Print Permalink
1 of 1
Cover von Positional option trading opens in new tab
E-Medium

Positional option trading

an advanced guide
Author: Search for this author Sinclair, Euan, 1969- (author)
Statement of Responsibility: Euan Sinclair
Year: [2020]
Publisher: Hoboken, [New Jersey], Wiley
Media group: eBook/eResource
Download For download from extern company - opens in new tab

Copies

BarcodeLocationsStatus
Barcode: Locations: 1 user licence Status: Online

Content

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 -- 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 -- 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 -- Pre-Earnings Announcement Drift -- Trading Strategy -- Conclusion -- Summary -- Chapter 6 Volatility Positions.

Details

Author: Search for this author Sinclair, Euan, 1969- (author)
Statement of Responsibility: Euan Sinclair
Year: [2020]
Publisher: Hoboken, [New Jersey], Wiley
Search for this systematic
Search for this subject type
ISBN: 9781119583523
ISBN (2nd): 9781119583516
Description: 1 Online-Ressource (xv, 224 Seiten), Illustrationen
Tags: Option Trading, Behavioral Finance, Optionsgeschäft
Search for this character
Language: eng
Media group: eBook/eResource