Volatility Trading

What Hacker News says

1. WiSaGaNJan 2021
   I would recommend Euan Sinclair's Volatility Trading. It provides enough mathematical vigor while focusing on intuition from a trader's perspective.
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2. haliaxJun 2010
   I'd advise you to read Fortune's Formula, by William Poundstone first. It's entertaining, an easy read, and you'll pick up loads of information that will be useful going forward.

   After that:

   If you want to invest on fundamentals go for both of Graham&Dodd (aka the bible) and Seth Klarman's margin of safety (http://www.my10000dollars.com/MS.pdf).

   For technical/quant trading both Trading+Exchanges and Volatility Trading are good books to read. Then look up some of the articles on wilmott.com and papers about things like Universal Portfolios or Neural Networks for trading on places like CiteSeer. Poking around Interactive Brokers' documentation isn't a bad idea either.

   Hope this helps!

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3. skolosApr 2018
   In volatility trading you don't cary naked options (you hedge them usually dynamicaly - readjusting hedge every now and then) and usually close positions before options expire. So your analysis does not apply. If you want to get understanding on how to trade volatility the "Volatility Trading" by Euan Sinclair is excelent.
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