Popular guide to options pricing and position sizing for quant traders
In this second edition of this bestselling book, Sinclair offers a quantitative model for measuring volatility in order to gain an edge in everyday option trading endeavors. With an accessible, straightforward approach, he guides traders through the basics of option pricing, volatility measurement, hedging, money management, and trade evaluation. This new edition includes new chapters on the dynamics of realized and implied volatilities, trading the variance premium and using options to trade special situations in equity markets.
Volatility Trading, Second Edition + Website outlines strategies for defining a true edge in the market using options to trade volatility profitably.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
EUAN SINCLAIR is an option trader with fifteen years' experience. He specializes in the design and implementation of quantitative trading strategies. Sinclair is currently a proprietary option trader for Bluefin Trading, where he trades based on quantitative models of his own design. He holds a PhD in theoretical physics from the University of Bristol.
Praise from experts for the Second Edition of Volatility Trading
"Benefitting from his experience as an option trader and his background as a physicist, Euan Sinclair gives a comprehensive and detailed treatment of theoretical and practical aspects involved in volatility trading. The style is to-the-point, focused, and honest. The book includes something rarer than a CD-ROM: humor. Heartily recommended for the practitioner, as well as the academic who wants to know."
?JESPER ANDREASEN, Danske Markets, Copenhagen
"Over the last five years, this has become the classic work on practical options trading. It has been updated to cover innovations in markets as well as additional material on behavioral finance and capturing risk premium Everyone who trades options should read this book."
?AARON BROWN, Risk Manager, AQR Capital Management, and author of Red-Blooded Risk
"Practical, engaging, and concise, Euan Sinclair's Volatility Trading remains the best book I have seen about options trading from the practitioner's standpoint. A far cry from the standard textbook treatment, Sinclair's discussion of practical topics such as trade sizing, exit criteria, and P&L management?peppered with relevant trading anecdotes?educates while countering many of the trader myths and fallacies one hears over the years. New material on trading the VIX and volatility ETFs is particularly timely and useful."
?STEVE CRUTCHFIELD, Head of U.S. Options, NYSE Euronext
Volatility, by definition, is indicative of underlying randomness. But there are patterns within the noise that can be measured and exploited. No one knows this better than author Euan Sinclair, a highly successful options trader with a doctorate in quantum chaos.
But the Second Edition of Volality Trading isn't just about the numbers. Drawing upon his fifteen years as a professional trader, Sinclair provides a fully fleshed-out approach to trading that relies as much on the all-important "human element" and the psychological and emotional biases that drive trading decisions, as it does on quantitative analysis.
Ultimately, says Sinclair, trading is about having a coherent trading philosophy and developing a rigorous system. It's about setting a goal that can be clearly expressed in one sentence, and about finding trades with a clear statistical edge. And, finally, it's about capturing that edge and sizing each trade in a way that is consistent with your goal. Everything you do as a trader must be done within this framework.
Taking an accessible, straightforward approach, Sinclair provides you with the knowledge and tools you need to create just such a framework. He walks you through the basics of option pricing, volatility measurement, hedging, money management, and performance evaluation. And he develops a Black-Scholes-Merton-based quantitative model for measuring volatility that can easily can be adapted to trading virtually any type of financial instrument.
Responding to major changes in the markets since the first edition, Sinclair has expanded his scope in this Second Edition to include coverage of the many new opportunities available in VIX futures, ETNs, and leveraged ETFs. He also:
Bringing volatility trading down to earth for even the most numbers-shy traders, as well as hard-nosed quants interested in acquiring a deeper understanding of options trading, Volatility Trading, Second Edition is an indispensable "tool of the trade."
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
EUR 7,77 für den Versand von USA nach Deutschland
Versandziele, Kosten & DauerEUR 4,68 für den Versand von Vereinigtes Königreich nach Deutschland
Versandziele, Kosten & DauerAnbieter: ThriftBooks-Atlanta, AUSTELL, GA, USA
Hardcover. Zustand: Very Good. No Jacket. Missing dust jacket; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 1.18. Artikel-Nr. G1118347137I4N01
Anzahl: 1 verfügbar
Anbieter: ThriftBooks-Dallas, Dallas, TX, USA
Hardcover. Zustand: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 1.18. Artikel-Nr. G1118347137I3N00
Anzahl: 1 verfügbar
Anbieter: ThriftBooks-Dallas, Dallas, TX, USA
Hardcover. Zustand: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 1.18. Artikel-Nr. G1118347137I4N00
Anzahl: 1 verfügbar
Anbieter: Better World Books, Mishawaka, IN, USA
Zustand: Good. Used book that is in clean, average condition without any missing pages. Artikel-Nr. 8649491-6
Anzahl: 1 verfügbar
Anbieter: WorldofBooks, Goring-By-Sea, WS, Vereinigtes Königreich
Paperback. Zustand: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Artikel-Nr. GOR009536076
Anzahl: 1 verfügbar
Anbieter: PBShop.store UK, Fairford, GLOS, Vereinigtes Königreich
HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000. Artikel-Nr. FW-9781118347133
Anzahl: 15 verfügbar
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Zustand: New. In. Artikel-Nr. ria9781118347133_new
Anzahl: Mehr als 20 verfügbar
Anbieter: moluna, Greven, Deutschland
Zustand: New. EUAN SINCLAIR is an option trader with fifteen years experience. He specializes in the design and implementation of quantitative trading strategies. Sinclair is currently a proprietary option trader for Bluefin Trading, where he trades based on quantitativ. Artikel-Nr. 6026634
Anzahl: 5 verfügbar
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. Zustand: Neu. Neuware - Popular guide to options pricing and position sizing for quant tradersIn this second edition of this bestselling book, Sinclair offers a quantitative model for measuring volatility in order to gain an edge in everyday option trading endeavors. With an accessible, straightforward approach, he guides traders through the basics of option pricing, volatility measurement, hedging, money management, and trade evaluation. This new edition includes new chapters on the dynamics of realized and implied volatilities, trading the variance premium and using options to trade special situations in equity markets.\* Filled with volatility models including brand new option trades for quant traders\* Options trader Euan Sinclair specializes in the design and implementation of quantitative trading strategiesVolatility Trading, Second Edition + Website outlines strategies for defining a true edge in the market using options to trade volatility profitably. Artikel-Nr. 9781118347133
Anzahl: 2 verfügbar
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
Hardcover. Zustand: Brand New. 2nd har/psc edition. 304 pages. 9.80x6.89x0.98 inches. In Stock. Artikel-Nr. __1118347137
Anzahl: 2 verfügbar