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Option Strategy Hedging & Risk Management: An In-Depth Article Introducing an Interactive Analytical Framework for Hedging Option Strategy Risk Paperback – March 28, 2017
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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. 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. 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. 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 is now a full-time proprietary trader in options, futures, stocks, and ETFs primarily using algorithmic trading strategies. In addition to his professional investment experience, he also designed and taught courses in financial derivatives for both MBA and 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 a systematic framework for optimizing the timing of Option Income Strategy (OIS) trades.
He has also written articles for the Financial Analysts Journal, Active Trader, and Seeking Alpha and he regularly shares his trading insights and research ideas as the editor of traderedge.net/.
Mr. Johnson holds a B.S. degree in finance with high honors from the University of Illinois at Urbana-Champaign and an MBA degree with a specialization in Finance from the University of Chicago Booth School of Business.
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Top Customer Reviews
This is one of the most important books I've read in my options career. Why? Because capital preservation in trading is paramount. No capital, no trading. Prior to reading this book I didn't have a coherent hedging strategy for my options portfolio. I'm not a doomsday prognosticator, but I believe another 9/11 type event will happen during my trading career. I'm not willing to risk blowing up my trading account, and the dreadful prospect of returning to my corporate career. Based on the book I have modified my trading plan, and no longer worry about black swan events.
If you trade option income strategies I highly recommend you read this book. The book is well written, well researched and well organized. The spreadsheet provided is a valuable tool as well. I can't believe anyone would give this a one star review, and I'm confident it is not a serious trader.
This is going to require many evenings and weekends of your free time to devote to this - but there is most definitely a payoff. Correspondence with the author has been good and I truly believe he wants to help retail traders succeed.
This study is important enough to radically improve the risk/reward parameters of income-generating option strategies, including but not limited to iron condors. It does so by addressing head-on the always present risk of Black Swan events that blow anticipated parameters out of the water and threaten catastrophic loss. By offering several original, explicit strategic solutions to this problem, explained step-by-step and accompanied by an Excel workbook for ongoing use in devising and tactically managing risk-controlled income strategies, the author has sharply increased their appeal to the practitioner willing to spend a bit of time and effort to master a new dimension of risk management. At the price, which includes the workbook, these resources are a virtual gift.