Trading Options at Expiration: Strategies and Models for Winning the Endgame by Jeff Augen
Language: English | 2009 | ISBN: 0135058724 | 176 pages | PDF | 12,1 MB
Language: English | 2009 | ISBN: 0135058724 | 176 pages | PDF | 12,1 MB
“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