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9781119583516

Positional Option Trading

by
  • ISBN13:

    9781119583516

  • ISBN10:

    1119583519

  • Edition: 1st
  • Format: Hardcover
  • Copyright: 2020-09-01
  • Publisher: Wiley

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Supplemental Materials

What is included with this book?

Summary

A detailed, one-stop guide for experienced options traders

Positional Option Trading is a rigorous, professional-level guide on sophisticated techniques from professional trader and quantitative analyst Euan Sinclair. The author has over two decades of high-level option trading experience. He has written this book specifically for professional options traders who have outgrown more basic trading techniques and are searching for in-depth information suitable for advanced trading.

Custom-tailored to respond to the volatile option trading environment, this expert guide stresses the importance of finding a valid edge in situations where risk is usually overwhelmed by uncertainty and unknowability. Using examples of edges such as the volatility premium, term-structure premia and earnings effects, the author shows how to find valid trading ideas and details the decision process for choosing an option structure that best exploits the advantage.

Advanced topics include a quantitative approach for directionally trading options, the robustness of the Black Scholes Merton model, trade sizing for option portfolios, robust risk management and more. This book:

  • Provides advanced trading techniques for experienced professional traders
  • Addresses the need for in-depth, quantitative information that more general, intro-level options trading books do not provide
  • Helps readers to master their craft and improve their performance
  • Includes advanced risk management methods in option trading

No matter the market conditions, Positional Option Trading is an important resource for any professional or advanced options trader.

Author Biography

EUAN SINCLAIR, PHD, is an options trader and financial engineer at Hull Tactical. He holds a doctorate in theoretical physics from the University of Bristol.

Table of Contents

Introduction - “You know nothing Jon Snow”.

Chapter One: Options: A Summary Option Pricing Models

Chapter Two: The Efficient Market Hypothesis and its Limitations

Chapter Three: Forecasting Volatility

Chapter Four: The Variance Premium

Chapter Five: Finding Trades with Positive Expected Value

Chapter Six: Volatility Positions

Chapter Seven: Directional Option Trading

Chapter Eight: Directional Option Strategy Selection

Chapter Nine: Trade Sizing

Chapter Ten: Meta Risks

Appendix 1

Appendix 2

Appendix 3

Conclusion

Rewards Program

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