The document presents a backtest analysis comparing the performance of equity versus various 18-month call option strategies under different market conditions. It includes detailed return and volatility metrics for different periods and strategies.
documents/vol00010-efta01365015-pdf.pdf
{"title":"Appendix A: Backtest Results - US Derivatives Spotlight","document_date":"2013-12-03","document_type":"tabular","document_subtype":"financial analysis","key_organizations":["Deutsche Securities Bank","Deutsche Bank"],"reference_numbers":["DB-SDNY-0055601","SDNY_GM_00201785","EFTA01365015"]}