Author Bio

Brian Johnson

Trading Insights, LLC

Experience:

Proprietary Trader

  • Proprietary Trader in options, futures, (indices, energy, metals, meats, grains, softs and currencies), stocks, and ETFs using both systematic and discretionary trading strategies.
  • All models are based on technical and fundamental research and are used to implement both directional and non-directional strategies.

President of Carolina Capital Advisors, Inc.

  • Developed neural network forecasting, risk management, and valuation systems for institutional investment advisors.

Vice President and Principal at Lincoln Capital Management

  • Founded Lincoln Capital Management’s fixed income index business
  • Created specialized risk control and valuation algorithms and used those tools to build the business to over $13 Billion in institutional assets in ten years – becoming the second largest manager of US dollar denominated fixed income indexed assets.
  • Responsible for all fixed income index and enhanced index portfolio management and trading

Trust Investment Officer & Fixed Income Portfolio Manager at Harris Bank

  • Institutional Fixed Income Portfolio Manager

Education:

The University of Chicago – Booth School of Business

  • MBA
  • Specialization in Finance

University of Illinois at Urbana-Champaign

  • BS in Finance
  • High Honors

Publications:

Managing Yield Curve Risk in an Index Environment

  • Introduced the first parametric approach used to quantify and manage risk in fixed income portfolios
  • Authors: Brian Johnson and Kenneth Meyer
  • Published November 1989 in the Financial Analysts Journal

Modeling Implied Volatility

  • This technique for estimating the expected changes in options implied volatility before and immediately after the release of quarterly earnings can also help you identify undervalued and overvalued options.  It also can be used to estimate the forward term structure of implied volatility.
  • Author: Brian Johnson
  • Published June 2011 in Active Trader

The Science of Selling Options

  • The article explains how to use directional volatilities to find the best strike prices for selling out-of-the-money vertical spreads.
  • Author: Brian Johnson
  • Published September20012 in Active Trader

 Option Strategies for Bull-Market Reversals

  • This article evaluates a number of different option strategies for capitalizing on market pull-backs after sustained advances.
  • Author: Brian Johnson
  • Published January 2013 in Active Trader

28 Additional (non-financial) articles published

  • Belvoir Publications, Inc.
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