Increasing Alpha with Options
Increasing Alpha with Options

Author: Scott H. Fullman

Publisher: John Wiley & Sons

Published: 2010-08-13

Total Pages: 274

ISBN-13: 0470936746

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Innovative trading strategies, which combine the use of technical analysis, market indicators, and options In the new world of investing, money managers must deal with a variety of dynamics, products, analyses, and risk controls. They are also expected to achieve above-benchmark performance and profits, also known as alpha, as well as protect capital in the process. This can be difficult to achieve in today's turbulent market environment, but with Increasing Alpha with Options, author Scott Fullman, the Director of Derivative Investment Strategy for WJB Capital Group, offers some solid solutions. Written in a straightforward and accessible style, this reliable resource outlines various trading strategies using a combination of technical analysis, market indicators, and options. Along the way, it skillfully details how these analytical techniques can help you capture profits while also protecting positions from adverse market conditions. Details the varying elements of technical analysis, from chart type and analysis period to time itself Highlights how to build strategies around reversal and continuation patterns, oscillators, and exchange-traded funds Reveals how you can exploit small inefficiencies in the options marketplace Filled with in-depth insights and expert advice, Increasing Alpha with Options will quickly familiarize you with everything from the various elements of technical analysis to leveraging the power of options, and show you how applying these tools and techniques to your trading or investing endeavors can improve overall performance.

Portable Alpha Theory and Practice
Portable Alpha Theory and Practice

Author: Sabrina Callin

Publisher: John Wiley & Sons

Published: 2011-07-07

Total Pages: 376

ISBN-13: 1118160673

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As an original innovator of the portable alpha concept, PIMCO has been managing an increasing number of different portable alpha strategies for investors since 1986. And now, with Portable Alpha Theory and Practice, the PIMCO team shares their extensive experiences with you. Filled with in-depth insights and expert guidance, this reliable resource provides an informative look at portable alpha and key related concepts, as well as detailed discussion on the many ways it can be applied in real-world situations.

Alpha Trading
Alpha Trading

Author: Perry J. Kaufman

Publisher: John Wiley & Sons

Published: 2011-02-04

Total Pages: 325

ISBN-13: 1118001222

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From a leading trading systems developer, how to make profitable trades when there are no obvious trends How does a trader find alpha when markets make no sense, when price shocks cause diversification to fail, and when it seems impossible to hedge? What strategies should traders, long conditioned to trend trading, deploy? In Alpha Trading: Profitable Strategies That Remove Directional Risk, author Perry Kaufman presents strategies and systems for profitably trading in directionless markets and in those experiencing constant price shocks. The book Details how to exploit new highs and lows Describes how to hedge primary risk components, find robustness, and craft a diversification program Other titles by Kaufman: New Trading Systems and Methods, 4th Edition and A Short Course in Technical Trading, both by Wiley Given Kaufman's 30 years of experience trading in almost every kind of market, his Alpha Trading will be a welcome addition to the trading literature of professional and serious individual traders for years to come.

Positional Option Trading
Positional Option Trading

Author: Euan Sinclair

Publisher: John Wiley & Sons

Published: 2020-09-01

Total Pages: 246

ISBN-13: 1119583519

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A detailed, one-stop guide for experienced options traders Positional Option Trading: An Advanced Guide is a rigorous, professional-level guide on sophisticated techniques from professional trader and quantitative analyst Euan Sinclair. The author has over two decades of high-level option trading experience. He has written this book specifically for professional options traders who have outgrown more basic trading techniques and are searching for in-depth information suitable for advanced trading. Custom-tailored to respond to the volatile option trading environment, this expert guide stresses the importance of finding a valid edge in situations where risk is usually overwhelmed by uncertainty and unknowability. Using examples of edges such as the volatility premium, term-structure premia and earnings effects, the author shows how to find valid trading ideas and details the decision process for choosing an option structure that best exploits the advantage. Advanced topics include a quantitative approach for directionally trading options, the robustness of the Black Scholes Merton model, trade sizing for option portfolios, robust risk management and more. This book: Provides advanced trading techniques for experienced professional traders Addresses the need for in-depth, quantitative information that more general, intro-level options trading books do not provide Helps readers to master their craft and improve their performance Includes advanced risk management methods in option trading No matter the market conditions, Positional Option Trading: An Advanced Guide is an important resource for any professional or advanced options trader.

Alpha Trader
Alpha Trader

Author: Brent Donnelly

Publisher:

Published: 2021-06-12

Total Pages: 514

ISBN-13: 9781736739815

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Trading is a chaotic, complex, and loosely-structured game played by the smartest minds and most expensive computers in the world. It is the ultimate puzzle. Few can trade at an elite level for an extended period. The game is constantly changing and the rules, mechanics, and probabilities are difficult to observe and forever in flux. Just when you think you've got a plan: BAM. You get punched in the mouth. Trading attracts intelligent, driven individuals who see enormous financial rewards and few barriers to entry. But no amount of intelligence or skill is enough if you are irrational, undisciplined, or overconfident. The best analysis is useless if you keep reaching for the self-destruct button. How do you survive and excel in this high-stakes competition? How do you become an Alpha Trader? The answer is mindset, methodology, and math. ALPHA TRADER is not a behavioral economics textbook and it is not a boring, theoretical deep dive into trading psychology. It's a practical guide full of actionable information, exciting and relevant trading floor stories, concisely-distilled research, and real-life examples that explain and reinforce critical concepts. The book details the specific strategies, tactics, and habits that lead to professional trading success. It will help you become more self-aware, rational, and profitable. This book will make you a better trader. It will help you unlock more edge and it will motivate you to become an expert in your market. It covers practical and essential topics like strategy vs. tactics, microstructure, market narrative, technical analysis, sentiment, positioning and systematic risk management. It will explain the importance of adaptation, rational thinking, behavioral bias, and risk of ruin. Brent Donnelly, the author of ALPHA TRADER, has been a professional trader for more than two decades and has been writing about macro and markets for more than 15 years. His writing style is engaging, approachable, and entertaining and he has the experience and knowledge of a veteran professional trader. His first book, The Art of Currency Trading is a bestseller and has received rave reviews. Brent has worked as a senior FX dealer at some of the biggest banks in the world. He has traded global macro for a Connecticut hedge fund, and he has day traded equities with his own money. He loves trading and he loves writing about it. ALPHA TRADER is for traders of every skill and experience level. Veterans and rookies alike will benefit as the book digs into topics like self-awareness, discipline, endurance, and grit. Learn the common traits of winning traders, the myriad sources of trader kryptonite, how to improve your decision-making, and how smart people do stupid things, all the time. Professional trading is a lifelong journey of self-improvement, struggle, adaptation, and success. This book will help you level up on that journey. Be rational and self-aware. Learn, adapt, and grow. Unleash the Alpha.

Positive Alpha Generation
Positive Alpha Generation

Author: Claude Diderich

Publisher: John Wiley & Sons

Published: 2009-02-18

Total Pages: 364

ISBN-13: 0470742879

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Diderich describes tools and techniques, which can be used to develop quantitative models for actively managing investment products, and focuses on how theoretical models can and should be used in practice. He describes the interaction between different elements of an investment process's value chain in a single and consistent framework. A key focus is placed on illustrating the theory with real world examples. At the end of the book the reader will be capable of designing or enhancing an investment process for an investment or portfolio managers products from start to finish. * Increased pressure to add value through investments makes this a hot topic in the investment world * Combined theoretical and practical approach makes this book appealing to a wide audience of quants and investors * The only book to show how to design and implement quantitative models for gaining positive alpha

Dynamic Hedging
Dynamic Hedging

Author: Nassim Nicholas Taleb

Publisher: John Wiley & Sons

Published: 1997-01-14

Total Pages: 536

ISBN-13: 9780471152804

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Destined to become a market classic, Dynamic Hedging is the only practical reference in exotic options hedgingand arbitrage for professional traders and money managers Watch the professionals. From central banks to brokerages to multinationals, institutional investors are flocking to a new generation of exotic and complex options contracts and derivatives. But the promise of ever larger profits also creates the potential for catastrophic trading losses. Now more than ever, the key to trading derivatives lies in implementing preventive risk management techniques that plan for and avoid these appalling downturns. Unlike other books that offer risk management for corporate treasurers, Dynamic Hedging targets the real-world needs of professional traders and money managers. Written by a leading options trader and derivatives risk advisor to global banks and exchanges, this book provides a practical, real-world methodology for monitoring and managing all the risks associated with portfolio management. Nassim Nicholas Taleb is the founder of Empirica Capital LLC, a hedge fund operator, and a fellow at the Courant Institute of Mathematical Sciences of New York University. He has held a variety of senior derivative trading positions in New York and London and worked as an independent floor trader in Chicago. Dr. Taleb was inducted in February 2001 in the Derivatives Strategy Hall of Fame. He received an MBA from the Wharton School and a Ph.D. from University Paris-Dauphine.

Alpha Male Syndrome
Alpha Male Syndrome

Author: Kate Ludeman

Publisher: Harvard Business Press

Published: 2006-10-10

Total Pages: 276

ISBN-13: 1422163199

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The business world swarms with alpha males—powerhouses who take charge, produce astonishing results, and bring enormous value to their organizations. But many alphas also leave a path of destruction in their wake. Competitive, belligerent, and impatient, these hard-charging leaders can run roughshod over colleagues and employees, to the detriment of their careers and the bottom line. In Alpha Male Syndrome, Kate Ludeman and Eddie Erlandson build on their Harvard Business Review article “Coaching the Alpha Male”—sounding a wake-up call to all alphas and the companies they work for. The authors show alphas how to leverage their unique strengths while confronting their destructive “flip side risks.” They describe the distinguishing dynamics of the alpha male syndrome and identify four breeds: commanders, executors, strategists, and visionaries. By understanding each type’s nuances, alphas can transform themselves into more effective leaders. And those who work with alphas can transform nightmare work groups into collaborative dream teams. Exercises, checklists, and tips enable readers to harness the enormous power of the alpha personality while minimizing the downsides of alpha behavior.

The Alpha Formula
The Alpha Formula

Author: Chris Cain

Publisher:

Published: 2019-08-15

Total Pages:

ISBN-13: 9780578530840

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The Alpha Formula is a combination of:¿Quantitative Investment Strategies¿Behavioral Finance, and¿Applying First Principles to portfolio constructionIn this book we will touch on a handful of the most pervasive behavioral biases that befall investors and how they can lead to certain, predictable, repeatable market behavior. We will then use this market behavior to construct four minimally correlated trading strategies, complete with rules and historical test results. Each strategy attacks a First Principle, or self-evident truth, about the market. This results in strategies that are inherently different and uncorrelated. Finally, combining our four strategies leads us to The Alpha Formula portfolio.