Opciony: Razrabotka, optimizaciya i testirovanie torgovyh strategiy

Until now, all automated trading books have focused on traditional stock instruments such as stocks, futures, or currencies. Options trading is based on other fundamental principles, logical and quantitative methods. The authors consistently describe all the stages of building automated trading systems focused on exploiting the unique characteristics of options. The book presents the basic elements of creating and formalizing strategies that operate with complexly structured portfolios, whi...