Systematic Options Trading: Evaluating, Analyzing, and Profiting from Mispriced Option Opportunities


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Description Sophisticated options traders need systematic, reliable approaches for identifying the best option combinations, underlying assets, and strategies. This book makes these approaches available for the first time. Leading-edge traders and researchers Sergey Izraylevich and Vadim Tsudikman treat the option market as a whole: They introduce a system that permits thorough analysis and comparison of many option combinations in terms of both expected profitability and potential risk.

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For the first time, they formalize and classify more than a dozen criteria intended to select preferable trading alternatives from a vast quantity of potential opportunities, and show how to apply multiple valuation criteria concurrently to select the best possible trades. By applying these principles consistently, traders can systematically identify subtle price distortions using proven statistical parameters.

They can gain a clear and consistent advantage over competing traders, transforming option trading into a continuous process of profit generation with tightly controllable parameters of risk and profitability.

Reading the Markets: Izraylevich and Tsudikman, Systematic Options Trading

Helps sophisticated investors thoroughly evaluate the potential profitability of option combinations, create and test criteria, and identify optimal trades. Learn how to systematically identify subtle price distortions using proven statistical parameters. Helps traders quickly adapt to changing environments, and maintain a clear statistical advantage over competitors.

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What the Book Is About and Who Should Read It

Sophisticated options traders need systematic, reliable approaches for identifying the best option combinations, underlying assets, and strategies. Writing for mathematically sophisticated readers, Sergey Izraylevich and Vadim Tsudikman introduce a systematic approach that fully. Systematic Options Trading has 4 ratings and 0 reviews. Systematic Options Trading: Evaluating, Analyzing, and Profiting from Mispriced Option Opportunities .

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If You're a Student

Maciej Janiec rated it liked it Mar 24, There are no discussion topics on this book yet. With 12 years of options trading experience, he develops complex trading systems based on multicriteria analyses and genetic optimization algorithms. Real Estate Modelling and Forecasting. This book is intended for you—traders, investors, portfolio managers, theoreticians, and economists—with different grounding level in options and mathematics.

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