• Title/Summary/Keyword: Portpolio

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Study on the Performance Analysis of Push-Pull Strategy by Multicharts' Portpolio (멀티차트 포트폴리오를 이용한 푸쉬풀 전략의 성능 분석에 관한 연구)

  • Ko, Young-Hoon;Kim, Yoon-Sang
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.10 no.6
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    • pp.317-324
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    • 2010
  • This paper analyses the performance of push-pull strategy by Multicharts' portpolio tool. This strategy decreases a risk of option sell by moving an exercise price to outward and compensates the profit by doubling contracts. This strategy also makes risk-free option sell to move inward for earning gain. This strategy basically uses several symbols. And this feature makes impossible to use a portpolio tool. However, This paper provides the method to use it with extracting intrinsic data from a symbolname. As an experiment for one month of september experiment options, it shows 1.5 million won in case of 5-displace and also shows 32 million won in case of 2.5-displace. If a Margin is enough, this strategy always earns profit, but it's difficult to be applicated in real trades because of a margin risk.

Methods and Issues on Shaping the Goal of Renewable Energy Portpolio (RPS시스템에서의 목표량부여방식 및 적용사례)

  • Jo, In-Seung
    • Proceedings of the KIEE Conference
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    • 2007.11b
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    • pp.264-266
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    • 2007
  • 본 논문에서는 재생에너지발전 의무할당시스템(RPS) 도입시 달성목표량을 설정방식 및 적용사례를 검토해봄으로써 국내 실정에 적합한 효율적인 목표량 및 의무량 설정방식에 대한 시사점을 도출하는데 그 목적이 있다.

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The trend of Energy ICT in automated agriculture and EMS system for cooling water application in power plant (시설농업에서 에너지 ICT 와 발전소 온배수 활용을 위한 에너지관리시스템)

  • Hwang, Woo-jeong;Kim, Kwang-kyu
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2015.10a
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    • pp.623-625
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    • 2015
  • Recently, the cooling water of power plant was included in RPS(Renewable Portpolio Standard) as water heat energy. Thus the trend of cooling water application is growing bigger for agriculture and fishing industry. Especially as energy consumption cost in agriculture and fishing industry is a vital element, the interests for energy efficiency is growing bigger. The advanced agriculture country like Netherlands is distributing diagnosis software to the farmers based on ICT diagnostic system for the efficient energy consumption and energy demand amounts depend on crops of cultivation in automated horticulture. Hereafter, in the preparation of the expansion of the automated agriculture domestically by the cooling water of power plant, we would like to propose the energy application case(Greenery) in the advanced countries abroad in agriculture and EMS system about the application of the cooling water in power plant.

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