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Systematic and Automated Option Trading (Collection)
- Your Price: $127.99
- List Price: $159.99
- About Watermarked eBooks
- Copyright 2013
- Pages: 593
- Edition: 1st
- eBook (Watermarked)
- ISBN-10: 0-13-309526-6
- ISBN-13: 978-0-13-309526-5
A brand new collection of state-of-the-art option trading techniques, from world-renowned experts Sergey Izraylevich and Vadim Tsudikman …now in a convenient e-format, at a great price!
Leading-edge option trading techniques for serious investors, traders, and portfolio managers
Writing for serious investors, traders, hedge fund managers, and quants, pioneering option experts Sergey Izraylevich and Vadim Tsudikman introduce important new techniques for maximizing option profits, controlling risk, and consistently identifying trades optimized for your goals and strategies.First, in Systematic Options Trading: Evaluating, Analyzing, and Profiting from Mispriced Option Opportunities, Izraylevich and Tsudikmanintroducereliable new ways to identify your best option combinations, underlying assets, and strategies. They treat the option market as a whole: an unlimited set of trading variants composed of all option combinations that can be constructed at any specific moment (using all possible strategies and underlying assets). Their powerful system permits thorough analysis and comparison of many option combinations in terms of both expected profitability and potential risk. It formalizes and classifies over a dozen criteria intended to select preferable trading alternatives from a vast quantity of potential opportunities, showing how to apply multiple valuation criteria concurrently to systematically identify subtle price distortions, and consistently select trades that meet optimal parameters. Next, in Automated Option Trading: Create, Optimize, and Test Automated Trading Systems, they present thefirst complete step-by-step guide to creating profitable automated systems for the disciplined realization of well-defined, formalized, and tested option strategies. Every facet of their approach is optimized for options, including strategy development, capital allocation, risk management, performance measurement, back-testing, walk-forward analysis; and trade execution. Their system incorporates continuous valuation, structuring and long-term management of investment portfolios (not just individual instruments), and can systematically handle option combinations related to different underlying assets — making it possible to finally automate options trading at the portfolio level.
From world-renowned option trading experts Sergey Izraylevich, Ph.D. and Vadim Tsudikman
Download the sample pages (includes Chapter 3 and Index)
Table of Contents
Systematic Options Trading: Evaluating, Analyzing, and Profiting from Mispriced Option Opportunities
PART I Criteria as the Basis of a Systematic Approach
Chapter 1 General Presentation and Review of Criteria Properties 3
Chapter 2 Review of the Main Criteria 13
Chapter 3 Evaluation of Criteria Effectiveness 63
PART II The Main Areas of Criteria Application
Chapter 4 Selection of Option Combinations 105
Chapter 5 Selection of Option Strategies 121
Chapter 6 Selection of Underlying Assets 161
PART III Multicriteria Analysis
Chapter 7 Basic Concepts of Multicriteria Selection as Applied to Options 181
Chapter 8 The Impact of Criteria Correlation on Multicriteria Selection 205
appendix Basic Notions 223
Automated Option Trading: Create, Optimize, and Test Automated Trading Systems
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
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