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Könyv Volatility Trading Strategies with Python Hayden Van Der Post

Volatility Trading Strategies with Python

From VIX to Vega Neutral Portfolios: Master Implied Volatility, Forecasting, and Risk-Neutral Trading in Options Markets

Szerző: Hayden Van Der Post, Alice Schwartz
Nyelv: Angol
Kötés: Puha kötésű
Kiadó: Independently published
Elérhetőség: Beszállítói készleten
Küldés 9-15 napon belül
16 594 Ft
Reactive PublishingVolatility is not just a byproduct of options, it's an asset class in its own rig...

Információk a könyvről

Szerző
Hayden Van Der Post, Alice Schwartz
Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2025
oldal
668
EAN
9798268329674
Enbook ID
50558459
Kiadó
Independently published
Súly
1142
Méretek
178 x 254 x 34

Teljes leírás

Reactive Publishing

Volatility is not just a byproduct of options, it's an asset class in its own right. Successful traders know how to analyze, forecast, and trade volatility to build portfolios that thrive in both calm and chaotic markets.

Volatility Trading Strategies with Python gives you a complete framework for mastering volatility. From the VIX index to vega-neutral hedging, you'll learn how to design, test, and execute strategies that capture opportunities hidden in the volatility surface.


What You'll Learn

  • Understanding Volatility: Historical vs. implied volatility, term structure, and skew.

  • VIX and Volatility Indices: How they're built, traded, and used in hedging.

  • Portfolio Construction: Delta-hedged, vega-neutral, and gamma-neutral strategies.

  • Trading Strategies: Straddles, strangles, calendar spreads, and dispersion trades.

  • Forecasting Models: GARCH, stochastic volatility, and machine learning approaches.

  • Python Implementation: Build volatility forecasting models and trading systems step-by-step.


Tools and Frameworks Covered

  • Python (Pandas, NumPy, SciPy, Statsmodels)

  • Options data structures and volatility surfaces

  • GARCH and stochastic volatility models

  • Backtesting engines for volatility-driven strategies


Who This Book Is For

  • Options traders seeking to specialize in volatility

  • Quants and analysts designing risk-hedged strategies

  • Data scientists expanding into financial markets

  • Python developers applying quantitative methods in trading

Érdekelheti

Kubrick

Robert P. Kolker
11 033 Ft

Azok a vásárlók, akik ezt a könyvet megvásárolták, a következőket is megvásárolták

Talitha

Carolin Philipps
5 094 Ft