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Brian Johnson's Book Exploiting Earnings Volatility

Discussion in 'Options' started by Jim Clements, Jun 12, 2015.

  1. Jim Clements

    Jim Clements Active Member

    Has anyone used Brian's EEVIntegrated2 spreadsheet to model option strategies for earnings announcements? I am having problems with the spreadsheet: it does not calculate True Greeks (all True Greek values are zero). Has anyone else experienced this?

  2. WAQAR

    WAQAR New Member

    I have the book and now I am in the process of deciphering his logic. I get the idea behind his logic. The question is does it help in real life. Answer will soon emerge when I put it to the test. I will make sure that I let you guys know about the results.
  3. Georges

    Georges Well-Known Member

    What are the results, did the book help in reality trade Earnings profitable on a regular base?

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