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Volatility_Trading_Sinclair

Trading tools (Garch.xls, Volatility Cones.xls, Skew and Kurtosis Cones.xls and Corrado Su.xls). They are designed to assist a trader forecast and evaluate volatility and compare this to the current option market. Trade Evaluation.xls is a template for monitoring the progress of trades.

Simulation engines (Daily Option Hedging Simulation.xls, Trade Goals.xls and Mean Reversion Simulator.xls). These can help traders develop intuition and gain a deeper understanding of the effects of randomness on option positions and general trading strategies.

The only software required to utilize this content is Microsoft Excel. In all spreadsheets, user input is required in white cells. Yellow cells are the result of calculations.