Systematic Options Trading: Evaluating, Analyzing, and Profiting from Mispriced Option Opportunities

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9780137085491: Systematic Options Trading: Evaluating, Analyzing, and Profiting from Mispriced Option Opportunities

Sophisticated options traders need systematic, reliable approaches for identifying the best option combinations, underlying assets, and strategies. This book makes these approaches available for the first time. Leading-edge traders and researchers Sergey Izraylevich and Vadim Tsudikman treat the option market as a whole: an unlimited set of trading variants composed of all option combinations that can be constructed at any specific time moment (using all possible strategies and underlying assets). They introduce a system that permits thorough analysis and comparison of many option combinations in terms of both expected profitability and potential risk. For the first time, they formalize and classify more than a dozen criteria intended to select preferable trading alternatives from a vast quantity of potential opportunities, and show how to apply multiple valuation criteria concurrently to select the best possible trades. By applying these principles consistently, traders can systematically identify subtle price distortions using proven statistical parameters. They can gain a clear and consistent advantage over competing traders, transforming option trading into a continuous process of profit generation with tightly controllable parameters of risk and profitability.

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From the Back Cover:

New Techniques for Systematically Identifying Your Best Options Trading Opportunities from the Entire Market

 

  • Track every active trading possibility to find and profit from mispriced options
  • A breakthrough approach to selecting option combinations, underlying assets, and strategies
  • An indispensable resource for hedge fund managers, quants, and other serious traders and portfolio managers

The options markets are broad and diverse, but promising trading opportunities are scarce and difficult to identify. To succeed consistently, traders must analyze a vast number of alternatives. Until now, the tools they’ve relied on to do this have been woefully inadequate.

 

In Systematic Options Trading, two leading hedge fund managers and options researchers introduce breakthrough techniques for evaluating the entire market and identifying the most profitable trades at any given moment. Writing for mathematically sophisticated readers, Sergey Izraylevich and Vadim Tsudikman introduce a systematic approach that fully integrates multicriteria analysis, statistics, and probability theory.

 

Izraylevich and Tsudikman solve three fundamental problems of options trading: selecting option combinations, underlying assets, and strategies. They show how to create, test, and optimize your own criteria and quickly adapt them to changing market environments.

 

After you’ve learned how to establish useful, strictly formalized criteria, the authors show how to simultaneously apply them–carefully avoiding subjective influences and achieving the highest possible return at any specified level of risk.

 

Practical application of the approaches and techniques described in this book can be found at www.sys-options.com.

 

The authors may be contacted at izraylevich.hti@numericable.fr

 

Sophisticated options traders need systematic, reliable approaches for identifying the best option combinations, underlying assets, and selecting the most appropriate strategies. This book makes these approaches widely available for the first time.

 

Leading-edge traders and researchers Sergey Izraylevich and Vadim Tsudikman treat the option market as a whole: an unlimited set of trading variants composed of all option combinations that can be constructed at any specific moment using all possible strategies and underlying assets. They introduce a comprehensive system for thoroughly analyzing and comparing many option combinations based on expected profitability and potential risk.

 

Izraylevich and Tsudikman formalize and classify more than a dozen criteria intended to select preferable trading alternatives from a vast quantity of potential opportunities and show how to apply multiple valuation criteria concurrently to select the best possible trades.

 

By applying this book’s principles, traders can consistently identify subtle price distortions using optimized statistical parameters. They can gain a clear and consistent advantage over competing traders, transforming option trading into a continuous process of profit generation with tightly controllable parameters of risk and profitability.

 

This book shows sophisticated, mathematically oriented traders how to:

 

  • Use reliable criteria to evaluate the profitability of any option combination
  • Solve three central problems of option trading: choosing the best strategies, underlying assets, and algorithms to create option combinations
  • Apply multiple complementary criteria concurrently to evaluate and compare trading opportunities
  • Create your own criteria and optimize their parameters
  • Test the effectiveness of your criteria and adapt them to changing markets

About the Author:

Sergey Izraylevich, Ph.D., chairman of the board of High Technology Invest Inc., began his career as a lecturer at The Hebrew University of Jerusalem and Tel-Hay Academic College. He received numerous awards for academic excellence, including Golda Meir’s prize and the Max Shlomiok honor award of distinction. Sergey has traded options for more than 10 years and engages in creating automated systems for the algorithmic trading of options. He is the author of numerous articles published in highly rated, peer-reviewed scientific journals. Sergey is a columnist for Futures magazine.

 

Vadim Tsudikman, president of High Technology Invest Inc., is a financial consultant and investment advisor specializing in derivatives valuation, hedging, and capital allocation in extreme market environments. With 12 years of options trading experience, he develops complex trading systems based on multicriteria analyses and genetic optimization algorithms. In co-authorship with Sergey Izraylevich, Vadim contributes articles to Futures magazine on the cutting-edge issues related to options pricing, volatility, and risk management.

 

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Sergey Izraylevich Ph.D., Vadim Tsudikman
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ISBN 10: 0137085494 ISBN 13: 9780137085491
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