Volatility Trading: + Website.
Euan Sinclair Volatility Trading: + Website. fiche de lecture - Volatility Trading 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. Full descriptionRang parmi les ventes Amazon: #192556 dans LivresPublié le: 2013-05-10Langue d'origine: AnglaisNombre d'articles: 1Dimensions: 9.30" h x 1.00" l x 6.25" L, 1.75 livres Reliure: Relié320 pagesPrésentation de l'éditeurPopular 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. 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 strategies Volatility Trading, Second Edition + Website outlines strategies for defining a true edge in the market using options to trade volatility profitably.Quatrième de couverturePraise 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 EuronextBiographie de l'auteurEUAN 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.
Details of Volatility Trading: + Website.
| Le Titre Du Livre | Volatility Trading: + Website. |
| Auteur | Euan Sinclair |
| Vendu par | John Wiley & Sons |
| EAN | 9781118347133 |
| Nombre de pages | 320 pages |
| Editeur | John Wiley & Sons |
| Nom de fichier | volatility-trading-website.pdf |
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