Euan Sinclair

FactorWave

CHICAGO, IL 60647

United States

Bluefin Trading

Head of Global Risk Management

440 South LaSalle

Suite 900

Chicago, IL 60605

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 11,658

SSRN RANKINGS

Top 11,658

in Total Papers Downloads

5,885

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.
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:

Loading...

Volatility, Skewness, Options, Diversification, Alternative Beta, Portfolio Management

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:

Loading...

volatility, skewness, options, diversification, alternative beta, portfolio management

2.

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:

Loading...

options, skewness, kurtosis, Kelly criterion, optimal growth

3.

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:

Loading...

Kelly criterion, optimal risk, uncertainty

4.

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:

Loading...

hurst exponent, entropy, risk, volatility, anomalies, stock selection

5.

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)

Abstract:

Loading...

Volatility, Risk, High frequency trading