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

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Cisco Press, Apr 18, 2011 - Business & Economics - 224 pages
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Trade more profitably by exploiting Microsoft Excel’s powerful statistical and data mining tools:

Uncover subtle anomalies and distortions that signal profit opportunities

Create powerful new custom indicators, alerts, and trading models

Visualize and analyze huge amounts of trading data with just a few clicks

Powerful techniques for every active investor who can use Excel

Now that high-speed traders dominate the market, yesterday’s slower-paced analysis strategies are virtually worthless. To outperform, individual traders must discover fleeting market trends and inefficiencies and act on them before they disappear. Five years ago, this required multimillion-dollar data mining and analytical infrastructures. Today, traders can use Excel with the help of world-class trader Jeff Augen’s Microsoft Excel for Stock and Option Traders: Build your Own Analytical Tools for Higher Returns.

Augen shows how to use Excel 2007 or 2010 to uncover hidden correlations and reliable trade triggers based on subtle anomalies and price distortions, create and test new hypotheses others haven’t considered, and visualize data to reveal insights others can’t see!

"Jeff Augen turns things inside out in his remarkable and challenging book Microsoft Excel for Stock and Option Traders."
- John A. Sarkett, SFO Magazine, October 2011

 

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Contents

Chapter 3 Advanced Topics
153
Index
187
Copyright

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About the author (2011)

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.

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