Positional option trading: an advanced guide

by Sinclair, Euan

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Title Statements

Full title :Positional option trading : an advanced guide / Euan Sinclair.

Summary

Options: a summary option pricing models -- The efficient market hypothesis and its limitations -- Forecasting volatility -- The variance premium -- Finding trades with positive expected value -- Volatility positions -- Directional option trading -- Directional option strategy selection -- Trade sizing -- Meta risk.

"Robust Option Trading is a professional-level guide to options trading, written by an author with over twenty years of professional option trading experience. Experienced options trader will learn about: Risk, uncertainty and ignorance, model free option characteristics, the strengths and limitations of the Black Scholes model, equity premium and factor premia, covered calls, robust volatility estimation, strategy selection, heuristic forecasting, and robust statistical heuristics. This an in-depth, one-stop guide for experienced options traders to master their craft and improve their performance."

Edition Statements

Publication Date:2020

Publication Statements

Publisher(s):Wiley
Place of Publication:Hoboken, New Jersey
Language:eng
Publication Date:2020

Notes

Includes bibliographical references and index.

The Physical Object

Description:xv, 224 Seiten : Illustrationen

Edition Identifiers

ISBN:9781119583516, 1119583519
oclc:on1182832278
LC Classification:HG6024.A3
Dewey Decimal:332.64/53

Options : a summary -- The efficient market hypothesis and its limitations -- Forecasting volatility -- The variance premium -- Finding trades with positive expected value -- Volatility positions -- Directional option trading -- Directional option strategy selection -- Trade sizing -- Meta risks.