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Automated Option Trading: Create, Optimize, and Test Automated Trading Systems

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  • List Price: $159.98
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eBook (Watermarked)

  • Your Price: $63.99
  • List Price: $79.99
  • Includes EPUB, MOBI, and PDF
  • About eBook Formats
  • This eBook includes the following formats, accessible from your Account page after purchase:

    ePub EPUB The open industry format known for its reflowable content and usability on supported mobile devices.

    MOBI MOBI The eBook format compatible with the Amazon Kindle and Amazon Kindle applications.

    Adobe Reader PDF The popular standard, used most often with the free Adobe® Reader® software.

    This eBook requires no passwords or activation to read. We customize your eBook by discretely watermarking it with your name, making it uniquely yours.

  • Description
  • Sample Content
  • Updates
  • Copyright 2012
  • Dimensions: 7-3/8" x 9-1/8"
  • Pages: 304
  • Edition: 1st
  • Book
  • ISBN-10: 0-13-247866-8
  • ISBN-13: 978-0-13-247866-3

The first and only book of its kind, Automated Options Trading describes a comprehensive, step-by-step process for creating automated options trading systems. Using the authors’ techniques, sophisticated traders can create powerful frameworks for the consistent, disciplined realization of well-defined, formalized, and carefully-tested trading strategies based on their specific requirements. Unlike other books on automated trading, this book focuses specifically on the unique requirements of options, reflecting philosophy, logic, quantitative tools, and valuation procedures that are completely different from those used in conventional automated trading algorithms. Every facet of the authors’ approach is optimized for options, including strategy development and optimization; capital allocation; risk management; performance measurement; back-testing and walk-forward analysis; and trade execution. The authors’ system reflects a continuous process of valuation, structuring and long-term management of investment portfolios (not just individual instruments), introducing systematic approaches for handling portfolios containing option combinations related to different underlying assets. With these techniques, it is finally possible to effectively automate options trading at the portfolio level. This book will be an indispensable resource for serious options traders working individually, in hedge funds, or in other institutions.

Online Sample Chapter

Introduction to Automated Option Trading: Create, Optimize, and Test Automated Trading Systems

Sample Pages

Download the sample pages (includes Introduction and Index)

Table of Contents

Introduction     xv
Chapter 1: Development of Trading Strategies     1
Chapter 2: Optimization     73
Chapter 3: Risk Management     135
Chapter 4: Capital Allocation and Portfolio Construction     167
Chapter 5: Backtesting of Option Trading Strategies     217
Bibliography     247
Appendix     251
Index     261

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