Title Statements
- Full title :Positional option trading : an advanced guide / Euan Sinclair.
Edition Statements
- Publication Date:2020
Publication Statements
- Publisher(s):Wiley
- Place of Publication:Hoboken, New Jersey
- Language:eng
- Publication Date:2020
The Physical Object
- Description:1 online resource
Edition Identifiers
- ISBN:9781119583523, 1119583527
- oclc:on1203941341
- LC Classification:HG6024.A3
- Dewey Decimal:332.64/53
Table of Contents
Cover -- Title Page -- Copyright -- Contents -- Introduction -- Trading as a Process -- Summary -- Chapter 1 Options -- Option Pricing Models -- Option Trading Theory -- Conclusion -- Summary -- Chapter 2 The Efficient Market Hypothesis and Its Limitations -- The Efficient Market Hypothesis -- Aside: Alpha Decay -- Behavioral Finance -- High-Level Approaches: Technical Analysis and Fundamental Analysis -- Technical Analysis -- Fundamental Analysis -- Conclusion -- Summary -- Chapter 3 Forecasting Volatility -- Model-Driven Forecasting and Situational Forecasting
The GARCH Family and Trading -- Implied Volatility as a Predictor -- Ensemble Predictions -- Conclusion -- Summary -- Chapter 4 The Variance Premium -- Aside: The Implied Variance Premium -- Variance Premium in Equity Indices -- The Implied Skewness Premium -- The Implied Correlation Premium -- Commodities -- Bonds -- The VIX -- Currencies -- Equities -- Reasons for the Variance Premium -- Insurance -- Jump Risk -- Trading Restrictions -- Market-Maker Inventory Risk -- Path Dependency of Returns -- The Problem of the Peso Problem -- Conclusion -- Summary
Chapter 5 Finding Trades with Positive Expected Value -- Aside: Cro…
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