Читать книгу The Unlucky Investor's Guide to Options Trading - Julia Spina - Страница 2
Table of Contents
Оглавление1 Cover
5 Foreword
6 Preface
9 Introduction: Why Trade Options?
10 Chapter 1: Math and Finance Preliminaries Stocks, Exchange‐Traded Funds, and Options The Efficient Market Hypothesis Probability Distributions The Black‐Scholes Model The Greeks Covariance and Correlation Additional Measures of Risk Notes
11 Chapter 2: The Nature of Volatility Trading and Implied Volatility Trading Volatility The States of VIX IV Reversion Takeaways Notes
12 Chapter 3: Trading Short Premium Background: A Note on Visualizing Option Risk Background: A Note on Quantifying Option Risk Trading in High IV Number of Occurrences Portfolio Allocation and Position Sizing Active Management and Efficient Capital Allocation Takeaways Notes
13 Chapter 4: Buying Power Reduction Takeaways Notes
14 Chapter 5: Constructing a Trade Choose an Asset Universe Choose an Underlying Choose a Contract Duration Choose Defined or Undefined Risk Choose a Directional Assumption Choosing a Delta Takeaways Notes
15 Chapter 6: Managing Trades Managing According to DTE Managing According to a Profit or Loss Target Comparing Management Techniques and Choosing a Strategy A Note about Long‐Term Risk Takeaways Notes
16 Chapter 7: Basic Portfolio Management Capital Allocation and Position Sizing The Basics of Diversification Maintaining Portfolio Greeks Takeaways Notes
17 Chapter 8: Advanced Portfolio Management Advanced Diversification Balancing Capital According to POP Constructing a Sample Portfolio Takeaways Notes
18 Chapter 9: Binary Events Option Strategies for Binary Events Takeaways Note
19 Chapter 10: Conclusion and Key Takeaways
20 Appendix I. The Logarithm, Log‐Normal Distribution, and Geometric Brownian Motion, with contributions from Jacob Perlman II. Expected Range, Strike Skew, and the Volatility Smile III. Conditional Probability IV. The Kelly Criterion, derivation courtesy of Jacob Perlman Notes
21 Glossary of Common Tickers, Acronyms, Variables, and Math Equations
22 References
23 Index
