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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.