Cargando…
The second leg down : strategies for profiting after a market sell-off /
"Cut risk and generate profit even after the market drops The Second Leg Down offers practical approaches to profiting after a market event. Written by a specialist in global macro, volatility and hedging overlay strategies, this book provides in-depth insight into surviving in a volatile envir...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester, West Sussex, United Kingdom :
John Wiley & Sons, Ltd.,
2017.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | EBOOKCENTRAL_ocn981928199 | ||
| 003 | OCoLC | ||
| 005 | 20240329122006.0 | ||
| 006 | m o d | ||
| 007 | cr unu|||||||| | ||
| 008 | 170407s2017 enka ob 001 0 eng d | ||
| 040 | |a UMI |b eng |e rda |e pn |c UMI |d OCLCF |d YDX |d EBLCP |d DEBBG |d MERUC |d OCLCQ |d K6U |d OCLCQ |d SDF |d OCLCO |d SFB |d OCLCQ |d OCLCO |d OCLCQ | ||
| 019 | |a 973512389 |a 973761596 |a 973805080 |a 973898091 |a 974034609 |a 974034788 | ||
| 020 | |a 9781119219002 | ||
| 020 | |a 1119219000 | ||
| 020 | |a 9781119219064 | ||
| 020 | |a 111921906X | ||
| 020 | |z 9781119219088 | ||
| 020 | |z 1119219086 | ||
| 029 | 1 | |a AU@ |b 000072165334 | |
| 035 | |a (OCoLC)981928199 |z (OCoLC)973512389 |z (OCoLC)973761596 |z (OCoLC)973805080 |z (OCoLC)973898091 |z (OCoLC)974034609 |z (OCoLC)974034788 | ||
| 037 | |a CL0500000845 |b Safari Books Online | ||
| 050 | 4 | |a HG4529.5 | |
| 082 | 0 | 4 | |a 332.6 |
| 084 | |a BUS004000 |2 bisacsh | ||
| 049 | |a UAMI | ||
| 100 | 1 | |a Kiruṣṇan̲, Hari P., |e author. | |
| 245 | 1 | 4 | |a The second leg down : |b strategies for profiting after a market sell-off / |c Hari P. Krishnan. |
| 264 | 1 | |a Chichester, West Sussex, United Kingdom : |b John Wiley & Sons, Ltd., |c 2017. | |
| 300 | |a 1 online resource (1 volume) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 588 | 0 | |a Online resource; title from cover (Safari, viewed April 5, 2017). | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Cover; Title Page; Copyright; Contents; Preface; Acknowledgements; About the Author; Chapter 1: Introduction; The Airplane Ticket Trade; The Bull Cycle; The Renegades; Claws of the Bear; Zugzwang; The Sceptics; A Sad Truth; Common Mistakes; Imprecise but Effective; Hedging Against Implausible Scenarios; A Black Swan in Correlation; Taking Profits; The Good, the Bad and the Ugly; The Great Escape; Having a Plan; Trend Following as a Defensive Strategy; Taking the Offensive; The Pre-Conditions for Market Crises; Banks: The Great Multiplier; A Change in Risk Regime; Endnotes. | |
| 505 | 8 | |a Chapter 2: ""Safe"" Havens and the Second Leg DownThe Matterhorn; Mrs. Watanabe's No. 1 Investment Club; The Risk of What Others are Holding; The Risk of What Others Are Likely to Do; Here We Go Again; Summary; Endnotes; Chapter 3: An Overview of Options Strategies; The Building Blocks: Calls and Puts; Why Buy a Call or Put?; The Black-Scholes Equation and Implied Volatility; The Implied Volatility Skew; Hedging Small Moves; Delta hedging: The Idealised Case; Practical Limits of Delta Hedging; Hedging Options with Other Options; Put and Call Spreads; Straddles and Strangles. | |
| 505 | 8 | |a The Deformable SheetSkew Dynamics for Risky Assets; The 1×2 Ratio Spread and Its Relatives; The Batman Trade; Implied Correlation and the Equity Index Skew; From Ratios to Butterflies; Calendar Spreads; Put/Call Parity Argument; Summary; Chapter 4: Hedging the Wings; Taking the Other Side of the 1×2; Comparing the 25 and 10 Delta Puts; Hedging Sovereign Bond Risk; Selling Put Ratio Spreads on the S & P 500; The Hypothetical Implied Distribution; Our Findings So Far; Back-Tests: A Cautionary Note; A Short Digression: Delta-Neutral or Comfortably Balanced?; The 665 Put. | |
| 505 | 8 | |a Implications of the Square Root StrategyFutures vs Spot; A Dramatic Example; A Cross-Sectional Study; The ""New"" VIX: Model-Independent, Though Not Particularly Intuitive; The Spot VIX: Oasis or Mirage?; Migrating to VIX Options; Reflections on Figure 4.36; Migrating to Different Markets: The V2X; Risk-Regime Analysis; Conditional Performance of Hedging Strategies; Summary; Chapter 5: The Long and the Short of It; Short-Dated Options; The Physicists Weigh In; Buying Time; Long-Dated Options; Far from the Madding Crowd; R Minus D; The Lumberjack Plot; Vega Grows in T − t | |
| 505 | 8 | |a Selective Application of the Weekly Options StrategySummary; Chapter 6: Trend Following as a Portfolio Protection Strategy; What is Trend Following?; Trend Following Dogma; The Crisis Alpha Debate; An Aside: Diversifying Across Time; Taking Advantage of a Correction; The Niederhoffer Argument; Chasing 1-Day Moves; Pushing the Analogy Too Far; Analysing the Data Directly; LEGO Trend Following; Summary; Notes; Chapter 7: Strategies for Taking Advantage of a Market Drop; The Elastic Band; Trading Reversals; More Texas-Style Hedging; Selling Index Put Spreads. | |
| 520 | |a "Cut risk and generate profit even after the market drops The Second Leg Down offers practical approaches to profiting after a market event. Written by a specialist in global macro, volatility and hedging overlay strategies, this book provides in-depth insight into surviving in a volatile environment. Historical back tests and scenario diagrams illustrate a variety of strategies for offsetting portfolio risks with after-the-fact options hedging, and the discussion explores how a mixture of trend following and contrarian futures strategies can be beneficial. Without a rational analysis-based approach, investors often find themselves having to cut risk and buy protection just as options are at their most over-priced. This book provides practical strategies, expert analysis and the knowledge base to assist you in recovering your portfolio. Hedging strategies are often presented as expensive and unnecessary, especially during a bull market. When equity indices and other unstable assets drop, they find themselves stuck hedging is now at its most expensive, but it is imperative to hedge or face liquidation. This book shows you how to salvage the situation, with strategies backed by expert analysis. Identify the right hedges during high volatility Generate attractive risk-adjusted returns Learn new strategies for offsetting risk Know your options for when losses have already occurred Imagine this scenario: you've incurred significant losses, you're approaching risk limits, you must cut risk immediately, yet slashing positions would damage the portfolio what do you do? The Second Leg Down is your emergency hotline, with practical strategies for dire conditions"-- |c Provided by publisher. | ||
| 520 | |a "This book offers practical approaches to profiting after a market event. It focuses on options hedging strategies, identifying relatively inexpensive hedges in a high volatility regime"-- |c Provided by publisher. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Portfolio management. | |
| 650 | 0 | |a Hedge funds. | |
| 650 | 0 | |a Stocks. | |
| 650 | 6 | |a Gestion de portefeuille. | |
| 650 | 6 | |a Fonds spéculatifs. | |
| 650 | 6 | |a Actions (Titres de société) | |
| 650 | 7 | |a Hedge funds |2 fast | |
| 650 | 7 | |a Portfolio management |2 fast | |
| 650 | 7 | |a Stocks |2 fast | |
| 776 | 0 | 8 | |i Print version: |a Kiruṣṇan̲, Hari P. |t Second leg down. |d Chichester, West Sussex, United Kingdom : John Wiley & Sons, Ltd., 2017 |z 1119219086 |z 9781119219088 |w (OCoLC)942707067 |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=4816193 |z Texto completo |
| 938 | |a EBL - Ebook Library |b EBLB |n EBL4816193 | ||
| 938 | |a YBP Library Services |b YANK |n 13532631 | ||
| 938 | |a YBP Library Services |b YANK |n 13520363 | ||
| 938 | |a YBP Library Services |b YANK |n 13511721 | ||
| 994 | |a 92 |b IZTAP | ||