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초급용으로는
1)Getting Started in Options, Fifth Edition by Michael C. Thomsett and Michael C. Thomsett
2)Options Made Easy by Guy Cohen
3)Options and Options Trading : A Simplified Course That Takes You from Coin Tosses to Black-Scholes by Robert Ward
약간 심도있는책은
Options, Futures and Other Derivatives by John C. Hull (6판이 최신본입니다)
Options as a Strategic Investment by Lawrence G. McMillan
Option Volatility & Pricing: Advanced Trading Strategies and Techniques by Sheldon Natenberg (추천)
The Bible of Options Strategies : The Definitive Guide for Practical Trading Strategies by Guy Cohen (추천)
그외 그럭저럭 읽을만한책
The New Option Secret - Volatility: The Weapon of the Professional Trader and the Most Important Indicator in Option Trading by David L. Caplan (추천)
Options Trading for the Conservative Investor : Increasing Profits Without Increasing Your Risk (Financial Times Prentice Hall Books) by Michael C. Thomsett .
The Four Biggest Mistakes in Option Trading (Trade Secrets Ser) by Jay Kaeppel
Trading for a Living: Psychology, Trading Tactics, Money Management by Alexander Elder(추천)
Profitable Candlestick Trading: Pinpointing Market Opportunities to Maximize Profits by Stephen W. Bigalow
The Disciplined Trader: Developing Winning Attitudes by Mark Douglas(추천)
개인적인 의견은 합성전략에 대한 공부는 어느정도선까지는 수익률에 상당한 기여를
하나, 일정수준이상오르면 학문의깊이대비 한계수익률체감이랄까 뼈저리시게 느끼게
될겁니다.
이론의 절대완성치를 100이라할때 85수준까지는 쉽게올라가나, 나머지 10-15부분에
대해서 깊이파고들어간다고 해서 수익률과 상관관계가 정비례하지는 않을 겁니다.
그냥 어느정도 수준까지 적당히 (이게 참 애애합니다만..) 공부하심이 좋을듯합니다
공부로 깊게 치고들어간다고 하더라도 이것이 일정수준이상은 수익률로 변환되지는
않습니다.
지극히 개인적인 사견이었습니다. |