NYIF
CFPInstructor
Jeff Augen
Practical Experience:
Jeff Augen is a private investor and writer. Building on more than 10 years of research, he has developed an intellectual property portfolio containing algorithms and software for the technical analysis of derivatives prices. The work, which includes a library of more than 1 million lines of computer code, includes specific strategies for trading equity, index, and futures options. He is currently the author of a new book describing this work that will be available in January 2008 from Prentice-Hall.
Augen has a 25 year history in information technology. Formerly, as the founding executive of IBM’s Life Sciences Computing business, he was responsible for defining a growth strategy that resulted in $1.2billion of new revenue in 3 years. During the past 7 years he has been an invited guest speaker at more than 50 industry events, an author of more than 25 review articles, book chapters, and editorials, a member of 3 editorial boards, and the author of a graduate-level text – “Bioinformatics in the Post-Genomic Era.” (Addison Wesley, 2005). In addition to his role as strategist for IBM’s Life Sciences Computing business, Augen was responsible for managing a $200M portfolio of life sciences-based venture capital investments.
From 2002 to 2005, Augen was President and CEO of TurboWorx Inc., a technical computing software company spun off from the Computer Science Department at Yale University. Previous steps in his career included a number of business and technical roles including Chief Technologist for EDS’ Travel and Transportation Division and Strategy Manager for Compaq’s Server Division.
Augen’s academic background includes graduate and undergraduate degrees in Biochemistry and Molecular Biology from the University of Texas and Rice University respectively. His thesis research involved the development of algorithms for predicting molecular structures. His work on derivatives pricing and the price change behavior of securities is partly based on algorithms developed during this timeframe.
Areas of Expertise:
Equity and index options Technical Analysis Risk Management Algorithmic tradingEducation:
BS in Molecular Biology from Rice University MS Biochemistry and Molecular Biology University of Texas Medical School HoustonPublication(s):
In Press: The Volatility Edge in Options Trading, Prentice-Hall December 2007 More than 25 articles, book chapters, and technical references on high performance computing, computational biology, and bioinformatics.Courses:
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