Automated Option Trading: Create, Optimize, and Test Automated Trading Systems ePub (Adobe DRM) download by Sergey Izraylevich Ph.D.

Automated Option Trading: Create, Optimize, and Test Automated Trading Systems

FT Press
Publication date: March 2012
ISBN: 9780132491907
Digital Book format: ePub (Adobe DRM)

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This is the eBook version of the printed book.The first and only book of its kind, Automated Options Trading describes a comprehensive, step-by-step process for creating automated options trading systems. Using the authors’ techniques, sophisticated traders can create powerful frameworks for the consistent, disciplined realization of well-defined, formalized, and carefully-tested trading strategies based on their specific requirements. Unlike other books on automated trading, this book focuses specifically on the unique requirements of options, reflecting philosophy, logic, quantitative tools, and valuation procedures that are completely different from those used in conventional automated trading algorithms. Every facet of the authors’ approach is optimized for options, including strategy development and optimization; capital allocation; risk management; performance measurement; back-testing and walk-forward analysis; and trade execution. The authors’ system reflects a continuous process of valuation, structuring and long-term management of investment portfolios (not just individual instruments), introducing systematic approaches for handling portfolios containing option combinations related to different underlying assets. With these techniques, it is finally possible to effectively automate options trading at the portfolio level. This book will be an indispensable resource for serious options traders working individually, in hedge funds, or in other institutions.
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Automated Option Trading: Create, Optimize, and Test Automated Trading Systems ePub (Adobe DRM) download by Sergey Izraylevich Ph.D.
FT Press, March 2012
ISBN: 9780132491907
EAN:  9780132491907
ePub (Adobe DRM)
List Price: $79.99 eBook price: $75.99
Automated Option Trading: Create, Optimize, and Test Automated Trading Systems PDF (Adobe DRM) download by Sergey Izraylevich Ph.D.
FT Press, March 2012
ISBN: 9780132491884
EAN:  9780132491884
PDF (Adobe DRM)
List Price: $79.99 eBook price: $75.99