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组合保证金制度下的实用期权策略
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组合保证金制度下的实用期权策略 - 组合保证金制度下的实用期权策略1：原有策略（备兑增强型）的升级（自定义为升级版“永动机”）：资产端：买入1倍近月中度虚值认购（动态持有）+买入1倍远月深度实值认购（静态持有）。负债端：卖出1倍近月认购+卖出1倍远月认购。（均为动态持有）效果评...
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