Trading Volatility ETFs

Trading Volatility ETFs
Author: Adam Warner
Publisher: FT Press
Total Pages: 48
Release: 2011-12-07
Genre: Business & Economics
ISBN: 0132946610

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Normal 0 false false false MicrosoftInternetExplorer4 Volatility is one of the defining characteristics of today’s global markets. As a result, many traders are seeking better ways to profit from their bets on shifting volatility. Once, the primary way to trade volatility was to buy and sell standard calls and puts. Then, the world discovered VIX, the so-called “Fear Index.” Next, the CBOE devised ways to trade the VIX: first VIX futures, and then VIX options. Unfortunately, not everyone can trade futures; hence, the latest of innovations derived from ETFs are volatility-based Exchange Traded Notes (ETNs): first VXX, then VXZ, and now more than two dozen additional competitors. These debt instruments can be excellent trading and hedging vehicles, but they don’t perfectly track the VIX. As a result, it’s tricky to use them reliably, and many traders who’ve experimented with them have suffered significant losses. In Trading Volatility ETFs, Adam Warner explains the structures of VXX and VXZ, reveals how they’ve worked in the past, and projects their behavior in different market environments. He systematically demystifies their subtleties, explains who should and shouldn’t use them, and describes how they can best be applied in effective hedging and trading.

Trading Volatility ETFs

Trading Volatility ETFs
Author: Adam G. Warner
Publisher:
Total Pages: 27
Release: 2011
Genre: Electronic book
ISBN:

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Trading Volatility (VIX) ETNs, ETFs, and Derivatives

Trading Volatility (VIX) ETNs, ETFs, and Derivatives
Author: Lawrence G. McMillan
Publisher: Wiley
Total Pages:
Release: 2014-11-03
Genre: Business & Economics
ISBN: 9781118657829

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In this essential video seminar for traders, Larry McMillan explains how to trade volatility using options and ETFs In this must-have seminar, options guru Larry McMillan looks at the basics of VIX futures and options trading, including how to properly price options and compute deltas. He discusses the more popular volatility ETNs and ETFs, as well as a host of other products. McMillan offers expert insight on major volatility products and what they can and cannot do, and explains how volatility ETNs can affect VIX futures markets. Shows traders how to maximize their profits by utilizing volatility Written by a respected and successful trader and options expert Fully explains an increasingly popular kind of derivative and how it behaves differently than other derivatives

Volatility Trading, + Website

Volatility Trading, + Website
Author: Euan Sinclair
Publisher: Wiley
Total Pages: 320
Release: 2013-04-01
Genre: Business & Economics
ISBN: 9781118347133

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Popular guide to options pricing and position sizing for quant traders In this second edition of this bestselling book, Sinclair offers a quantitative model for measuring volatility in order to gain an edge in everyday option trading endeavors. With an accessible, straightforward approach, he guides traders through the basics of option pricing, volatility measurement, hedging, money management, and trade evaluation. This new edition includes new chapters on the dynamics of realized and implied volatilities, trading the variance premium and using options to trade special situations in equity markets. Filled with volatility models including brand new option trades for quant traders Options trader Euan Sinclair specializes in the design and implementation of quantitative trading strategies Volatility Trading, Second Edition + Website outlines strategies for defining a true edge in the market using options to trade volatility profitably.

Trading Volatility Using the 50-30-20 Strategy

Trading Volatility Using the 50-30-20 Strategy
Author: Brennan Nykreim
Publisher: Createspace Independent Publishing Platform
Total Pages: 136
Release: 2017-10-31
Genre:
ISBN: 9781978320413

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If you wanted to learn more about Trading Volatility - tickers like UVXY, TVIX, VXX, SVXY & XIV - then this book is for you. The book discusses how the VIX related ETFs/ETNs are priced and introduces you to an innovative & logical 50-30-20 strategy where you keep 50% of your portfolio as cash, use 30% of your portfolio for swing trades and 20% of portfolio for carrying UVXY & TVIX shorts long-term. The book discusses why going long volatility is generally unwise. The book explains "risk management" as well as change in strategy in a bear market.

Volatility Trading

Volatility Trading
Author: Euan Sinclair
Publisher: John Wiley & Sons
Total Pages: 328
Release: 2013-03-18
Genre: Business & Economics
ISBN: 1118416724

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Popular guide to options pricing and position sizing for quant traders In this second edition of this bestselling book, Sinclair offers a quantitative model for measuring volatility in order to gain an edge in everyday option trading endeavors. With an accessible, straightforward approach, he guides traders through the basics of option pricing, volatility measurement, hedging, money management, and trade evaluation. This new edition includes new chapters on the dynamics of realized and implied volatilities, trading the variance premium and using options to trade special situations in equity markets. Filled with volatility models including brand new option trades for quant traders Options trader Euan Sinclair specializes in the design and implementation of quantitative trading strategies Volatility Trading, Second Edition + Website outlines strategies for defining a true edge in the market using options to trade volatility profitably.

Trading Volatility

Trading Volatility
Author: Colin Bennett
Publisher:
Total Pages: 316
Release: 2014-08-17
Genre:
ISBN: 9781461108757

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This publication aims to fill the void between books providing an introduction to derivatives, and advanced books whose target audience are members of quantitative modelling community. In order to appeal to the widest audience, this publication tries to assume the least amount of prior knowledge. The content quickly moves onto more advanced subjects in order to concentrate on more practical and advanced topics. "A master piece to learn in a nutshell all the essentials about volatility with a practical and lively approach. A must read!" Carole Bernard, Equity Derivatives Specialist at Bloomberg "This book could be seen as the 'volatility bible'!" Markus-Alexander Flesch, Head of Sales & Marketing at Eurex "I highly recommend this book both for those new to the equity derivatives business, and for more advanced readers. The balance between theory and practice is struck At-The-Money" Paul Stephens, Head of Institutional Marketing at CBOE "One of the best resources out there for the volatility community" Paul Britton, CEO and Founder of Capstone Investment Advisors "Colin has managed to convey often complex derivative and volatility concepts with an admirable simplicity, a welcome change from the all-too-dense tomes one usually finds on the subject" Edmund Shing PhD, former Proprietary Trader at BNP Paribas "In a crowded space, Colin has supplied a useful and concise guide" Gary Delany, Director Europe at the Options Industry Council

ETF Trading and Investing Strategies (Collection)

ETF Trading and Investing Strategies (Collection)
Author: Tom Lydon
Publisher: FT Press
Total Pages: 985
Release: 2011-12-30
Genre: Business & Economics
ISBN: 0132931427

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Breakthrough ETF trading and investing strategies: 3 books packed with techniques for reducing your risks and costs – and supercharging your returns Three remarkable books help you use the latest ETF strategies to cut your investing costs, control your risks, and improve your returns! In The ETF Trend Following Playbook, Tom Lydonhelps you drive superior performance by combining proven trend following strategies, low-cost ETFs, and fully-proven technical analysis methods. You’ll discover how to quickly identify markets that are about to plummet, so you can get out of the way... and how to identify markets that are headed up, so you can capture all of their profits.In Buy–Don’t Hold, Leslie Masonson shows how to avoid the massive stock-market drops that destroy “buy and hold” investors, and offers specific, easy-to-use investing strategies for investors with each risk profile: conservative, moderate and aggressive. Finally, in Investing with Exchange Traded Funds Made Easy, Marvin Appel cuts through today’s ETF marketing hype, helping you choose the right ETFs from the hundreds now available. Drawing on objective data and proven, backtested strategies, Appel reveals what ETFs can and can’t do, and shows exactly how to use them to consistently beat the market. From world-renowned investing experts including Tom Lydon, Les Masonson, and Marvin Appel

Trading Volatility Using Correlation, Term Structure and Skew

Trading Volatility Using Correlation, Term Structure and Skew
Author: Seth Goldman
Publisher: Stanfordpub.com
Total Pages: 72
Release: 2019-03-04
Genre: Business & Economics
ISBN: 9789563101232

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Trading Volatility Using Correlation, Term Structure and Skew: Learn to successfully trade VIX, UVXY, TVIX, VXXB & SVXY If you wanted to learn more about Trading Volatility - tickers like UVXY, TVIX, VXXB & SVXY then this book is for you. The book discusses how the VIX related ETFs/ETNs are priced and introduces you to an innovative & logical strategy of portfolio carrying UVXY, VXXB & TVIX shorts long-term, and credit spreads with options. The book discusses why going long volatility is generally unwise. The book explains "risk management". One of the best resources out there for the volatility community. About the Author Seth Goldman is a portfolio manager within the Multi-Asset Strategy Group at Interactive Investment. Goldman has previously worked at Banco Santander as Head of Quantitative and Derivative Strategy, and Barclays Capital. Goldman studied Mathematics and Electrical Engineering and Finances at Stanford University.

Options Volatility Trading: Strategies for Profiting from Market Swings

Options Volatility Trading: Strategies for Profiting from Market Swings
Author: Adam Warner
Publisher: McGraw Hill Professional
Total Pages: 302
Release: 2009-10-13
Genre: Business & Economics
ISBN: 0071785825

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How to collect big profits from a volatile options market Over the past decade, the concept of volatility has drawn attention from traders in all markets across the globe. Unfortunately, this scrutiny has also created a proliferation of myths about what volatility means and how it works. Options Volatility Trading deconstructs some of the common misunderstandings about volatility trading and shows you how to successfully manage an options trading account and investment portfolio with expertise. This reliable guidebook provides an in-depth look at the volatility index (VIX) and demonstrates how to use it in conjunction with other analytical tools to determine an accurate measure of investor sentiment. However, recognizing a trend isn’t enough. In order to give you everything you need to profit in the options market, Options Volatility Trading also features: Detailed analysis of historical volatility patterns in the context of trading activity Insights into the behavioral psychology of trading volatility Revealing examinations of market noise that distorts exploitable anomalies Author Adam Warner, a recognized trading strategist and financial writer, sheds light on the required mathematics by thoroughly covering options Greeks and building a solid foundation for more advanced options and volatility concepts. He explains how to diversify your investment choices using the latest trading vehicles on the market, including exchange traded funds (ETFs), which offer exceptional money-earning potential for volatility traders. Applying the conceptual lessons in this in-depth book, you will be able to identify, collect, and process the abundance of data available every day in order to time the markets like a pro, as well as develop your own toolbox of best practices and time-tested strategies for locking in big profits from dramatic shifts in investor sentiment. Most importantly, Options Volatility Trading provides you with a go-to resource of dependable guidelines that will help you become a successful volatility trader in options and any other market.