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Options: Development, Optimization and Testing of Trading Strategies

29.99 €
Out of stock
Options: Development, Optimization and Testing of Trading Strategies
29.99 €
Until now, all books on automated trading have focused on traditional exchange-traded instruments such as stocks, futures or currencies. Options trading is based on other fundamental principles, logical and quantitative methods. The authors consistently describe all stages of building automated trading systems focused on exploiting the unique characteristics of options. The book presents the basic elements of creating and formalizing strategies that operate complex-structured portfolios that can consist of a potentially unlimited number of option combinations. A detailed description of the basic methods applicable to the optimization of option strategies is given. Finally, a step-by-step algorithm for testing a strategy, assessing its reliability and stability is presented; special emphasis is placed on the problem of fitting the test results to historical data.
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