The volatility edge in options trading by jeff augen

The Volatility Edge in Options Trading: New Technical Strategies for Investing in Unstable Markets: The New Technical Strategies for Investing in Unstable Markets by Jeff Augen — Reviews, Discussion, Bookclubs, Lists

Full title of this book is The Volatility Edge in Options Trading: New Technical Strategies for Investing in Unstable Markets. The book goes logically from basic but rather quantitatively explained option pricing theory over practical trading remarks to more unique discussion on possible sources of edge. At the beginning it covers the Black-Scholes modeloption Greeksand binomial models.

Then it discusses practical issues like liquidity and bid-ask spreads. The next chapters discuss managing simple and complex option positions, also briefly touching the VIX index although the book was first published in when the market for VIX derivatives and exchange trading stocks for vacations products was much different from now.

Among the most interesting parts of the book are the chapters about trading of the earnings and expiration cycles. Jeff Augen, previously an The volatility edge in options trading by jeff augen executive, is obviously a rather quantitative options trader and author.

If you are a beginner willing to learn the basic terms, this book is not the best to start with. But if you already know something about options and even if you think you know a lotyou will most likely find this book interesting at least.

You can get it on Amazon: The Volatility Edge in Options Trading. Top of this page Home Tutorials Calculators About Contact. The Agreement also includes Privacy Policy and Cookie Policy.

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Macroption is not liable for any damages resulting from using the content. No financial, investment or trading advice is given at any time. The Volatility Edge In Options Trading, Book by Jeff Augen. More Microsoft Excel for Stock and Option Traders, Book by Jeff Augen Volatility New Concepts in Technical Trading Systems Trading the VIX.