Trading Options at Expiration
strategies and models for winning the endgame
$87.02
- Paperback
176 pages
- Release Date
1 May 2013
Summary
Equity and index options expire on the third Friday of each month. As that moment approaches, unusual market forces create option price distortions, rarely understood by most investors. These distortions give rise to outstanding trading opportunities with enormous profit potential. In Trading Options at Expiration: Strategies and Models for Winning the Endgame, leading options trader Jeff Augen explores this extraordinary opportunity with never-before published statistical models, minute-…
Book Details
| ISBN-13: | 9780133409031 |
|---|---|
| ISBN-10: | 0133409031 |
| Author: | Jeff Augen |
| Publisher: | Pearson Education (US) |
| Imprint: | Addison Wesley |
| Format: | Paperback |
| Number of Pages: | 176 |
| Release Date: | 1 May 2013 |
| Weight: | 202g |
| Dimensions: | 205mm x 138mm x 10mm |
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About The Author
Jeff Augen
Jeff Augen, currently a private investor and writer, has spent over a decade building a unique intellectual property portfolio of databases, algorithms, and associated software for technical analysis of derivatives prices. His work, which includes more than a million lines of computer code, is particularly focused on the identification of subtle anomalies and price distortions.
Augen has a 25-year history in information technology. As a cofounding executive of IBM’s Life Sciences Computing business, he defined a growth strategy that resulted in $1.2 billion of new revenue and managed a large portfolio of venture capital investments. From 2002 to 2005, Augen was President and CEO of TurboWorx Inc., a technical computing software company founded by the chairman of the Department of Computer Science at Yale University. He is the author of three previous books: The Option Trader’s Workbook (FT Press 2008), The Volatility Edge in Options Trading (FT Press 2008) and Bioinformatics in the Post-Genomic Era (Addison-Wesley 2005).
Much of his current work on option pricing is built around algorithms for predicting molecular structures that he developed many years ago as a graduate student in biochemistry.
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