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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The Only Automated Trading Guide 100% Focused on Options
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. A Futures magazine columnist, he has authored numerous articles for highly rated, peer-reviewed scientific journals. He began his career as a lecturer at The Hebrew University of Jerusalem and Tel-Hay Academic College, receiving numerous awards for academic excellence, including Golda Meir’s Prize and the Max Shlomiok honor award of distinction.
Vadim Tsudikman, President of High Technology Invest Inc., is a financial consultant and investment advisor specializing in derivatives valuation, hedging, and capital allocation in extreme market environments. With more than 15 years of option trading experience, he develops complex trading systems based on multicriteria analysis and genetic optimization algorithms.
Izraylevich and Tsudikman coauthored Systematic Options Trading (FT Press) and regularly coauthor Futures magazine articles on cutting-edge issues related to option pricing, volatility, and risk management.
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Book Description Book Condition: New. Bookseller Inventory # 14051974-n
Book Description Prentice Hall. Book Condition: New. Brand New. Bookseller Inventory # 0132478668
Book Description Pearson Education (US), United States, 2012. Hardback. Book Condition: New. 236 x 193 mm. Language: English . Brand New Book. The first complete step-by-step guide to creating profitable automated systems for options trading, by two of the field s leading experts This is an indispensable resource for serious options traders working individually, in hedge funds or in other institutions. Using the authors techniques, this book will enable you to create powerful frameworks for the consistent, disciplined realisation of well-defined, formalised and carefully-tested trading strategies based on your specific requirements. Bookseller Inventory # BZV9780132478663
Book Description FT Press, 2012. Hardcover. Book Condition: New. book. Bookseller Inventory # 0132478668
Book Description FT Press, 2012. Hardcover. Book Condition: New. 1. Bookseller Inventory # DADAX0132478668
Book Description FT Press, 2012. Book Condition: New. Brand new! Please provide a physical shipping address. Bookseller Inventory # 9780132478663
Book Description FT Press, 2012. Hardcover. Book Condition: New. Bookseller Inventory # P110132478668
Book Description Financial Times/ Prentice Hall, 2012. Hardcover. Book Condition: Brand New. 1st edition. 304 pages. 9.30x7.60x1.20 inches. In Stock. Bookseller Inventory # zk0132478668
Book Description FT Press. Hardcover. Book Condition: New. 0132478668 New Condition. Bookseller Inventory # NEW6.0051381