Trading Options at Expiration: Strategies ...

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Sprache: Englisch

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Beschreibung

On the third Friday of every month, equity and index options expire. As that moment approaches, strange market forces and price distortions arise: behaviors that have been little understood by investors, until now. In this book, leading options trader and innovator Jeff Augen illuminates those behaviors and provides specific, proven strategies for profiting from them. Investors who master these strategies won't just be able to generate exceptional profits: they can do so with only one or two days of market exposure each month. Until now, the few investors who have understood this opportunity have either kept the information confidential, charged high prices for consulting or subscription services, or trade privately for hedge funds. In this how-to guide, Augen explains the opportunity, and shows exactly how to take advantage of it. You'll learn why traditional option pricing calculations, based on volatility and time decay, break down when options are about to expire. Augen explains why this inevitably leads options to be mispriced during the final few days. Next, he shows exactly how to exploit this situation, by structuring positions that take advantage of these price distortions to deliver outstanding profits with very little risk. Augen's strategies are direction-neutral: they don't rely on your ability to pick stocks. Best of all, Augen's trades return anywhere from 40% at the conservative end to 300% at the high end, all for one day of investing per month.

Über den Autor

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 [...] 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.

Inhaltsverzeichnis

Introduction and Explanatory Notes 1

Chapter 1: Expiration Pricing Dynamics 13

Chapter 2: Working with Statistical Models 55

Chapter 3: Day Trading Strategies 105

Appendix 1: Excel VBA Program for Counting Strike Price Crosses 143

Index 149

Details

Erscheinungsjahr:	2024
Fachbereich:	Einzelne Wirtschaftszweige
Genre:	Importe , Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Taschenbuch
ISBN-13:	9780133409031
ISBN-10:	0133409031
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Augen, Jeff
Auflage:	1. Auflage
Hersteller:	Pearson International
Verantwortliche Person für die EU:	Pearson Education, St.-Martin-Str. 82, D-81541 München, info@pearson.de
Maße:	203 x 136 x 10 mm
Von/Mit:	Jeff Augen
Erscheinungsdatum:	29.05.2024
Gewicht:	0,21 kg

Artikel-ID: 105455053