where to find quantitative option strategies ?

Discussion in 'Options' started by jjk2, Feb 4, 2010.

  1. jjk2


    any good book recommendations ? i am beginning with volatility trading book.
  2. Not sure what you mean by quantitative strats. Aren't they all?

    But Natenberg (Option volatility and pricing), Cottle (I thought "Options, a hidden reality" added a new dimension to options books), and the billion bits of info you'll find in the options section of this board.

    You've probably already discovered that the options part of this board is a different world from the rest when it comes to respect, and people just simply willing to help others.

    Just a couple of the many threads to check out:

    Maverick's "The perfect option position":


    Optioncoach's "SPX credit spread trader":


    These threads are lengthy, but they are a blast to read (well, for you and me anyway) and there is a ton of info, and you will be able to pick out the guys who are truly knowledgeable when it comes to options.

    Have fun!
  3. jjk2



    sorry should've been more specific.

    i too think this part of the ET is a bit different from other sections....kinda amazed why i hadn't looked at it more detail.