Automated Option Trading

2012-03-12 Business & Economics

Author : Sergey Izraylevich Ph.D.
Release : 2012-03-12
Genre : Business & Economics
Kind : eBook
Book Rating : 907/5 ( reviews)

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Book Synopsis Automated Option Trading by : Sergey Izraylevich Ph.D.

Download or read book Automated Option Trading written by Sergey Izraylevich Ph.D.. This book was released on 2012-03-12. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Automated Option Trading

2012 Business & Economics

Author : Sergey Izraylevich
Release : 2012
Genre : Business & Economics
Kind : eBook
Book Rating : 668/5 ( reviews)

GET EBOOK

Book Synopsis Automated Option Trading by : Sergey Izraylevich

Download or read book Automated Option Trading written by Sergey Izraylevich. This book was released on 2012. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Professional Automated Trading

2013-10-04 Business & Economics

Author : Eugene A. Durenard
Release : 2013-10-04
Genre : Business & Economics
Kind : eBook
Book Rating : 294/5 ( reviews)

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Book Synopsis Professional Automated Trading by : Eugene A. Durenard

Download or read book Professional Automated Trading written by Eugene A. Durenard. This book was released on 2013-10-04. Available in PDF, EPUB and Kindle. Book excerpt: An insider's view of how to develop and operate an automated proprietary trading network Reflecting author Eugene Durenard's extensive experience in this field, Professional Automated Trading offers valuable insights you won't find anywhere else. It reveals how a series of concepts and techniques coming from current research in artificial life and modern control theory can be applied to the design of effective trading systems that outperform the majority of published trading systems. It also skillfully provides you with essential information on the practical coding and implementation of a scalable systematic trading architecture. Based on years of practical experience in building successful research and infrastructure processes for purpose of trading at several frequencies, this book is designed to be a comprehensive guide for understanding the theory of design and the practice of implementation of an automated systematic trading process at an institutional scale. Discusses several classical strategies and covers the design of efficient simulation engines for back and forward testing Provides insights on effectively implementing a series of distributed processes that should form the core of a robust and fault-tolerant automated systematic trading architecture Addresses trade execution optimization by studying market-pressure models and minimization of costs via applications of execution algorithms Introduces a series of novel concepts from artificial life and modern control theory that enhance robustness of the systematic decision making—focusing on various aspects of adaptation and dynamic optimal model choice Engaging and informative, Proprietary Automated Trading covers the most important aspects of this endeavor and will put you in a better position to excel at it.

Systematic Options Trading

2010-08-11 Business & Economics

Author : Vadim Tsudikman
Release : 2010-08-11
Genre : Business & Economics
Kind : eBook
Book Rating : 339/5 ( reviews)

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Book Synopsis Systematic Options Trading by : Vadim Tsudikman

Download or read book Systematic Options Trading written by Vadim Tsudikman. This book was released on 2010-08-11. Available in PDF, EPUB and Kindle. Book excerpt: Sophisticated options traders need systematic, reliable approaches for identifying the best option combinations, underlying assets, and strategies. This book makes these approaches available for the first time. Leading-edge traders and researchers Sergey Izraylevich and Vadim Tsudikman treat the option market as a whole: an unlimited set of trading variants composed of all option combinations that can be constructed at any specific time moment (using all possible strategies and underlying assets). They introduce a system that permits thorough analysis and comparison of many option combinations in terms of both expected profitability and potential risk. For the first time, they formalize and classify more than a dozen criteria intended to select preferable trading alternatives from a vast quantity of potential opportunities, and show how to apply multiple valuation criteria concurrently to select the best possible trades. By applying these principles consistently, traders can systematically identify subtle price distortions using proven statistical parameters. They can gain a clear and consistent advantage over competing traders, transforming option trading into a continuous process of profit generation with tightly controllable parameters of risk and profitability.

Systematic and Automated Option Trading (Collection)

2012-08-01 Business & Economics

Author : Sergey Izraylevich Ph.D.
Release : 2012-08-01
Genre : Business & Economics
Kind : eBook
Book Rating : 282/5 ( reviews)

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Book Synopsis Systematic and Automated Option Trading (Collection) by : Sergey Izraylevich Ph.D.

Download or read book Systematic and Automated Option Trading (Collection) written by Sergey Izraylevich Ph.D.. This book was released on 2012-08-01. Available in PDF, EPUB and Kindle. Book excerpt: A brand new collection of state-of-the-art option trading techniques, from world-renowned experts Sergey Izraylevich and Vadim Tsudikman …now in a convenient e-format, at a great price! Leading-edge option trading techniques for serious investors, traders, and portfolio managers Writing for serious investors, traders, hedge fund managers, and quants, pioneering option experts Sergey Izraylevich and Vadim Tsudikman introduce important new techniques for maximizing option profits, controlling risk, and consistently identifying trades optimized for your goals and strategies.First, in Systematic Options Trading: Evaluating, Analyzing, and Profiting from Mispriced Option Opportunities, Izraylevich and Tsudikmanintroducereliable new ways to identify your best option combinations, underlying assets, and strategies. They treat the option market as a whole: an unlimited set of trading variants composed of all option combinations that can be constructed at any specific moment (using all possible strategies and underlying assets). Their powerful system permits thorough analysis and comparison of many option combinations in terms of both expected profitability and potential risk. It formalizes and classifies over a dozen criteria intended to select preferable trading alternatives from a vast quantity of potential opportunities, showing how to apply multiple valuation criteria concurrently to systematically identify subtle price distortions, and consistently select trades that meet optimal parameters. Next, in Automated Option Trading: Create, Optimize, and Test Automated Trading Systems, they present thefirst complete step-by-step guide to creating profitable automated systems for the disciplined realization of well-defined, formalized, and tested option strategies. Every facet of their approach is optimized for options, including strategy development, capital allocation, risk management, performance measurement, back-testing, walk-forward analysis; and trade execution. Their system incorporates continuous valuation, structuring and long-term management of investment portfolios (not just individual instruments), and can systematically handle option combinations related to different underlying assets — making it possible to finally automate options trading at the portfolio level. From world-renowned option trading experts Sergey Izraylevich, Ph.D. and Vadim Tsudikman

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