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Positional Option Trading : an Advanced Guide / Euan Sinclair.

By: Material type: TextTextLanguage: English Publisher: Hoboken, New Jersey : Wiley, [2020]Description: 224 pages; 24 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 9781119583516
Subject(s): LOC classification:
  • HG 6024.A3 .S56225 2020
Contents:
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.
Summary: "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"-- Provided by publisher.
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Includes bibliographical references and index.

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"-- Provided by publisher.

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