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Options and Futures (Finance)
Volatility Edge in Options Trading, The: New Technical Strategies for Investing in Unstable Markets
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Jeff Augen

Publisher: Financial Times Press
Copyright: 2008
Format: Cloth; 304 pp

ISBN-10: 0132354691
ISBN-13:9780132354691Help icon

Our Price: £23.99
Status: Instock
Published: 14 Feb 2008
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Description
In The Volatility Edge, options trader and researcher Jeff Augen introduces a breakthrough strategy for fully leveraging the immense opportunities that arise from market volatility. Drawing on more than a decade of never-before-published research, Augen provides new analytical techniques and visual tools that every experienced options trader can use. For the first time, Augen bridges the gap between pricing theory mathematics and market realities, providing new data visualization tools and analytical techniques for studying historical price change behavior, making more profitable trading decisions, and systematically managing and mitigating risk. Augen covers topics addressed in no other options trading book, introducing innovative new strategies for exploiting rising volatility that precedes most earnings releases; trading the monthly options expiration cycle; leveraging put:call price parity disruptions; understanding the impact of weekend and end-of-month timeframes on bid-ask spreads; and using the CBOE Volatility Index (VIX) more effectively. Unlike conventional guides, The Volatility Edge doesn't rely on oversimplified, artificial positional analyses: it reflects ongoing changes in the prices of underlying securities, market volatility, and time decay.
 
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