Euan Sinclair
Euan Sinclair is an option trader with over 25 years of professional trading experience. He has traded options on indexes, stocks, commodities and interest rate products. He currently trades equity options at Bluefin Capital Management. He holds a PhD in theoretical physics from the University of Bristol and has written three books: Volatility Trading, Option Trading and Positional Option Trading, all published by Wiley.
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Articles by Euan Sinclair
The risk-reversal premium
We show that including risk reversals in an equity portfolio creates a better portfolio compared with a pure index position.
Reflections on recent volatility
This paper deals with the unprecedented equity volatility in the second week of February 2018. The paper recaps the week, places the market movement in a historical context, discusses how some traders and funds were affected and offers a few guesses as…