Volatility Trading, + website
, by Sinclair, EuanNote: Supplemental materials are not guaranteed with Rental or Used book purchases.
- ISBN: 9780470181997 | 0470181990
- Cover: Hardcover
- Copyright: 6/23/2008
The key to this volatility book for traders is its unique positioning. It is a quantitative modeling book for options traders. No other book on the market presents these topics for traders as simply as Sinclair's. Chapters include content on: truly understanding the Black Scholes equation in order to profitably trade; volatility measurement and forecasting to compare the volatility of the market vs. trader's forecasts; hedging risk so that it's seen as realized volatility; an understanding of implied volatility dynamics to help traders hone their timing and execution; trade sizing information to show traders how different choices can dramatically affect their returns; measuring results through a number of trade evaluation techniques other than just profit/loss; and the psychological issues facing traders, from novice to experienced pro. Finally, the CD-ROM offers traders valuable spreadsheets that include calculating volatility cones for different time periods with easy data downloads from Yahoo!