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The Volatility Edge in Options Trading: New Technical Strategies for Investing in Unstable Markets | 
 enlarge | Author: Jeff Augen
Publisher: FT Press
Category: Book
List Price: $39.99
Buy New: $24.24
You Save: $15.75 (39%)
New (39) Used (7) from $24.24
Avg. Customer Rating:  17 reviews
Sales Rank: 28186
Media: Hardcover
Edition: 1
Number Of Items: 1
Pages: 304
Shipping Weight (lbs): 0.7
Dimensions (in): 8.9 x 6.1 x 1.2
ISBN: 0132354691
Dewey Decimal Number: 332.632283
EAN: 9780132354691
ASIN: 0132354691
Publication Date: January 27, 2008
Availability: Usually ships in 1-2 business days
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Shipping: International shipping available
Condition: Brand new Book, ALL days Low Price !
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Product Description
"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
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| Customer Reviews: Read 12 more reviews...
 Outstanding January 3, 2009
1 out of 1 found this review helpful
I really loved this book from its practical approach for trading options.
Written for the intermediate to advanced options trader this books approaches trading from a unique standpoint with lots of useful ways to handle positions.
I hope to see some more works from this author as it is refreshing to see such unique work that can be applied to actual trading.
 Very equation heavy December 24, 2008
1 out of 4 found this review helpful
This book touts some heavy math and spreadsheet equations that cause your options research to slow to a halt, missing out on many opportunities in the mean time. There are much easier strategies out there that will generate similar returns.
 Some Great ideas from this book October 30, 2008
1 out of 4 found this review helpful
Very good book on volatility. The author gives some great ideas about trading volatility.
Outstanding book with clear details of how to duplicate his data October 7, 2008
1 out of 1 found this review helpful
This is one of the best books on options in my library! I'm a programmer and found Jeff Augen's descriptions of exactly how he calculated volatility and standard deviations. I duplicated it and compared it to iVolatility's historical data and it was dead on. I had thought of the Price Spike charts before reading this book but the author does a good job of explaining how to use them in your option trading. There are many nuggest you can use as an option trader in this book. I suggest re-reading it a few times so it all sinks in.
Not a gem not really helpful. September 1, 2008
4 out of 11 found this review helpful
Two of methods in this books are unique, but too hard to put to use in consistent basis for serious traders. Save money and buy a book on technical analysis on stocks for options trading.
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