Volatility Trading

Popular guide to options pricing and position sizing for quant traders

In this second edition of this bestselling book, Sinclair offers a quantitative model for measuring volatility in order to gain an edge in everyday option trading endeavors. With an accessible, straightforward approach, he guides traders through the basics of option pricing, volatility measurement, hedging, money management, and trade evaluation. This new edition includes new chapters on the dynamics of realized and implied volatilities, trading the variance premium and using options to trade special situations in equity markets.

• Filled with volatility models including brand new option trades for quant traders
• Options trader Euan Sinclair specializes in the design and implementation of quantitative trading strategies

Volatility Trading, Second Edition + Website outlines strategies for defining a true edge in the market using options to trade volatility profitably.

Volatility Trading features in the following genres: Finance and accounting

Volatility Trading is available in Hardback, Ebook

Volatility Trading was written by Euan Sinclair and published by John Wiley & Sons, Inc. an imprint of Wiley

Volatility Trading has 320 pages

Yes it is part of Wiley Trading Series series

£52.20