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A Starting Book for Learning Volatility Trading

Article Quant Q&A · Author: Zarbouzou
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Summary

This brief exchange asks for resources on listed options and publicly known approaches to volatility trading, including market making and statistical arbitrage. The only concrete recommendation is Euan Sinclair’s book *Volatility Trading*, offered as an introductory reference. The document does not describe a trading method, explain how to implement a strategy, or compare the book with other sources.

Its useful takeaway is limited to a starting point for further study. No evidence, trading results, or details about the book’s coverage are provided, and the answer does not address the request for tutorials or explain the mechanics of options markets. Readers should treat it as a pointer rather than a guide to volatility trading.

Key ideas

  • The exchange recommends Euan Sinclair’s book as an entry point for studying volatility trading.
  • The question identifies listed options, market making, and statistical arbitrage as areas of interest.
  • The document provides no trading rules, empirical evidence, or comparison of learning resources.

Tags

OptionsVolatilityMarket makingArbitrage
Full text
# Reference on Electronic volatility trading


# Reference on Electronic volatility trading












> Possible Duplicate: Looking for a recommendation for a real life volatily trading book.

I recently came in contact with a quant desk that traded volatility. The discussion only highlited my lack of knowledge on the subject. I have not been able to find good references on the web.

I'm looking for information on the markets for listed options and tutorials, articles, books on the publicly known methods used to trade options (both market making an statistical arbitrage).

## Answer by Louis Marascio (score 7)

https://quant.stackexchange.com/a/3472

Volatility Trading by Euan Sinclair is a good book to get you started.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.