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 guides traders through the basics of
option pricing, volatility measurement, hedging, money management,
and trade evaluation. This new edition includes new chapters on the
dynamics of realized and implied volatilities, trading the variance
premium and using options to trade special situations in equity
markets.
* Filled with volatility models including brand new option trades
for quant traders
* Options trader Euan Sinclair specializes in the design and
implementation of quantitative trading strategies
Volatility Trading, Second Edition + Website outlines
strategies for defining a true edge in the market using options to
trade volatility profitably.
EUAN SINCLAIR is an option trader with fifteen years'
experience. He specializes in the design and implementation of
quantitative trading strategies. Sinclair is currently a
proprietary option trader for Bluefin Trading, where he trades
based on quantitative models of his own design. He holds a PhD in
theoretical physics from the University of Bristol.
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Euan Sinclair: Volatility Trading bei hugendubel.de
