Trading Options at Expiration

$12.92

  • Pages: 172
  • Format: PDF
  • Published Date: 2009
Category:

Description

Trading Options at Expiration: Strategies and Models for Winning the Endgame

 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.

Introduction:

This book was written during one of the most turbulent times in stock market history—the second half of 2008. During this time frame, trillions of dollars were lost by both bulls and bears as the world’s financial markets “melted down.”

Investors who have never experienced a crashing market often believe that it is easy to generate profits in this environment with short positions. Unfortunately, nothing is ever that simple. The 2008 collapse included single-day bear market rallies as large as 11%—large enough to destroy nearly any short position. The answer lies in reducing market exposure and trading only when it makes sense.

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.

Contents:

  • Expiration Pricing Dynamics
  • Working with Statistical Models
  • Day Trading Strategies