Description
Book SynopsisJeff Augen, currently a private investor and writer, has spent over a decade building a unique intellectual property portfolio of databases, algorithms, and associated software for technical analysis of derivatives prices. His work, which includes more than a million lines of computer code, is particularly focused on the identification of subtle anomalies and price distortions.
Augen has a 25-year history in information technology. As a cofounding executive of IBM's Life Sciences Computing business, he defined a growth strategy that resulted in $1.2 billion of new revenue and managed a large portfolio of venture capital investments. From 2002 to 2005, Augen was President and CEO of TurboWorx Inc., a technical computing software company founded by the chairman of the Department of Computer Science at Yale University. He is the author of three previous books: The Option Trader's Workbook (FT Press
Table of Contents
Introduction and Explanatory Notes 1
Chapter 1: Expiration Pricing Dynamics 13
Chapter 2: Working with Statistical Models 55
Chapter 3: Day Trading Strategies 105
Appendix 1: Excel VBA Program for Counting Strike Price Crosses 143
Index 149
