Trading Volatility Using Correlation, Term Structure and Skew
- Learn to successfully trade VIX, UVXY, TVIX, VXXB & SVXY
- Indbinding:
- Paperback
- Sideantal:
- 72
- Udgivet:
- 4. marts 2019
- Størrelse:
- 229x152x4 mm.
- Vægt:
- 118 g.
- 8-11 hverdage.
- 12. december 2024
Forlænget returret til d. 31. januar 2025
Normalpris
Abonnementspris
- Rabat på køb af fysiske bøger
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding
Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding
Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.
Beskrivelse af Trading Volatility Using Correlation, Term Structure and Skew
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.
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.
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