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Vertical Option Spreads, + Website: A Study of the 1.8 Standard Deviation Inflection Point By Charles Conrick IV, Scott Hanson
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- Sales Rank: #2096076 in Books
- Brand: Brand: Wiley
- Published on: 2013-09-03
- Original language: English
- Number of items: 1
- Dimensions: 9.30" h x .92" w x 6.30" l, 1.00 pounds
- Binding: Hardcover
- 256 pages
- Used Book in Good Condition
From the Inside Flap
Modern financial markets are traded by talented individuals as well as large institutions with substantial resources. So if you're serious about making money in this arena, you need to find some sort of edge. Nobody understands this better than coauthors Charles Conrick IV and Scott Hanson. Both are experienced options traders who have worked in senior positions in finance and accounting, and are currently university professors in the field of finance.
In 2009, they set out to find a realistic trading edge and began researching a way to marry the concept of probability under finite time conditions to a rationally measured return. The introduction of the new weekly options issued by the CBOE in June 2010 provided the ideal vehicle for their concept.
Now, in Vertical Option Spreads: A Study of the 1.8 Standard Deviation Inflection Point, they share their hard-won knowledge with you and detail a rational system that combines the concept of probability with options trading to help maximize your return on capital risked. Opening with an informative discussion of the journey that led the authors to the "1.8 Standard Deviation Solution," this reliable resource quickly moves on to evaluate different trading platforms, ranging from their chosen spread trading platform, eOption, to more sophisticated ones. From there, it explains spreads—including the vertical spread, which is the workhorse of the 1.8 SD strategy—and iron condors, and provides a brief summary of the "Greeks."
The authors also take the time to review important elements of probability theory as well as Modern Portfolio theory to provide the proper grounding required for the assumptions of the 1.8 Standard Deviation Solution. With that information in hand, you'll be introduced to this powerful trading approach, where the vagaries of the market can be estimated under a very small margin of error and the probability of finding winning trades can be more effectively calculated. Along the way, you'll become familiar with Oracle's Crystal Ball (CB), and how it can be used to assess probabilities on various credit spreads using the Trading Spreadsheet (TS) provided in this book. It also expands on the use of CB with the TS on a number of different option positions.
A companion website has also been developed in conjunction with this book. It contains more examples of the probability calculations that the authors work with, some background information, and items related to weekly options trading.
No one can guarantee your trading success, but there are ways to put the odds in your favor. Let Vertical Option Spreads show you how.
From the Back Cover
Praise for Vertical Option Spreads
"An interesting read and practical how-to manual on harnessing the power of probability trading."
—Jerry Kensok, CFP®, President/Portfolio Manager, Lewis & Clark Fund Advisers, LLC
"Conrick and Hanson break new ground in applying Monte Carlo simulation techniques to the field of options trading. We're thrilled that Crystal Ball is featured prominently throughout the book as a way for traders to make sound decisions based solely on probability and without regard to market direction. I trust that the ideas and methods put forth in this book will become part of your good fortune."
—Eric Wainwright, Chief Architect, Crystal Ball Software Division, Oracle
"As a CPA and informed investor, I, like the authors, attempted a few investing techniques including use of technical indicators and fundamental financial analysis. My preferred approach was that of an intermediate term investor (weeks to months), and my results were inconsistent. The alternative approach detailed in this book offers a possible solution. The reliance on probabilities helps compensate for the various personal biases investors confront. Combining the rich data analysis with short (weekly) exposure windows presents an intriguing opportunity to manage risk. The power of this approach is further unlocked for each trader by allowing customization of risk tolerance for each trade as the situation merits."
—Joe Hanson, commercial banking officer
About the Author
Dr. CHARLES CONRICK IV has an extensive background in the business, finance, and trading environment. After a long career in investment planning and small to mid-size business valuation, he entered the academic world in 2002 and is now an Associate Professor of Finance at Dickinson State University in Dickinson, North Dakota. Charles has also been an active options trader for the past five years. He holds a Doctorate in Business Administration (DBA) from Argosy University with a double major in accounting and finance. He is a Chartered Financial Analyst (CFA), a Certified Public Accountant (CPA), and a Certified Financial Planner (CFP).
SCOTT HANSON is an accounting professor at a regional university and is an active trader in the options market. Prior to arriving in academia, he held several key financial positions in U.S. corporations and spent some time as an auditor with PricewaterhouseCoopers. Hanson is a CPA, and earned an MBA from Golden Gate University and a master's of accounting from the University of Georgia.
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