Euan Sinclair, PhD (Chicago) is Partner at Talton Capital Management, a volatility trading hedge fund.He is a trader with over twenty years of professional option trading experience. After clerking on the LIFFE floor, he became a market maker in DAX and EuroStoxx options on EUREX. He has subsequently traded options on indices, stocks, commodities and interest rate products as well as a number of equity and futures strategies. He is a member of the editorial board of The Journal of Investment Strategies and is an inaugural member of the EQDerivatives Volatility Investing Hall of Fame. Euan has presented at Global Derivatives in Paris, Amsterdam and Chicago, and at the CBOE Risk Management Conference.
Positional option trading: an advanced guide Ebook
Robust Option Trading is a professional-level guide to options trading, written by an author with over twenty years of professional option trading experience. Experienced options trader will learn about: Risk, uncertainty and ignorance Model free option characteristics The strengths and limitations of the Black Scholes model Equity premium and factor premia Covered calls Robust volatility estimation Strategy selection. Heuristic forecasting, and Robust statistical heuristics This an in-depth, one-stop guide for experienced options traders to master their craft and improve their performance.
Year | 2020 |
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Format | Ebook |
Author |
Euan Sinclair |
Publisher |
John Wiley |