×
![]( "Buchcover ISBN 9781118420447")
Volatility Trading
von Euan SinclairPopular guide to options pricing and position sizing for quanttraders
In this second edition of this bestselling book, Sinclair offersa quantitative model for measuring volatility in order to gain anedge in everyday option trading endeavors. With an accessible, straightforward approach, he guides traders through the basics ofoption pricing, volatility measurement, hedging, money management, and trade evaluation. This new edition includes new chapters on thedynamics of realized and implied volatilities, trading the variancepremium and using options to trade special situations in equitymarkets.
* Filled with volatility models including brand new option tradesfor quant traders
* Options trader Euan Sinclair specializes in the design andimplementation of quantitative trading strategies
Volatility Trading, Second Edition + Website outlinesstrategies for defining a true edge in the market using options totrade volatility profitably.
In this second edition of this bestselling book, Sinclair offersa quantitative model for measuring volatility in order to gain anedge in everyday option trading endeavors. With an accessible, straightforward approach, he guides traders through the basics ofoption pricing, volatility measurement, hedging, money management, and trade evaluation. This new edition includes new chapters on thedynamics of realized and implied volatilities, trading the variancepremium and using options to trade special situations in equitymarkets.
* Filled with volatility models including brand new option tradesfor quant traders
* Options trader Euan Sinclair specializes in the design andimplementation of quantitative trading strategies
Volatility Trading, Second Edition + Website outlinesstrategies for defining a true edge in the market using options totrade volatility profitably.
