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Systematic and Automated Option Trading (Collection)

Systematic and Automated Option Trading (Collection)

          
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About the Book

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

Table of Contents:
Systematic Options Trading: Evaluating, Analyzing, and Profiting from Mispriced Option Opportunities Introduction    xv 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 Conclusion    217 Bibliography    219 appendix Basic Notions    223 Index    235   Automated Option Trading: Create, Optimize, and Test Automated Trading Systems 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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Product Details
  • ISBN-13: 9780133095289
  • Publisher: Pearson Education (US)
  • Publisher Imprint: Addison Wesley
  • Language: English
  • ISBN-10: 0133095282
  • Publisher Date: 01 Aug 2012
  • Binding: SD
  • Weight: 1 gr


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