High performance options trading option volatility & pricing strategies pdf

Drawing on twenty-five years of experience as an options trader and software programmer, Yates has written this straightforward guide.

First he provides readers with a solid foundation to trading options, including an introduction to basic options terminology, a thorough explanation on how options are traded, and specific trading strategies. Prices are valid for France. Change location to view local pricing and availability. Request permission to reuse content from this title.

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High performance options trading : option volatility & pricing strategies / Leonard Yates. - Version details - Trove

Home Subjects About Wiley Contact Us Help Search Form Search Input. Table of Contents A Note from the Author. The Language of Options.

A Bit More Terminology. Expiration, Exercise, and Assignment. The Special Properties of Options. How Options Respond to Changing Conditions. The Role of the Market Maker.

High Performance Options Trading: Option Volatility & Pricing Strategies - Leonard Yates - Google Livres

Volume and Open Interest. Long Call with Short Stock. Long Put with Long Stock. Volatility Trading—Buying and Selling Volatility. Tools of the V-Trade. Delta-Neutral Trading—In a Nutshell. Seasonal Patterns in the Grains. Volatility Skew—What Is It and How Can I Use It? Some Words of Warning about Naked Writing.

The Relationship between Volatility and Price. Debit Spreads—The Calm Approach. Strategies for Trending Markets. The Horizontal Spread—A Good Strategy in a Sideways Market. The Backspread—A Directional Strategy that Costs Nothing If You Are Wrong. Covered Writing—Enhancing Your Returns. LEAPS—An Alternative to Stock. The Synthetic—Another Alternative to Stock.

The Butterfly Spread—When You Have a Narrow Target Range. Using the Right Option Strategy. Letting the Options Market Tip You Off on Takeovers. Covered Writing with Convertible Securities. Investing in a Rough Market. Theoretical and Practical Matters.

Coming Up with the Right Volatility. What Causes Volatility Skew? True Delta and Gamma. Understanding the Limitations of Your Model. Dealing with Anomalies and Pricing Difficulties. Trading Mistakes and What I Learned. Some Thoughts on How Trading Fits In with Real Life.

Directional Trading Using Pattern Recognition. Timing the Market Using the VIX. Why a VIX Spike Stops a Market Sell-Off. Starting the Business on a Shoestring. Author Information Leonard Len Yates is a professional programmer with over twenty-five years of experience in software development.

He is the President and founder of OptionVue Systems International, Inc. Prior to founding OptionVue Systems International, Len was a software engineer at Tandem Computers, and a hardware and software engineer at IBM Corp.

An active options trader with a comprehensive knowledge of corporate finance and financial models, Len has made important contributions in the field of options pricing models since the founding of his company—the most notable being the "Yates adjustment" to the popular Black-Scholes model as applied to American-style puts.

Len holds a bachelor of science degree in electrical engineering from Purdue University. Equity Markets in Action: Trading Against the Crowd: Profiting from Fear and Greed in Stock, Futures and Options Markets. Trade Like a Hedge Fund: Financial Engineering with Finite Elements. Money Management Strategies for Futures Traders. Trading Strategies for the Global Stock, Bond, Commodity, and Currency Markets.

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High Performance Options Trading: Option Volatility & Pricing Strategies with OptionVue CD by Leonard Yates — Reviews, Discussion, Bookclubs, Lists

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High Performance Options Trading - Yates, Leonard

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