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Volatiliteitsarbitrage (Master Option Trader-Serie): Profiteren van verkeerde prijsbepalingen op het volatiliteitsoppervlak
Paperback
Series: de Master Option Trader, Book 2
Business GeneralInvesting & Finance
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ISBN13: 9798252098319
Publisher: Independently Published
Published: Mar 14 2026
Pages: 218
Weight: 0.66
Height: 0.46 Width: 6.00 Depth: 9.00
Language: Dutch
Publisher: Independently Published
Published: Mar 14 2026
Pages: 218
Weight: 0.66
Height: 0.46 Width: 6.00 Depth: 9.00
Language: Dutch
De meeste traders die zichzelf volatiliteitsarbitrageurs noemen, beheren in werkelijkheid directionele volatiliteitsposities die zijn verpakt in de taal van arbitrage. Dit boek corrigeert dat. Volledig. Volatiliteitsarbitrage gaat niet over het voorspellen of de volatiliteit zal stijgen of dalen. Het gaat erom te herkennen wanneer een deel van het volatiliteitsoppervlak verkeerd geprijsd is ten opzichte van een ander deel en systematisch die spread te benutten voordat deze verdwijnt. Deze verschuiving van het absolute naar het relatieve vormt de scheidslijn tussen retail-optiehandel en institutioneel werk met volatiliteit.
Volatiliteitsarbitrage, boek 2 in de Master Option Trader-serie, leert je dit raamwerk op institutioneel niveau uit te voeren. Calendar spreads, diagonale structuren, ratio trades, dispersie- en correlatie-arbitrage, vega-risico over meerdere looptijden en de volledige mechanica van de VIX-termijnstructuur - inclusief een forensische casestudy van het backwardation-evenement van 5 augustus 2024, de meest extreme helling van de termijnstructuur buiten 2008 en de COVID-periode.
Inhoud:
- Het volatiliteitsoppervlak: geometrie, kromming, helling en signalen van verstoring
- Calendar spreads, diagonalen en ratio spreads gebouwd voor uitvoering van relatieve waarde
- Dispersie- en impliciete correlatie-arbitrage - het institutionele raamwerk
- Convergentietrades in de VIX-termijnstructuur: instap, position sizing en exit-discipline
- Acht verborgen killers van posities met meerdere expiraties - en hoe je ze herkent voordat ze geld kosten
- Het Vol Arb Operating System: pre-trade workflow, schokmatrix en position sizing op basis van overlevingskans
- Monte Carlo-simulatie van het volatiliteitsoppervlak voor evaluatie van pad-risico
Theta is niet het voordeel. Het voordeel is de verkeerde prijsstelling.
Dit boek leert je hoe je die kunt vinden, positioneren en benutten - en wanneer je beter aan de zijlijn kunt blijven wanneer de omstandigheden een trade gevaarlijk maken. Voor traders die boek 1 hebben voltooid en klaar zijn om van convexiteit naar het volatiliteitsoppervlak te gaan.
Inhoud:
- Het volatiliteitsoppervlak: geometrie, kromming, helling en signalen van verstoring
- Calendar spreads, diagonalen en ratio spreads gebouwd voor uitvoering van relatieve waarde
- Dispersie- en impliciete correlatie-arbitrage - het institutionele raamwerk
- Convergentietrades in de VIX-termijnstructuur: instap, position sizing en exit-discipline
- Acht verborgen killers van posities met meerdere expiraties - en hoe je ze herkent voordat ze geld kosten
- Het Vol Arb Operating System: pre-trade workflow, schokmatrix en position sizing op basis van overlevingskans
- Monte Carlo-simulatie van het volatiliteitsoppervlak voor evaluatie van pad-risico
Theta is niet het voordeel. Het voordeel is de verkeerde prijsstelling.
Dit boek leert je hoe je die kunt vinden, positioneren en benutten - en wanneer je beter aan de zijlijn kunt blijven wanneer de omstandigheden een trade gevaarlijk maken. Voor traders die boek 1 hebben voltooid en klaar zijn om van convexiteit naar het volatiliteitsoppervlak te gaan.
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