Vertical option spreads a study of the 1.8 standard deviation inflection point
"Make trades on vertical options spreads with the precision of a laser beamVertical Options Spreads is a combination of a bona-fide academic research-based study and a complete method to trade credit and debit spreads, along with other complex option combination trades such as iron condors and...
| Otros Autores: | , |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Hoboken, New Jersey :
Wiley
2013.
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| Edición: | 1st edition |
| Colección: | Wiley trading series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629606906719 |
Tabla de Contenidos:
- Cover; Half Title; Series Page; Title Page; Copyright Page; Dedication; Preface; Free 180-day Trial of Crystal Ball Software; Chapter 1: Introduction; Sophisticated versus Casual Investing; Hurricane Hits New York City; Changing Course; Steve Plays Craps; Retirement Funds That Don't Grow; Talking Heads; What Is Covered; Why This Book?; Chapter 2: How to Be a Wizard; Fundamentals; Auditor's Opinion; Statement of Cash Flows; Income Statement; Balance Sheet; Footnotes and Conclusion; Technical Indicators; RSI; Bollinger Bands; Moving Average; Patterns; Geopolitical Events
- Chapter 3: Trading PlatformsOnline Brokerage Firms; Analytical Capability; Customer Service; Real-Time or Delayed; Speed of Order Execution; Commissions and Fees; Opening an Account and Summary; Chapter 4: Vertical Spreads and the Iron Condor; Why Use Vertical Spreads?; Debit Spreads and Credit Spreads; Bull Put Spread; Bear Call Spread; Iron Condor; Why Use an Iron Condor If It Has Double-Sided Risk?; You Can't Pick Market Direction; Chapter 5: Structuring a Trade; Structuring the Trade; Closing a Trade or setting a Stop Loss; Chapter 6: A Brief Visit with the Greeks; Delta; Gamma; Rho
- ThetaVega; Chapter 7: Risk and Psychology of Investing and Spread Trading; An Introduction to Risk; Overconfidence Bias; Anchoring; Mental Accounting; Confirmation and Hindsight Bias; Gambler's Fallacy; Herd Behavior; Availability Bias; Prospect Theory: Loss Aversion Bias; Conclusions on Risk and Behavioral Biases; Chapter 8: Normal Distribution, Probability, and Modern Financial Theory; Skewness and Kurtosis; Modern Portfolio Theory; The CAPM; The Black-Scholes Model; The Sombrero; Chapter 9: The 1.8 Standard Deviation Solution; Weekly Options; Computing Standard Deviation per Day
- Actual Volatility (AV) EstimatingThe Amazing Spreadsheet and Historical Data on SPY; Monte Carlo Simulation Using Oracle's Crystal Ball Software; Introduction to Crystal Ball and Trading Spreadsheet Setup; Crystal Ball Simulation and Report Interpretation; Setting Up and a Brief Walkthrough of a Typical Weekly Trade; Chapter 10: More Using Your Crystal Ball and Probability; A Review of Crystal Ball Tools; Credit Spreads; Debit Spreads; Iron Condors; Plain Vanilla: Calls and Puts; Straddles, Strangles, and Butterflies; Optquest and Predictor
- Reflections on Probability, Monte Carlo Simulation, and Future ResearchChapter 11: Conclusion; The Weekly Trade Process; Finis; References; About the Website; Index
