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Positional option trading an advanced guide /
"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 limi...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, New Jersey :
Wiley,
[2020]
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| Colección: | Wiley Trading Ser.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000Mi 4500 | ||
|---|---|---|---|
| 001 | EBOOKCENTRAL_on1203941341 | ||
| 003 | OCoLC | ||
| 005 | 20240329122006.0 | ||
| 006 | m o d | ||
| 007 | cr ||||||||||| | ||
| 008 | 200220s2020 nju ob 001 0 eng d | ||
| 010 | |a 2020008849 | ||
| 040 | |a UKAHL |b eng |e rda |c UKAHL |d OCLCO |d YDX |d EBLCP |d UUM |d OCLCO |d OCLCF |d OCLCO |d OCLCQ |d SFB |d OCLCO |d OCLCL | ||
| 019 | |a 1193331510 |a 1195461224 |a 1197558374 | ||
| 020 | |a 9781119583523 |z 9781119583516 |q (hardback) |q (e-book) | ||
| 020 | |a 1119583527 | ||
| 020 | |z 9781119583523 |q (adobe pdf) | ||
| 020 | |z 9781119583530 |q (epub) | ||
| 020 | |z 1119583519 | ||
| 035 | |a (OCoLC)1203941341 |z (OCoLC)1193331510 |z (OCoLC)1195461224 |z (OCoLC)1197558374 | ||
| 050 | 0 | 0 | |a HG6024.A3 |
| 082 | 0 | 4 | |a 332.64/53 |2 23 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Sinclair, Euan, |d 1969- |e author. |1 https://id.oclc.org/worldcat/entity/E39PCjqr3CBPKVypWqwdCt8y8d | |
| 245 | 1 | 0 | |a Positional option trading |b an advanced guide / |c Euan Sinclair. |
| 264 | 1 | |a Hoboken, New Jersey : |b Wiley, |c [2020] | |
| 300 | |a 1 online resource | ||
| 490 | 1 | |a Wiley Trading Ser. | |
| 505 | 0 | |a 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 | |
| 505 | 8 | |a 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 | |
| 505 | 8 | |a Chapter 5 Finding Trades with Positive Expected Value -- Aside: Crowding -- Trading Strategies -- Confidence Level Three -- Trading Strategy -- Options and Fundamental Factors -- Post-Earnings Announcement Drift (PEAD) -- Trading Strategy -- Confidence Level Two -- Trading Equity Options over Earnings Announcements -- Trading Strategy -- The Overnight Effect -- Trading Strategy -- FOMC and Volatility -- Trading Strategy -- The Weekend Effect -- Trading Strategy -- Volatility of Volatility Risk Premia -- Trading Strategy -- Confidence Level One -- Earnings-Induced Reversals -- Trading Strategy | |
| 505 | 8 | |a Pre-Earnings Announcement Drift -- Trading Strategy -- Conclusion -- Summary -- Chapter 6 Volatility Positions -- Aside: Adjustment and Position "Repair" -- Straddles and Strangles -- Aside: Delta-Hedged Positions -- Butterflies and Condors -- Aside: Broken Wing Butterflies and Condors -- Calendar Spread -- Including Implied Volatility Skew -- Strike Choice -- Choosing a Hedging Strike -- Expiration Choice -- Conclusion -- Summary -- Chapter 7 Directional Option Trading -- Subjective Option Pricing -- A Theory of Subjective Option Pricing -- Distribution of Option Returns: Summary Statistics | |
| 505 | 8 | |a Strike Choice -- Fundamental Considerations -- Conclusion -- Summary -- Chapter 8 Directional Option Strategy Selection -- Long Stock -- Long Call -- Long Call Spread -- Short Put -- Covered Calls -- Components of Covered Call Profits -- Covered Calls and Fundamentals -- Short Put Spread -- Risk Reversal -- Aside: The Risk Reversal as a Skew Trade -- Ratio Spreads -- Conclusion -- Summary -- Chapter 9 Trade Sizing -- The Kelly Criterion -- Non-normal Discrete Outcomes -- Non-normal Continuous Outcomes -- Uncertain Parameters -- Kelly and Drawdown Control -- The Effect of Stops -- Stop Placement | |
| 520 | |a "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"-- |c Provided by publisher. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Options (Finance) | |
| 650 | 0 | |a Financial futures. | |
| 650 | 6 | |a Options (Finances) | |
| 650 | 6 | |a Marchés à terme d'instruments financiers. | |
| 650 | 7 | |a Financial futures |2 fast | |
| 650 | 7 | |a Options (Finance) |2 fast | |
| 758 | |i has work: |a Positional option trading (Text) |1 https://id.oclc.org/worldcat/entity/E39PCG6vVhdYMhmYcrmJH6jvjK |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |c Original |z 1119583519 |z 9781119583516 |w (OCoLC)1102343458 |
| 830 | 0 | |a Wiley Trading Ser. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=6336503 |z Texto completo |
| 938 | |a Askews and Holts Library Services |b ASKH |n AH37702141 | ||
| 938 | |a YBP Library Services |b YANK |n 301501648 | ||
| 938 | |a ProQuest Ebook Central |b EBLB |n EBL6336503 | ||
| 994 | |a 92 |b IZTAP | ||