Author Page for Euan Sinclair

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The Risk-Reversal Premium

Downloads 2,232 ( 9,313)

The Risk-Reversal Premium

Number of pages: 15 Posted: 23 Nov 2021

Blair Hull, Euan Sinclair and Euan Sinclair

HTAA, LLC and Bluefin TradingFactorWave

Downloads 2,232 (9,108)

Abstract:

The Risk-Reversal Premium

Journal of Investment Strategies, Vol. 11, No. 1, 2022

Posted: 29 Jun 2022

Blair Hull, Euan Sinclair and Euan Sinclair

HTAA, LLC and Bluefin TradingFactorWave

Abstract:

The Skewness and Kurtosis of European Options and the Implications for Trade Sizing

Number of pages: 13 Posted: 21 Apr 2017

Euan Sinclair, Euan Sinclair and Reuben Brooks

Bluefin TradingFactorWave and University of Virginia

Downloads 1,420 (19,025)

Abstract:

Confidence Intervals for the Kelly Criterion

Number of pages: 12 Posted: 23 Jun 2014

Euan Sinclair and Euan Sinclair

Bluefin TradingFactorWave

Downloads 937 (34,976)

Abstract:

Alternative Risk Measures and Stock Selection

Number of pages: 22 Posted: 05 Apr 2015

Euan Sinclair, Euan Sinclair and Saarthak Gupta

Bluefin TradingFactorWave and Bluefin Trading

Downloads 662 (55,729)

Abstract:

Volatility Estimation via First Exit Times

Number of pages: 8 Posted: 02 Sep 2021

Euan Sinclair, Euan Sinclair and Chris Merrill

Bluefin TradingFactorWave and University of Chicago

Downloads 634 (58,969)

Euan Sinclair

FactorWave

Bluefin Trading

Head of Global Risk Management

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Scholarly Papers (5)

The Risk-Reversal Premium

The Risk-Reversal Premium

Abstract:

The Risk-Reversal Premium

Abstract:

The Skewness and Kurtosis of European Options and the Implications for Trade Sizing

Abstract:

Confidence Intervals for the Kelly Criterion

Abstract:

Alternative Risk Measures and Stock Selection

Abstract:

Volatility Estimation via First Exit Times

Abstract: