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{ "item_title" : "Volatility Trading Strategies with Python", "item_author" : [" Alice Schwartz", "Hayden Van Der Post "], "item_description" : "Reactive PublishingVolatility is not just a byproduct of options, it's an asset class in its own right. Successful traders know how to analyze, forecast, and trade volatility to build portfolios that thrive in both calm and chaotic markets.Volatility Trading Strategies with Python gives you a complete framework for mastering volatility. From the VIX index to vega-neutral hedging, you'll learn how to design, test, and execute strategies that capture opportunities hidden in the volatility surface.What You'll LearnUnderstanding Volatility: Historical vs. implied volatility, term structure, and skew.VIX and Volatility Indices: How they're built, traded, and used in hedging.Portfolio Construction: Delta-hedged, vega-neutral, and gamma-neutral strategies.Trading Strategies: Straddles, strangles, calendar spreads, and dispersion trades.Forecasting Models: GARCH, stochastic volatility, and machine learning approaches.Python Implementation: Build volatility forecasting models and trading systems step-by-step.Tools and Frameworks CoveredPython (Pandas, NumPy, SciPy, Statsmodels)Options data structures and volatility surfacesGARCH and stochastic volatility modelsBacktesting engines for volatility-driven strategiesWho This Book Is ForOptions traders seeking to specialize in volatilityQuants and analysts designing risk-hedged strategiesData scientists expanding into financial marketsPython developers applying quantitative methods in trading", "item_img_path" : "https://covers3.booksamillion.com/covers/bam/9/79/826/832/9798268329674_b.jpg", "price_data" : { "retail_price" : "47.99", "online_price" : "47.99", "our_price" : "47.99", "club_price" : "47.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Volatility Trading Strategies with Python|Alice Schwartz

Volatility Trading Strategies with Python : From VIX to Vega Neutral Portfolios: Master Implied Volatility, Forecasting, and Risk-Neutral Trading in Op

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Overview

Reactive Publishing

Volatility is not just a byproduct of options, it's an asset class in its own right. Successful traders know how to analyze, forecast, and trade volatility to build portfolios that thrive in both calm and chaotic markets.

Volatility Trading Strategies with Python gives you a complete framework for mastering volatility. From the VIX index to vega-neutral hedging, you'll learn how to design, test, and execute strategies that capture opportunities hidden in the volatility surface.


What You'll Learn
  • Understanding Volatility: Historical vs. implied volatility, term structure, and skew.

  • VIX and Volatility Indices: How they're built, traded, and used in hedging.

  • Portfolio Construction: Delta-hedged, vega-neutral, and gamma-neutral strategies.

  • Trading Strategies: Straddles, strangles, calendar spreads, and dispersion trades.

  • Forecasting Models: GARCH, stochastic volatility, and machine learning approaches.

  • Python Implementation: Build volatility forecasting models and trading systems step-by-step.


Tools and Frameworks Covered
  • Python (Pandas, NumPy, SciPy, Statsmodels)

  • Options data structures and volatility surfaces

  • GARCH and stochastic volatility models

  • Backtesting engines for volatility-driven strategies


Who This Book Is For
  • Options traders seeking to specialize in volatility

  • Quants and analysts designing risk-hedged strategies

  • Data scientists expanding into financial markets

  • Python developers applying quantitative methods in trading

This item is Non-Returnable

Details

  • ISBN-13: 9798268329674
  • ISBN-10: 9798268329674
  • Publisher: Independently Published
  • Publish Date: October 2025
  • Dimensions: 10 x 7 x 1.34 inches
  • Shipping Weight: 2.51 pounds
  • Page Count: 668

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