Automated Option Trading: Create, Optimize, and Test Automated Trading Systems

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9780132478663: Automated Option Trading: Create, Optimize, and Test Automated Trading Systems

The first complete step-by-step guide to creating profitable automated systems for options trading, by two of the fieldís leading experts

 

This is an indispensable resource for serious options traders working individually, in hedge funds or in other institutions.

 

Using the authorsí 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.

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Product Description:

[ Automated Option Trading: Create, Optimize, and Test Automated Trading Systems By ( Author ) Mar-2012 Hardcover

From the Back Cover:

The Only Automated Trading Guide 100% Focused on Options

  • Fully reflects the unique characteristics of option instruments and markets
  • Covers everything from strategy development to optimization, risk management to back-testing
  • Introduces breakthrough techniques for automating option trading at the portfolio level
  • For all serious option traders working individually, in hedge funds, or in other institutions
This book presents the first comprehensive, step-by-step process for creating automated option trading systems. Using its 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, Automated Option Trading focuses specifically on the unique features 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, 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. With these techniques, it is finally possible to effectively automate option trading at the portfolio level.

Until now, all automated trading books have focused on traditional investments such as stocks, futures, or currencies. Options are fundamentally different. Therefore, automated option trading must be grounded in a different philosophy and must utilize different logic and quantitative procedures. In Automated Option Trading, internationally renowned experts Sergey Izraylevich and Vadim Tsudikman present the first and only start-to-finish guide to building automated trading systems for option markets.

Izraylevich and Tsudikman walk through every stage of creating automated trading systems for options and customizing them to your unique goals and strategies. Throughout, they focus on “market-neutral” trading strategies that exploit the unique characteristics of options.

Readers will learn how to build trading systems that reflect the best attributes of both “scientific” (based on economically grounded rules) and “empirical” (optimization-based) approaches and overcome the limitations of each. 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 to
  • Build complete frameworks for realizing profits from well-defined, formalized option strategies
  • Construct complex portfolios step-by-step from diverse option combinations
  • Apply the best available optimization techniques, utilizing both economic and empirical rules
  • Accurately measure the risks of complex structures, not just individual options
  • Allocate capital among portfolio elements in a manner that enables return maximization while maintaining an acceptable diversification level
  • Test strategies against reliable and relevant data and avoid the pitfalls of overfitting

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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

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