Volatility Quant

Volatility Trading (2nd edition) (Repost)  eBooks & eLearning

Posted by nebulae at Aug. 10, 2017
Volatility Trading (2nd edition) (Repost)

Euan Sinclair, "Volatility Trading (2nd edition)"
2013 | ISBN: 1118347137 | 291 pages | PDF | 3 MB

Stochastic Volatility Modeling  eBooks & eLearning

Posted by interes at Dec. 9, 2016
Stochastic Volatility Modeling

Stochastic Volatility Modeling by Lorenzo Bergomi
English | 2016 | ISBN: 1482244063 | 522 pages | PDF | 100 MB

The Volatility Surface: A Practitioner's Guide (repost)  eBooks & eLearning

Posted by interes at Feb. 16, 2017
The Volatility Surface: A Practitioner's Guide (repost)

The Volatility Surface: A Practitioner's Guide by Jim Gatheral, Nassim Nicholas Taleb
English | 2006 | ISBN: 0471792519 | 208 pages | PDF | 1,7 MB

The Volatility Smile  eBooks & eLearning

Posted by interes at Sept. 6, 2016
The Volatility Smile

The Volatility Smile by Emanuel Derman and Michael B. Miller
English | 2016 | ISBN: 1118959167 | 528 pages | PDF | 8,3 MB
Trading Options in Turbulent Markets: Master Uncertainty through Active Volatility Management, 2 edition

Larry Shover, "Trading Options in Turbulent Markets: Master Uncertainty through Active Volatility Management, 2 edition"
English | ISBN: 1118343549 | 2013 | 304 pages | PDF | 3 MB

Option Volatility & Pricing: Advanced Trading Strategies and Techniques (repost)  eBooks & eLearning

Posted by viserion at Sept. 14, 2015
Option Volatility & Pricing: Advanced Trading Strategies and Techniques (repost)

Sheldon Natenberg, "Option Volatility & Pricing: Advanced Trading Strategies and Techniques, Updated edition"
ISBN: 155738486X | 1994 | EPUB | 469 pages | 6 MB
Exploiting Earnings Volatility: An Innovative New Approach to Evaluating, Optimizing, and Trading Option Strategies

Brian Johnson, "Exploiting Earnings Volatility: An Innovative New Approach to Evaluating, Optimizing, and Trading Option Strategies"
English | ISBN: 0996182306 | 2015 | 254 pages | EPUB | 4 MB

How I Became a Quant: Insights from 25 of Wall Street's Elite (Repost)  eBooks & eLearning

Posted by manamba13 at Feb. 3, 2015
How I Became a Quant: Insights from 25 of Wall Street's Elite (Repost)

How I Became a Quant: Insights from 25 of Wall Street's Elite by Richard R. Lindsey
English | 2007 | ISBN: 0470050624 | 402 Pages | PDF | 2 MB

Praise for How I Became a Quant "Led by two topnotch quants, Richard R. Lindsey and Barry Schachter, How I Became a Quant details the quirky world of quantitative analysis through stories told by some of todaya s most successful quants.

Hari Swaminathan - Straddles and Strangles, Volatility moves in any direction  eBooks & eLearning

Posted by Rare-1 at July 18, 2014
Hari Swaminathan - Straddles and Strangles, Volatility moves in any direction

Hari Swaminathan - Straddles and Strangles, Volatility moves in any direction [10 Video (MP4)]
WEPRip | Lang: English | MP4 | 958x720 | AVC, @ 454 Kbps, 30.000 fps | 398.62 MB
Audio: AAC, 44100 Hz, stereo, 48 Kbps
Genre: Investing, Trading, Stocks

Straddles and Strangles are also Volatility strategies and are very popular strategies. Both these strategies are non-directional, so its possible to profit from a movement in either direction. But the move must come fairly quickly, because we have two Long Options (one on the Call side and one on the Put side), and so our time decay exposure is doubled. Additionally, Vega exposure can be quite large, so this is something to watch for. In general, its best to put on Straddles and Strangles in times of low volatility as measured by the individual Implied Volatility of the stock itself as well as observing the level of the VIX Index. We also look at the "Valley of Death" where the trade can fall into trouble.

Volatility Trading (2nd edition) (repost)  eBooks & eLearning

Posted by arundhati at May 15, 2014
Volatility Trading (2nd edition) (repost)

Euan Sinclair, "Volatility Trading (2nd edition)"
2013 | ISBN: 1118347137 | 291 pages | PDF | 3 MB