Volatility TradingEuan Sinclair
Volatility Trading
by Euan Sinclair · first published 2008
3mentions
2recommended by
3HN commenters
2010–2021first – last mentioned
67% recommend33% neutral
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I would recommend Euan Sinclair's Volatility Trading. It provides enough mathematical vigor while focusing on intuition from a trader's perspective.
on “What Is a Gamma Squeeze in the Context of Stock Trading?” ↗…to invest on fundamentals go for both of Graham&Dodd (aka the bible) and Seth Klarman's margin of safety (http://www.my10000dollars.com/MS.pdf). For technical/quant trading both Trading+Exchanges and Volatility Trading are good books to read. Then look up some of the articles on wilmott.com and papers about things like Universal Portfolios or Neural Networks for trading on places like CiteSeer. Poking around Interactive…
on “Ask HN: Good resources for learning+getting into Finance / Trading?” ↗In volatility trading you don't cary naked options (you hedge them usually dynamicaly - readjusting hedge every now and then) and usually close positions before options expire. So your analysis does not apply. If you want…
on “Ask HN: Anyone making money through algorithmic trading?” ↗