The Volatility Edge in Options Trading: New Technical Strategies for Investing in Unstable Markets

My rating:

add to my books

The Volatility Edge in Options Trading: New Technical Strategies for Investing in Unstable Markets

by Jeff Augen

3.25 · rating details · 8 ratings · 0 reviews

"Jeff's analysis is unique, at least among academic derivatives textbooks. I would definitely use this material in my derivatives class, as I believe students would benefit from analyzing the many dimensions of Jeff's trading strategies. I especially found the material on trading the earnings cycle and discussion of how to insure against price jumps at known events ve...more"Jeff's analysis is unique, at least among academic derivatives textbooks. I would definitely use this material in my derivatives class, as I believe students would benefit from analyzing the many dimensions of Jeff's trading strategies. I especially found the material on trading the earnings cycle and discussion of how to insure against price jumps at known events very worthwhile."--DR. ROBERT JENNINGS, Professor of Finance, Indiana University Kelley School of Business "This is not just another book about options trading. The author shares a plethora of knowledge based on 20 years of trading experience and study of the financial markets. Jeff explains the myriad of complexities about options in a manner that is insightful and easy to understand. Given the growth in the options and derivatives markets over the past five years, this book is required reading for any serious investor or anyone in the financial service industries."--MICHAEL P. O'HARE, Head of Mergers & Acquisitions, Oppenheimer & Co. Inc. "Those in the know will find this book to be an excellent resource and practical guide with exciting new insights into investing and hedging with options."--JIM MEYER, Managing Director, Sasqua Field Capital Partners LLC "Jeff has focused everything I knew about options pricing and more through a hyper-insightful lens This book provides a unique and practical perspective about options trading that should be required reading for professional and individual investors."--ARTHUR TISI, Founder and CEO, EXA Infosystems; private investor and options trader In "The Volatility Edge in Options Trading," leading options trader Jeff Augen introduces breakthrough strategies for identifying subtle price distortions that arise from changes in market volatility. Drawing on more than a decade of never-before-published research, Augen provides new analytical techniques that every experienced options trader can use to study historical price changes, mitigate risk, limit market exposure, and structure mathematically sound high-return options positions. Augen bridges the gap between pricing theory mathematics and market realities, covering topics addressed in no other options trading book. He introduces new ways to exploit the rising volatility that precedes earnings releases; trade the monthly options expiration cycle; leverage put: call price parity disruptions; understand weekend and month-end effects on bid-ask spreads; and use options on the CBOE Volatility Index (VIX) as a portfolio hedge. Unlike conventional guides, "The Volatility Edge in Options Trading"doesn't rely on oversimplified positional analyses: it fully reflects ongoing changes in the prices of underlying securities, market volatility, and time decay. What's more, Augen shows how to build your own customized analytical toolset using low-cost desktop software and data sources: tools that can transform his state-of-the-art strategies into practical buy/sell guidance. An options investment strategy that reflects the markets' fundamental mathematical properties"Presents strategies for achieving superior returns in widely diverse market conditions"Adaptive trading: how to dynamically manage option positions, and why you must"Includes precise, proven metrics and rules for adjusting complex positions"Effectively trading the earnings and expiration cycles"Leverage price distortions related to earnings and impending options expirations"Building a state-of-the-art analytical infrastructure"Use standard desktop software and data sources to build world-class decision-making tools"(less)

Hardcover, 280 pages

Published January 1st 2008 by FT Press

more details... edit details

Get a copy:

More…

There is a good chance some of your friends read this book. Sign in to see!

Friend Reviews

To see what your friends thought of this book, please sign up.

Lists with This Book

This book is currently not featured on any Listopia lists. Add this book to your favorite list »

Community Reviews

(showing 1-17 of 17)

filter | sort: default (?) | rating details

Dec 23, 2011

Skeptycal rated it

Nov 10, 2011

Richard marked it as to-read

Shelves: _trading

Oct 24, 2011

Brian marked it as to-read

Oct 07, 2011

Richard rated it

Feb 07, 2011

Khaled rated it

Shelves: finance

Jul 18, 2010

Candy Chiu rated it

Jul 07, 2010

Hunter added it

Jun 06, 2010

Kris rated it

Apr 16, 2010

Henry rated it

Jun 01, 2009

Christopher marked it as to-read

Dec 01, 2008

Narendra Vempati marked it as to-read

Nov 21, 2008

David is currently reading it

Shelves: financial, home-collection

Nov 12, 2008

Jens rated it

Sep 16, 2008

Marsela A. Wewengkang marked it as to-read

Aug 19, 2008

Pingji Lin marked it as to-read

Jul 29, 2008

Aaron Shaw marked it as to-read

May 02, 2009

Alexis Goldstein rated it

Shelves: trading-finance-read

currently-reading

2 shelves

_trading

1 shelf

finance

1 shelf

trading---finance...

1 shelf

home-collection

1 shelf

financial

1 shelf

Books by Jeff Augen

Trading Options at Expiration: Strategies and Models for Winning the Endgame

The Options Trader's Workbook: A Problem-Solving Approach

Day Trading Options: Profiting from Price Distortions in Very Brief Time Frames

The Option Trader's Workbook: A Problem-Solving Approach

Trading Realities: The Truth, the Lies, and the Hype In-Between

More…

Share This Book

Facebook Twitter Your website

Pin It

Trivia About The Volatility Ed...

No trivia or quizzes yet. Add some now »

title link	preview: The Volatility Edge in Options Trading: New Technical Strategies for Investing in Unstable Markets
avg rating	preview: The Volatility Edge in Options Trading: New Technical Strategies for Investing in Unstable Markets Goodreads rating: 3.25 (8 ratings)
small image	preview: click here [close]
med image	preview: click here [close]
BBCode	[url=http://www.goodreads.com/book/show/2855137-the-volatility-edge-in-options-trading?utm_medium=api&utm_source=blog_book][img]http://photo.goodreads.com/books/1256130527m/2855137.jpg[/img][/url] [url=http://www.goodreads.com/book/show/2855137-the-volatility-edge-in-options-trading?utm_medium=api&utm_source=blog_book]The Volatility Edge in Options Trading: New Technical Strategies for Investing in Unstable Markets by Jeff Augen[/url]

The Volatility Edge in Options Trading: New Technical Strategies for Investing in Unstable Markets

Friend Reviews

Lists with This Book

Community Reviews

new topic
Discuss This Book

combine
Other Editions (1)

Popular Shelves

Books by Jeff Augen

Share This Book

Share This Book on Your Website

Trivia About The Volatility Ed...

The Volatility Edge in Options Trading: New Technical Strategies for Investing in Unstable Markets

Friend Reviews

Lists with This Book

Community Reviews

new topicDiscuss This Book

combine Other Editions (1)

Popular Shelves

Books by Jeff Augen

Share This Book

Share This Book on Your Website

Trivia About The Volatility Ed...

new topic
Discuss This Book

combine
Other Editions (1)