The Volatility Edge in Options Trading: New Technical Strategies for Investing in Unstable Markets
JEFF AUGEN,currently a private investor and writer, has spent over a decade building a unique intellectual property portfolio of algorithms and software for technical analysis of derivatives prices. His work includes over one million lines of computer code refl ecting powerful new strategies for trading equity, index, and futures options. As co-founding executive of IBM’s Life Sciences Computing business, Augen defined a growth strategy resulting in $1.2B of new revenue and managed a large portfolio of venture capital investments. From 2002 to 2005, he 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 author ofBioinformatics in the Post-Genomic Era: Genome, Transcriptome, Proteome, and Information-Based Medicine(Addison-Wesley, 2004).