26 min listen
98: The End Of Uncertainty & How "Risk" Can Be Managed With Expectancy
98: The End Of Uncertainty & How "Risk" Can Be Managed With Expectancy
ratings:
Length:
29 minutes
Released:
Jun 10, 2017
Format:
Podcast episode
Description
Show notes: http://optionalpha.com/show98 The markets are evolving faster and faster as the introduction and use of computer-driven or data-driven trading systems start to hit exponential growth rates. So, the question becomes, is this the end of systematic risk and market uncertainty? To put it bluntly, no - in fact, never will we reach a point at which there isn't some sort of systematic risk that we have to price into our options trading. And these future expectancy models are where the opportunity will be. I believe that markets will eventually become flatter and more volatile which means that the traders and investors who can harness these sideways markets will ultimately outperform everyone else. Those who can manage risk, not eliminate it, through the use of data-driven software tools and technology will be the ones left standing and in today's show, I want to dive deeper into these higher level concepts you need to recognize.
Released:
Jun 10, 2017
Format:
Podcast episode
Titles in the series (100)
OAP 008 : Breaking The "Zero-Sum" Probability Trading Cycle In Your Favor: In this session of The Option Alpha Podcast I'll answer one of the biggest questions I get when it comes to trading options with probabilities. You see with probability trading there can be this misconception that it's all a "Zero-Sum" game. But today... by The Option Alpha Podcast