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- Author: Euan Sinclair
This book is a guide to options pricing and position management tailored for quantitative traders. Author Euan Sinclair provides a quantitative model for measuring volatility to gain an advantage in everyday options trading. This book guides traders through the basics of option pricing, volatility measurement, hedging, money management, and trade evaluation in an easy-to-understand and intuitive approach. The second edition adds new chapters on realized and implied volatility dynamics, trading variance premiums, and the special circumstances of trading stock markets with options. The book is filled with volatility models, including new options trading strategies for quantitative trading. In addition, the book explores the often-overlooked psychological aspects of trading, revealing how behavioral psychology creates market conditions for traders to exploit, and how it can lead them astray. The author emphasizes that the key to successful trading is to develop a coherent trading philosophy and rigorous trading system, and to measure volatility using a quantitative approach based on the Black-Scholes-Merton model, which can be easily applied to trading almost any type of financial instrument.
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