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The Orion Code Reviews Based on what has been reached in the results of the practical side of the search and conducted discussions and quantitative analyzes, it has been reached the following conclusions:
The possibility of applying mathematical models adopted in the financial engineering and financial derivatives and futures, futures and swaps as a purposeful application of the Iraqi Special corporate environment mechanisms.
Possible use of binomial model duo in Orion Code Reviews own corporate environment, whether one of the two or for two terms, in order to estimate the actual choices within the framework of the theoretical fair value of the option.
The high price of the option within the framework of The Orion Code Reviews model, driven by rising current share price above the price at the practice or implementation, and be of interest to buyers purchase execution of the contract and make a profit option.
That the rise in the share price at the end of their contract, be higher than the share price on the liberation, and thus will result in a negative value option, and as the option to not have a negative value, so in this case completely equal to zero and be the buyer of the option is obliged to implement it It achieves loss, because the Edward Robinson Orion Code option contract is a binding force on both sides.
The reason for the adoption of a dual model limits in two consecutive terms is the high share prices in the first period and then another rise in the second period.
The stock is in the companies covered by the price of research basis for determining the hedge and construction portfolio, the adoption of the theoretical fair value of the options per period only.
Profitability produced in the hedging portfolio (assets), which is quite equal to the value of equities held, minus (liabilities) that perfectly represents the liberated options value.
Possible application of speculative strategy in companies that are dealt adoption of capital and stock prices, the fact that the sale of the companies mentioned quite equal decades of capital has.
And faced some of the companies covered by the research financial loss was due to the high opening and closing prices in the following year from the previous one and most of the companies covered by the research, and the losses here are not investment rising stock prices than before and make a profit.
Possible speculative strategy to adopt in the The Orion Code Reviews 2017 companies covered by the research in the field of investment interest rates (floating) take this corporate interest on the fixed deposit rates teams to have brokered the purchase of a number of contracts that can be implemented at low interest rates for fixed deposits with them, as well as in the field of borrowing.
The futures are futures contracts were originally Tnamitha except for the price and the number of contracts that can not be determined according to the wishes of investors. And futures settled futures contracts vary, that the settlement procedure in order to stand on the profits and losses realized, be the end of the period (3 months or a year), and not during the period (daily settlement) future, such as contracts.
All the shares of companies that are dealt converging with each other both on a single company-wide in terms of opening prices, closing, highest price, lowest price, or on the level of prices of companies covered by The Orion Code Scam research, which a state of relative stability in prices shows away from the volatility.
Speculative strategy in companies covered by the research based upon the expectation of rising stocks of those companies contract price, and then buy those shares and re-sell them for profits (capital gains), and gets the contrary, any adoption of a short position strategy when the predicted decline in futures prices of the shares, from the sale of a futures contract on shares or a combination of the shares of the companies mentioned, when you expect these companies reduced their share prices in the future, and when you check this prediction are the closing position to buy a similar contract, this can companies covered by the research of the profit resulting from lower costs for revenue with the stability of a number of contracts and the number of shares included in .
The degree of volatility of the yield goes down and access to risk an increase of the actual margin as well as the standard deviation of the return on investment. And have the expense of profitability (return) the application of futures strategies, which is similar to a lot with stocks that established issuers have not been any distributions start from the date of purchase to the date of sale.
The sale of futures contracts in cases of borrowing interest rates prove to the loan level in the cases of the rise and fall of interest rates.
Possible application of the hedging strategy by adopting futures or futures in companies covered by the research of capital and the adoption of stock prices, the company brokered the sale contract equal to completely of capital has.
Possible application of the swap contracts in the Orion Code capital market companies in the Iraqi environment.
The biggest companies are relatively smaller may issue IOUs long-term fixed-rate, and the ability to swap these bonds issued after items carry a variable interest rate.
Swap contract leads to lower costs and make profits for companies that are dealt to achieve abundance in costs.
Constitute a currency swap between the companies covered by the research solutions to meet the needs of the parties of currencies, but these solutions cause open foreign currency positions of the Contracting Parties displays them to the risk of fluctuations in currency rates, which is necessary for these companies to adopt a hedging strategy mediated by buying his work on credit value of interest rate and maturity date