Trading Options at Expiration

Jeff Augen

76 valoraciones de Goodreads

Idioma: inglés

Editorial: Pearson Education (US), US, 2013

0133409031 / 9780133409031

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Librería: Rarewaves USA, HEBRON, KY, Estados Unidos de AmericaRarewaves USA

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Descripción del artículo del vendedor

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-by-minute pricing analysis, and optimized trading strategies that regularly deliver returns of 40%-300% per trade.   You'll learn how to structure positions that profit from end-of-contract price distortions with remarkably low risk. These strategies don't rely on your ability to pick stocks or predict market direction and they only require one or two days of market exposure per month. Augen also discusses:   ·         Three powerful end-of-cycle effects not comprehended by contemporary pricing models ·         Trading only one or two days each month and avoiding overnight exposure ·         Leveraging the surprising power of expiration-day pricing dynamics   If you're looking for an innovative new way to reignite your returns no matter where the markets move, you've found it in Trading Options at Expiration.    "Learn and profit from Jeff Augen's book: It clearly explains how to take advantage of market inefficiencies in collapsing implied volatility, effects of strike price, and time decay. A must-read for individuals who are options oriented." --Ralph J. Acampora, CMT, Director of Technical Analysis Studies, New York Institute of Finance   "A fantastic, insightful book full of meticulously compiled statistics about anomalies that surround option expiration. Not only does Augen present a set of effective trading strategies to capitalize on these anomalies, he walks through the performance of each across several expirations. His advice is practical and readily applicable: He outlines common pitfalls, gives guidance on timing your executions, and even includes code that can be used to perform the same calculations he does in the text. A thoroughly enjoyable read that will give you a true edge in your option trading." --Alexis Goldstein, Vice President, Equity Derivatives Business Analyst   "Mr. Augen makes a careful and systematic study of option prices at expiration. His translation of price behavior into trading strategy is intriguing work, and the level of detail is impressive." --Dr. Robert Jennings, Professor of Finance, Indiana University Kelly School of Business   "This book fills a gap in the vast amount of literature on derivatives trading and stands out for being extremely well written, clear, concise, and very low on jargon--perfect for traders looking to evolve their equity option strategies." --Nazzaro Angelini, Principal, Spearpoint Capital   "Instead of considering macro-time strategies that take weeks to unfold, Jeff Augen is thinking micro here.

N° de ref. del artículo LU-9780133409031

Título
Trading Options at Expiration
Autor
Jeff Augen
Editorial
Pearson Education (US), US
Año de publicación
2013
Estado
New
Encuadernación
Paperback
Idioma
inglés
ISBN 10
0133409031
ISBN 13
9780133409031
Peso del artículo
202 gramos

Rarewaves USA

HEBRON, KY, Estados Unidos de America

Vendedor de 5 estrellas

Vendedor de AbeBooks desde 10 de junio de 2025

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