Cover -- Title Page -- Copyright -- Contents -- Introduction -- Trading as a Process -- Summary -- Chapter 1 Options -- Option Pricing Models -- Option Trading Theory -- Conclusion -- Summary -- Chapter 2 The Efficient Market Hypothesis and Its Limitations -- The Efficient Market Hypothesis --...

Options: a summary option pricing models -- The efficient market hypothesis and its limitations -- Forecasting volatility -- The variance premium -- Finding trades with positive expected value -- Volatility positions -- Directional option trading -- Directional option strategy selection -- Trade...

An A to Z options trading guide for the new millennium and the new economy Written by professional trader and quantitative analyst Euan Sinclair, Option Trading is a comprehensive guide to this discipline covering everything from historical background, contract types, and market structure to...

Investing according to the Kelly criterion will theoretically outperform any other sizing strategy. However, the value of the optimal fraction will generally need to be estimated from empirical data. This means that our estimate will invariably have a degree of uncertainty attached to it. In...