Microsoft Excel for Stock and Option Traders : Build Your Own Analytical Tools for Higher Returns

by Augen, Jeff

• ISBN13: 9780137131822
• ISBN10: 0137131828
• Edition: 1st
• Format: Hardcover
• Copyright: 2011-04-18
• Publisher: FT Press

Summary

Gain a powerful investing edge using Microsoft Excel: perform analyses and execute strategies previously available only to large institutions! Expert trader Jeff Augen covers creating and testing custom indicators, performing state-of-the-art statistical and price analyses, mining data, and more. Packed with easy-to-use programs and macros: No programming skills needed!

Author Biography

Jeff Augen, currently a private investor and writer, has spent more than 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 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. His books include Trading Realities, Day Trading Options, Trading Options at Expiration, The Option Trader’s Workbook, and The Volatility Edge in Options Trading. He currently teaches option trading classes at the New York Institute of Finance and writes a weekly column for Stocks, Futures and Options magazine.

Table of Contents

Preface     1

Chapter 1: Introduction--The Value of Information     7

Chapter 2: The Basics     63

Chapter 3: Advanced Topics     153

Index     187