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Arbitraggio Di Volatilità (Master Option Trader Serie): Sfruttare gli errori di valutazione sulla superficie di volatilitÃ
Paperback
Series: It Opzioni Master Trader, Book 2
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ISBN13: 9798252055282
Publisher: Independently Published
Published: Mar 14 2026
Pages: 222
Weight: 0.67
Height: 0.47 Width: 6.00 Depth: 9.00
Language: Italian
Publisher: Independently Published
Published: Mar 14 2026
Pages: 222
Weight: 0.67
Height: 0.47 Width: 6.00 Depth: 9.00
Language: Italian
La maggior parte dei trader che si definiscono arbitraggisti della volatilità gestisce posizioni direzionali sulla volatilità mascherate con il linguaggio dell'arbitraggio. Questo libro corregge tutto ciò. Completamente. L'arbitraggio della volatilità non riguarda la previsione di se la volatilità salirà o scenderà . Riguarda il riconoscere quando una parte della superficie della volatilità è mal prezzata rispetto a un'altra e l'estrazione sistematica di tale spread prima che si chiuda. Questo passaggio dall'assoluto al relativo è la linea di demarcazione tra il trading di opzioni retail e il lavoro istituzionale sulla volatilità .
Volatility Arbitrage, Libro 2 della serie Master Option Trader, ti insegna a eseguire questo framework a livello istituzionale. Calendar spread, strutture diagonali, ratio trade, arbitraggio di dispersione e correlazione, rischio vega su scadenze multiple e la meccanica completa della struttura a termine del VIX incluso uno studio forense sull'evento di backwardation del 5 agosto 2024, la lettura della pendenza del termine più estrema al di fuori del 2008 e del COVID.
All'interno:
All'interno:
- La superficie della volatilità geometria, curvatura, pendenza e segnali di distorsione
- Calendar, Diagonal e Ratio spread costruiti per l'esecuzione a valore relativo
- Dispersione e Arbitraggio della Correlazione Implicita il framework istituzionale
- Trade di convergenza sulla struttura a termine del VIX: entrata, dimensionamento e disciplina di uscita
- Otto killer nascosti delle posizioni multi-scadenza e come riconoscerli prima che costino denaro
- Il Vol Arb Operating System: workflow pre-trade, shock matrix e sizing basato sulla probabilità di sopravvivenza
- Simulazione Monte Carlo della superficie per la valutazione del rischio di percorso
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