Опционы. Разработка, оптимизация и тестирование торговых стратегий

Авторы последовательно описывают все стадии построения автоматизированных торговых систем, ориентированных на эксплуатацию уникальных характеристик опционов. В книге представлены базовые элементы создания и формализации стратегий, оперирующих сложно-структурированными портфелями, которые могут состоять из потенциально неограниченного количества опционных комбинаций. Дается детальное описание основных методов, применимых к оптимизации опционных стратегий. Особое внимание уделяется динамической оценке рисков стратегии на уровне портфеля (а не отдельно взятых опционных комбинаций).

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Options: Development, Optimization, and Testing of Trading Strategies

Unlock the power of options trading with this comprehensive guide to developing, optimizing, and testing automated trading strategies. This book provides a step-by-step approach to building sophisticated trading systems that leverage the unique characteristics of options contracts.

Book Overview and Main Themes

This book delves into the core principles of creating and formalizing options trading strategies, focusing on complex portfolios that can encompass a virtually unlimited number of option combinations. It offers a detailed exploration of essential methods for optimizing these strategies, with a strong emphasis on dynamic risk assessment at the portfolio level, rather than individual option combinations. Key themes include:

• Automated trading system development
• Options strategy formalization and optimization
• Portfolio-level risk management
• Dynamic risk assessment techniques

Target Audience and Reading Level

This book is ideal for:

• Experienced traders looking to automate their options strategies
• Quantitative analysts and developers interested in building sophisticated trading systems
• Finance professionals seeking a deeper understanding of options trading and risk management

A solid understanding of options trading concepts and basic programming skills is recommended.

Key Features and Benefits

• Step-by-step guidance: Learn the complete process of building automated options trading systems.
• Comprehensive coverage: Explore a wide range of optimization techniques and risk management strategies.
• Practical examples: Gain insights from real-world examples and case studies.
• Portfolio-level focus: Understand how to manage risk across entire options portfolios.

Why Choose This Book?

In today's fast-paced financial markets, automated trading systems are essential for success. This book provides the knowledge and tools you need to develop and optimize your own options trading strategies, giving you a competitive edge. Whether you're a seasoned trader or a quantitative analyst, this book will empower you to build robust and profitable trading systems.