December 2013
Beginner to intermediate
286 pages
5h 46m
English
Content preview from F# for Quantitative FinanceBecome an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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Learning relative value trading strategies
Relative value volatility trading refers to trading volatility using opposite legs of some financial instruments, such as options, to take advantage of the movement in volatility. Usually, one would initiate a trade with a long call and a short call, forming a two-legged trade. There are a lot of variations to these types of trades, and we will mainly look at trading the slope of the volatility smile using options. This will form the basis of the trading strategy used in this book.
Trading the slope of the smile
First, we'll recap Chapter 6, Exploring Volatility, where we looked at the smile effect for options on the OMX exchange in Sweden. The volatility smile is a phenomenon observed in stock markets. ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.