Add training workflow, datasets, and runbook

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2025-12-23 21:17:22 -08:00
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A
Absolute dollar value of returns,
172173
Accuracy, confidence vs., 119121
Acquisitions (see Mergers and
acquisitions)
Activist investors, 110
Against the Gods (Peter Bernstein), 9
Agents:
buy-side, 132136
defined, 131
investment strategies of, 137138
principals vs., 131132
sell-side, 136137
AIG, 301n1
Allocation:
and leverage in portfolios,
174183
and liquidity risk, 256
and portfolio management with
short-call spreads, 228229
Alpha, 134
American-style options, 296n2
(Chapter 1)
Analysis paralysis, 120
Anchoring, 60, 97
Announcements:
and creating BSM cones, 156, 157
market conditions following, 6869,
7273
tenor and trading in expectation
of, 192
AOL, 103
Apple Computer, 101, 250251,
297298n3
Arbitrage:
defined, 288289
dividend, 223, 288293
Ask price, 147
Asset allocation, liquidity risk
and, 256
Assets:
defined, 7879
fungible, 272273
in golden rule of valuation, 77
hidden, 110, 111
idiosyncratic, 272
interchangeable, 272273
mispriced, 274277
operating, 110
price vs. value of, 7980
underlying, 3334, 272273
Assets under management (AUM), 132
Assignment:
with covered calls, 247248
defined, 222223
Assumptions:
BSM model, 3233, 4047, 78, 150
dividend yield, 67
with forward volatility number,
156157
time-to-expiration, 6467
volatility, 6064
At-the-money (ATM) options:
BSM cone for, 53
collars, 259
covered calls, 242243, 245, 246
defined, 13, 16, 17
long calls, 189
long diagonals, 235237
Index