Advanced Volatility Engineering: Python Techniques for Dynamic Hedging, Vol Surface Modeling, and Options Alpha Generation: A Quantitative Framework for Building, Testing, and Automating - Brossura

Preston, James

 
9798268761207: Advanced Volatility Engineering: Python Techniques for Dynamic Hedging, Vol Surface Modeling, and Options Alpha Generation: A Quantitative Framework for Building, Testing, and Automating
Brossura
ISBN 13: 9798268761207
Casa editrice: Independently published, 2025

Sinossi

Reactive Publishing

A Quantitative Framework for Building, Testing, and Automating Volatility Strategies in Modern Options Markets

Volatility isn’t just noise, it’s an asset class.
In Advanced Volatility Engineering, James Preston delivers the definitive guide to mastering the structure, behavior, and opportunity embedded within the volatility surface. Designed for professional traders, quantitative analysts, and algorithmic investors, this book bridges the gap between theoretical finance and systematic execution.

Inside, you’ll learn how to:

  • Model and analyze volatility surfaces using advanced Python frameworks.

  • Construct delta-neutral and gamma-optimized portfolios that adapt dynamically to changing market regimes.

  • Implement volatility arbitrage and dispersion strategies using live market data.

  • Automate volatility strategies through rigorous backtesting and AI-driven signal design.

  • Engineer consistent options alpha through risk-adjusted hedging and volatility forecasting.

This book goes beyond traditional options literature. You’ll explore the mathematics of variance, stochastic volatility models, and surface dynamics, then translate them into real, executable systems. Each chapter blends quantitative insight with production-grade Python code, enabling you to design, test, and deploy volatility strategies at institutional scale.

Whether you’re building a prop-trading desk, refining your hedge-fund infrastructure, or advancing your own trading algorithms, Advanced Volatility Engineering equips you with the frameworks, tools, and intuition to turn volatility into a consistent profit engine.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Editore
Independently published
Data di pubblicazione
2025
Lingua
Inglese
ISBN 13 
9798268761207
Rilegatura
Copertina flessibile
Numero di pagine
716
Redattore
Schwartz Alice
Contatto del produttore
non disponibile
Persona responsabile
non disponibile