By Stephan Süss; Euan Sinclair: Option Trading—Pricing and Volatility Strategies and Techniques. Thanks for telling us about the problem. Return to Book Page. Preview — Option Trading by Euan Sinclair. Pricing and Volatility Strategies and Techniques 4. Option trading: pricing and volatility strategies and techniques / Euan Sinclair. p. cm. – (Wiley trading series). Includes index. ISBN (cloth). 1.

Pages with related products. AmazonGlobal Ship Orders Internationally. Successful trading, in general, is difficult and options specifically can be compli-cated. Open Preview See a Problem?

Table of contents Preface. Would you please recommend references which discuss Monte Carlo or historical methods in details? His more recent book Volatility Trading is another must-read.

Euan Fraser Fitzpatrick Sinclair.

Quantitative Trading: Interview with Euan Sinclair

Robert Shelly added it Dec 29, Sean rated it did not like it Jun 10, Advanced Trading Strategies and Techniques, 2nd Edition. He holds a PhD in theoretical physics from the University of Bristol.

Would you please recommend some references? Jacek rated it really liked it Jul 15, Labels Automated trading platforms 13 Book reviews 3 factor model 9 Strategies Gorakh Date marked it as to-read Sep 24, Alen marked it as to-read Mar 13, Sean Carey rated it it was amazing Feb 23, FactorWave is a set of stock and portfolio tools that do analysis in terms of factors such as value, size, quality and momentum.

Add all three to Cart Add all three to List. Back cover copy Successful trading, in general, is difficult and options specifically can be complicated. Looking for beautiful books? There are many different factor models and many different pairs trading model, so I don’t think a general statement can be made.

Wiley Trading

As an options trader, do you tend to short or long volatility? But I’ve never found anything as persistent as the stock factors.

I always had intended to become a professor but the idea became less appealing once I saw what they did all rtading. While the author has kept the options mathematics to duan minimal level, it does require some basic level of comfort with mathematical concepts. Chapter 12 Expiration Trading. No trivia or quizzes yet. Goodreads helps you keep track of books you want to read.

Autor tradinf his knowledge in math and nothing else. For stocks in the SPX, and holding period measured in weeks, the capacity can be hundreds of millions of dollars. My friends and I were really surprised reading his first book. Try the Kindle edition and experience these great reading features: Sinclair is also the author of the Wiley title Volatility Trading.

Page 1 of 1 Start over Page 1 of 1. If I were running an options desk, this would be the intro course for every new member. Corbin marked it as to-read Apr 03, By using our website you agree to our use of opfion.

In most cases, those who do well have an ability to focus on good processes and let the results take care of themselves.