I have developed a practical new analytical framework that eliminates the invalid constant volatility and interest rate assumptions of the Black-Scholes and binomial options models, and generates theoretically correct and internally consistent, current and future option prices, volatility index futures prices, and risk metrics Greeks , across all term structures of volatilities and all term structures of interest rates - providing an exploitable edge for option traders.

If you enjoy the new book, please take a few minutes to provide a brief review on Amazon. It would be greatly appreciated.

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Thank you. In conjunction with the development of the AI Volatility Edge Platform , I have been working on a new options book for the past year. It is my most ambitious book to date, with extensive volatility research and modeling. To allow me to focus all of my available resources on completing the book, I am temporarily suspending the release of monthly recession model posts until after the new book has been published. I made a number of significant improvements to the recession model in January of If you missed the January recession model post, or if you would like to review the improvements to the models, please revisit the Recession Model Forecast: In the following months, I reduced the number of input variables in all of the peak-trough neural network models and expanded the number of individual models.

I also further constrained the models, which made them even more robust - especially when interpreted as a single aggregate peak-trough forecast. Finally, due to the very large discrete changes in the economic data due to COVID, I capped the maximum standardized deviation above the recession threshold, which is particularly important when reporting the mean standardized deviation. No changes were made to any of the explanatory variables.

Brian Johnson’s 2nd Options Book Now Available

Unfortunately, I have been unable to publish the recession model update for the last two months. I have been swamped finalizing and rolling out bit and bit versions of a new comprehensive option volatility forecasting platform called AI Volatility Edge AIVE. I devoted the last year to designing AI Volatility Edge - which is an integrated collection of AI models based on the latest machine-learning ML algorithms.

The process used to identify the lowest-cost hedging solution using actual VIX call options is explained in Chapter 4, followed by the same hedging analysis using put options on the underlying security in Chapter 5. All hedging examples in the article use real-time market prices and actual analytical results.

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Proprietary research is included in the article to provide validation for the analytical framework. The article was written to be accessible to a wide audience, so very few mathematical formulas are provided in the text.

However, several important formulas are included to facilitate the understanding of important concepts, and to provide further research opportunities for inquisitive traders. The article also includes thirty separate graphs and tables to illustrate how the tools can be used in practice. Perhaps most important, Option Strategy Hedging and Risk Management includes a download link to the accompanying Excel spreadsheet with macros designed to perform all of the position sizing and hedging calculations in the article.

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Chapters 1, 3, 4, and 5 all have their own dedicated tabs in the spreadsheet. The data from the article is included in the spreadsheet, which allows the reader to reproduce all of the examples from the article. All of the spreadsheet functions are automated through the use of push-button macros, making spreadsheet operation as simple as possible.

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Finally, Chapter 6 examines practical considerations and prospective applications of these innovative new tools. 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.

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. 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.

What are some of the examples of trade?

Option Strategy Risk Return Ratio

What could be the possible tips and suggestions that could be borrowed for success? What are some of the possible errors that can be avoided in options trading? Options trading is meant to direct one on when there is more profit in the market and when the market is not making any progress at all. It will act as a tool that will provide leverage and will give possible accounts of how the market of the commodities is fairing on the outside.

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The option trading is supposed to be the contract between two parties who have sat and have to discuss what is entailed in the contract document and are now reading on the same script or have agreed on the terms of the contract. We have two types of options trading they are puts and calls. Some of the reasons why we have trading options are that it acts as a form of insurance. You cannot put all your eggs in one basket.