edition November 2008
304 Pages, Hardcover
Wiley & Sons Ltd
Praise for Enhanced Indexing Strategies
"This is the first book on index strategies that speaks to options positions that take advantage of long-term appreciation in all types of market conditions. Yates knows his stuff and gives advice in an easy-to-understand manner that any investor can understand. This book belongs on your book shelf."
--MARK WHISTLER, Author and Senior Market Strategist for TradingMarkets.com
How to use futures and options on index-linked securities to earn higher portfolio returns
Leveraged index investments, including index futures, options, and ETFs, are one of the fastest growing products in finance, as both retail and institutional investors are attracted to their long-term returns and capital efficiency.
In Enhanced Indexing Strategies, Tristan Yates reveals how you can create and build high-performance indexing strategies using derivatives that can potentially generate much higher returns than conventional index investing. He presents important industry research on indexed investing, leveraged portfolio management, and rapid reinvestment, detailing the rewards and risks of multiple options positions in clear and concise writing that links concept to practice.
Focusing primarily on long calls and call spreads, LEAP options, and hedging strategies, the author introduces six innovative long-term indexing techniques using futures and options, each with its own advantages and applications, that can capture appreciation in volatile conditions across many years. And he includes all-important advice on managing your leveraged investment portfolio: setting objectives, carrying out associated tasks, and measuring results.
CHAPTER 1 Owning the Index.
CHAPTER 2 Applying Leverage.
CHAPTER 3 Indexing with Synthetics and Futures.
CHAPTER 4 Capturing Index Appreciation with Calls.
CHAPTER 5 Leveraged Covered Calls with Futures.
CHAPTER 6 Rolling LEAPS Call Options Explained.
CHAPTER 7 Long-Term Returns Using Rolled LEAPS.
CHAPTER 8 Long and Short Profits with Call Spreads.
CHAPTER 9 Cycling Earnings Using Spread Positions.
CHAPTER 10 Practical Hedging with Put Spreads.
CHAPTER 11 LEAPS Puts and Three Ways to Profit.
CHAPTER 12 Managing the Leveraged Multistrategy Portfolio.
APPENDIX List of Index ETFs and Futures.
About the Author.
Index.
