- Title : Automated Option Trading: Create, Optimize, and Test Automated Trading Systems
- Author : Sergey Izraylevich Ph.D.
- Rating : 4.82 (414 Vote)
- Publish : 2014-12-27
- Format : Hardcover
- Pages : 304 Pages
- Asin : 0132478668
- Language : English
Every facet of the authors’ approach is optimized for options, including strategy development and optimization, capital allocation, risk management, performance measurement, and back-testing.The authors’ system reflects a continuous process
Every facet of the authors’ approach is optimized for options, including strategy development and optimization, capital allocation, risk management, performance measurement, and back-testing.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 complex structures containing option combinations related to different underlying assets. The authors also demonstrate how to estimate expected returns and risks in complex portfolios including many different underlying assets--enabling traders to successfully automate option trading at the portfolio level for the first time.This book shows sophisticated option traders how toBuild complete frameworks for realizing profits from well-defined, formalized op
A Futures magazine columnist, he has authored numerous articles for highly rated, peer-reviewed scientific journals. With more than 15 years of option trading experience, he develops complex trading systems based on multicriteria analysis and genetic optimization algorithms. Sergey Izraylevich, Ph.D., Chairman of the Board of High Technology Invest Inc., has traded options for well over a decade and currently creates automated systems for algorithmic option trading. He began his career as a lecturer at The Hebrew University of Jerusalem and Tel-Hay Academic College, receiving numerous awards for academic excellence, includinThis book shows me how fortunate I am that my grandparents didn't use the "benefit" of their blue, green, and hazel eyes to escape their true ethnicity. I especially liked the article about using flowers and fish to predict the weather the sort of thing you'd only find in Uncle John. But if you are one of those people, like me, who like the D books, this is one of the best.This time, D hooks up with Rosaria, this volume's frontier beauty, and with a set of rough and tumble transporters. Just a few more books and I will be constituted a library. I've done a few of them and I like the prompts. Focusing on market-neutral strategies, it provides an in-depth coverage of both the necessary math and intuitions for how these stratgies function in a variety of market conditions and how to ensure that you've tested your theory comprehensively.But, this book requires a decent understanding of options coming in. I can certainly see why so many people enjoy this book so very much. But if you like insighThe first and only book of its kind, Automated Options Trading describes a comprehensive, step-by-step process for creating automated options trading systems. 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. This book will be an indispensable resource for serious options traders working individually, in hedge funds, or in other institutions.. Using the authors’ techniques, sophisticated traders can create powerful frameworks for the consistent, disciplined realization of well-defined, formalized, and carefully-
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