Contents
Systematic Options Trading: Evaluating, Analyzing, and Profiting from Mispriced Option Opportunities
PART I Criteria as the Basis of a Systematic Approach
chapter 1 General Presentation and Review of Criteria Properties
1.1 The Main Tool for Solving the Selection Problem
1.3 Philosophy of Criteria Creation
1.4 Mission Fulfilled by Criteria
1.5 Forecast as a Key Element of the Criterion
1.6 Classification of Criteria
1.6.2 Specific (Nonuniversal) Criteria
chapter 2 Review of the Main Criteria
2.1 Criteria Based on Lognormal Distribution
2.1.1 Description of Lognormal Distribution
2.1.2 Expected Profit on the Basis of Lognormal Distribution
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