Automatizacija korištenja opcija u strategijama trgovanja - Coveredcall strategija trgovanja

Kvesić, Filip

undergraduate thesis

Automatizacija korištenja opcija u strategijama trgovanja - Coveredcall strategija trgovanja

Osijek: Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics, 2024. urn:nbn:hr:126:732540

Kvesić, Filip

Josip Juraj Strossmayer University of Osijek
School of Applied Mathematics and Informatics

Cite this document

APA 6th Edition

Kvesić, F. (2024). Automatizacija korištenja opcija u strategijama trgovanja - Coveredcall strategija trgovanja (Undergraduate thesis). Osijek: Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics. Retrieved from https://urn.nsk.hr/urn:nbn:hr:126:732540

MLA 8th Edition

Kvesić, Filip. "Automatizacija korištenja opcija u strategijama trgovanja - Coveredcall strategija trgovanja." Undergraduate thesis, Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics, 2024. https://urn.nsk.hr/urn:nbn:hr:126:732540

Chicago 17th Edition

Harvard

Kvesić, F. (2024). 'Automatizacija korištenja opcija u strategijama trgovanja - Coveredcall strategija trgovanja', Undergraduate thesis, Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics, accessed 18 November 2024, https://urn.nsk.hr/urn:nbn:hr:126:732540

Vancouver

Kvesić F. Automatizacija korištenja opcija u strategijama trgovanja - Coveredcall strategija trgovanja [Undergraduate thesis]. Osijek: Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics; 2024 [cited 2024 November 18] Available at: https://urn.nsk.hr/urn:nbn:hr:126:732540

IEEE

F. Kvesić, "Automatizacija korištenja opcija u strategijama trgovanja - Coveredcall strategija trgovanja", Undergraduate thesis, Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics, Osijek, 2024. Available at: https://urn.nsk.hr/urn:nbn:hr:126:732540

Cite this item: https://urn.nsk.hr/urn:nbn:hr:126:732540

Please login to the repository to save this object to your list.

Metadata

Title	Automatizacija korištenja opcija u strategijama trgovanja - Coveredcall strategija trgovanja
Title (english)	Automatic Trading Option Strategies - Covered Call Strategy
Author	Filip Kvesić
Mentor	Nenad Šuvak (mentor)
Granter	Josip Juraj Strossmayer University of Osijek School of Applied Mathematics and Informatics Osijek
Defense date and country	2024-07-10, Croatia
Scientific / art field, discipline and subdiscipline	NATURAL SCIENCES Mathematics Financial and Business Mathematics
Abstract	Ovaj završni rad bavi se analizom i implementacijom covered call strategije koristeći Python. Covered call strategija je popularna metoda među investitorima za generiranje dodatnog prihoda od portfelja dionica. U radu su korišteni stvarni podaci o cijenama dionica Apple Inc. (AAPL) kako bi se prikazala praktična primjena ove strategije. Koristeći podatke preuzete s Yahoo Finance pomoću biblioteke yfinance, analizirani su povijesni podaci o cijenama dionica te su izračunati log-povrati. Procijenjeni su ključni parametri poput volatilnosti te su implementirani Black-Scholes modeli za procjenu cijena opcija. Rezultati su vizualizirani kroz grafičke prikaze kako bi se ilustrirala učinkovitost strategije u različitim tržišnim uvjetima. Ovaj rad također pruža uvid u teorijske aspekte strategije te detaljne korake implementacije koristeći Python.
Abstract (english)	This thesis focuses on the analysis and implementation of the covered call strategy using Python. The covered call strategy is a popular method among investors for generating additional income from a stock portfolio. The thesis uses real stock price data of Apple Inc. (AAPL) to demonstrate the practical application of this strategy. Using data retrieved from Yahoo Finance with the yfinance library, historical stock price data were analyzed and log-returns were calculated. Key parameters such as volatility were estimated, and Black-Scholes models were implemented to evaluate option prices. The results were visualized through graphical representations to illustrate the strategy’s effectiveness under different market conditions. This work also provides insights into the theoretical aspects of the strategy and detailed implementation steps using Python.
Keywords
Keywords (english)
Language	croatian
URN:NBN	urn:nbn:hr:126:732540
Study programme	Title: Bachelor of Mathematics and Computer Science Study programme type: university Study level: undergraduate Academic / professional title: sveučilišni/a prvostupnik/prvostupnica (baccalaureus/baccalaurea) matematike i računarstva (sveučilišni/a prvostupnik/prvostupnica (baccalaureus/baccalaurea) matematike i računarstva)
Type of resource	Text
File origin	Born digital
Access conditions	Open access
Terms of use
Repository	Repository of School of Applied Mathematics and Informatics
Created on	2024-07-12 06:22:17