Options: development, optimization and testing of trading strategies

29,99

In stock

Options: development, optimization and testing of trading strategies

29,99

Add to Cart

In stock

Until now, all automated trading books have focused on traditional stock instruments such as stocks, futures, or currencies. Options trading is based on other fundamental principles, logical and quantitative methods. The authors consistently describe all the 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 with complexly structured portfolios, which can consist of a potentially unlimited number of option combinations. A detailed description of the main methods applicable to optimizing option strategies is given. In conclusion, a step-by-step algorithm for testing the strategy, assessing its reliability and stability is given; special emphasis is placed on the problem of fitting test results to historical data.

Barcode: 9785907274600 SKU: 70167620 Categories: ,
Publication language: Russian

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