EUAN SINCLAIR

EUAN SINCLAIR

Partner, Talton Capital Management

Biography

Partner at Talton Capital Management, a volatility trading fund.

Euan is a trader with over twenty-five years of professional option trading experience. He has worked on the LIFFE floor, as a market maker in DAX and EuroStoxx options. He has traded options on indices, stocks, commodities and interest rate products as well as a number of equity and future’s strategies. He holds a PhD in theoretical physics from the University of Bristol and has written two books, “Volatility Trading” and “Option Trading”, as well as numerous papers and articles. He is a member of the editorial board of The Journal of Investment Strategies, and is an inaugural member of the EQDerivatives Volatility Investing Hall of Fame. He has presented at Global Derivatives in Paris, Amsterdam and Chicago, and the CBOE Risk Management Conference. Originally from New Zealand, Dr Sinclair now lives in Chicago.

Trading SKEW Index, VIX’s Useless Brother : Why You Can’t and What You Can Do Instead

  • Review of SKEW
  • Extracting skewness for risk reversals
  • The skewness premium
  • Monetizing skew pemium
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