Volatility trading /

• Main Author: Sinclair, Euan, 1969-
• Format: eBook
• Language: English
• Published: Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]
• Edition: Second edition.
• Series: Wiley trading series.
• Subjects: Options (Finance); Hedging (Finance); Futures.; Financial futures.; BUSINESS & ECONOMICS > Investments & Securities > General.; Electronic books.

Popular guide to options pricing and position sizing for quant traders. In this second edition of this bestselling book, Sinclair offers a quantitative model for measuring volatility in order to gain an edge in everyday option trading endeavors. With an accessible, straightforward approach, he guide...

Table of Contents:

• Option Pricing
• Volatility Measurement
• Stylized Facts about Returns and Volatility
• Volatility Forecasting
• Implied Volatility Dynamics
• Hedging
• Distribution of Hedged Option Positions
• Money Management
• Trade Evaluation
• Psychology
• Generating Returns through Volatility
• The VIX
• Leveraged ETFs
• Life Cycle of a Trade
• Conclusion.