Option Strategy Risk / Return Ratios: A Revolutionary New Approach to Optimizing, Adjusting, and Trading Any Option Income Strategy
Author | : | |
Rating | : | 4.40 (693 Votes) |
Asin | : | 0692028293 |
Format Type | : | paperback |
Number of Pages | : | 206 Pages |
Publish Date | : | 2018-01-08 |
Language | : | English |
DESCRIPTION:
and around the globe.He later served as the President of a financial consulting and software development firm, designing artificial intelligence-based forecasting and risk management systems for institutional investment managers.Mr. Johnson founded Lincoln Capital Management's fixed income index business, where he ultimately managed over $13 billion in assets for some of the largest and most sophisticated institutional clients in the U.S. He further extended the capabilities of this approach by designing and programming an integrated series of option valuation, prepayment, and optimization models.Based on this technology, Mr. For traders who are not mathematically inclined, Option Strategy Risk/Return Ratios also includes a link to an Excel spreadsheet with macros designed to calculate all of the risk/return ratios introduced in the book.About the Author:Brian Johnson designed, programmed, and implemented the first return sensitivity based parametric framework actively used to control risk in fixed income portfolios. In addition to his professional investment experience, he also designed and taught courses in financial derivatives for both MBA and undergraduate business programs.He has written articles for the Financial Analysts Journal, Active
Johnson holds a B.S. In addition to his professional investment experience, healso designed and taught courses in financial derivatives for both MBAand undergraduate business programs.He is the author of two groundbreaking books on options: 1) Option Strategy Risk / Return Ratios, and 2) Exploiting Earnings Volatility.His recent in-depth (100+ page) article, Option Income Strategy Trade Filters, represents the culmination of years of research into developing asystematic framework for optimizing the timing of Option Income Strategy (OIS) trades.He has also written articles for the Financial Analysts Journal, Active Tra
"Impractical" according to Chris G. Pflum. As I read this compelling book I became more and more eager to use its option strategy. However, upon finishing the book and downloading the Excel spreadsheet that comes with it, I found that the time needed to create risk return ratios made the strategy impractical to use.According to its description on Amazon, this book “… includes a link to an Excel spre. Good concept, but proably too complicated to apply in practice I have been an options trader for 10 years, and I have utilized many, if not most of the options strategies. The concept of calculating risk/return on options trades by using the DTRRR is very insightful. However, the calculations described in the book are simply too complicated to apply in practice. I hold an MBA degree and a Ph.D. degree in statistics, and I could bar. Very detailed and revolutionary book - Perspective of a recently graduated business degree student Amazon Customer Before going into the core of the review, I must mention my background. I am a 23 year old student from Argentina, who has just completed a university degree on business. This is very important because I believe it can be a helpful review for people around my age or with a similar situation.First of all, I did have some finance courses (mathematics of finance, financial
. In addition to his professional investment experience, healso designed and taught courses in financial derivatives for both MBAand undergraduate business programs.He is the author of two groundbreaking books on options: 1) Option Strategy Risk / Return Ratios, and 2) Exploiting Earnings Volatility.His recent in-depth (100+ page) article, Option Income Stra