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Instructor

Jeff Augen

Practical Experience:


Jeff Augen, currently a private investor and writer, has spent over 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 a co-founding 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. He is the author of four books: “Trading Options at Expiration” (FT Press 2009), The Option Trader’s Workbook (FT Press 2008), The Volatility Edge in Options Trading (FT Press 2008), and Bioinformatics in the Post-Genomic Era (Addison-Wesley 2005).

Much of his current work on option pricing is built around algorithms for predicting molecular structures that he developed many years ago as a graduate student in biochemistry.

Areas of Expertise:


Equity and Index Options
Technical Analysis
Risk Management
Algorithmic Trading

Education:


BS in Molecular Biology from Rice University
MS Biochemistry and Molecular Biology University of Texas Medical School Houston

Publication(s):


Trading Options at Expiration (FT Press 2009)
The Option Trader’s Workbook (FT Press 2008)
The Volatility Edge in Options Trading (FT Press 2008)
Bioinformatics in the Post-Genomic Era (Addison-Wesley 2005)
More than 25 articles, book chapters, and technical references on high performance computing, computational biology, and bioinformatics.

Courses: