Advanced Volatility Engineering: Python Techniques for Dynamic Hedging, Vol Surface Modeling, and Options Alpha Generation: A Quantitative Framework for Building, Testing, and Automating - Couverture souple

Preston, James

 
9798268761207: Advanced Volatility Engineering: Python Techniques for Dynamic Hedging, Vol Surface Modeling, and Options Alpha Generation: A Quantitative Framework for Building, Testing, and Automating
Couverture souple
ISBN 13 : 9798268761207
Editeur : Independently published, 2025

Synopsis

Reactive Publishing

A Quantitative Framework for Building, Testing, and Automating Volatility Strategies in Modern Options Markets

Volatility isn’t just noise, it’s an asset class.
In Advanced Volatility Engineering, James Preston delivers the definitive guide to mastering the structure, behavior, and opportunity embedded within the volatility surface. Designed for professional traders, quantitative analysts, and algorithmic investors, this book bridges the gap between theoretical finance and systematic execution.

Inside, you’ll learn how to:

  • Model and analyze volatility surfaces using advanced Python frameworks.

  • Construct delta-neutral and gamma-optimized portfolios that adapt dynamically to changing market regimes.

  • Implement volatility arbitrage and dispersion strategies using live market data.

  • Automate volatility strategies through rigorous backtesting and AI-driven signal design.

  • Engineer consistent options alpha through risk-adjusted hedging and volatility forecasting.

This book goes beyond traditional options literature. You’ll explore the mathematics of variance, stochastic volatility models, and surface dynamics, then translate them into real, executable systems. Each chapter blends quantitative insight with production-grade Python code, enabling you to design, test, and deploy volatility strategies at institutional scale.

Whether you’re building a prop-trading desk, refining your hedge-fund infrastructure, or advancing your own trading algorithms, Advanced Volatility Engineering equips you with the frameworks, tools, and intuition to turn volatility into a consistent profit engine.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Independently published
Date d'édition
2025
Langue
anglais
ISBN 13 
9798268761207
Reliure
Broché
Nombre de pages
716
Éditeur
Schwartz Alice
Coordonnées du fabricant
Manufactured by Amazon on behalf of the author
https://www.amazon.fr/hz/contact-us

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