Editor 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:

Option Strategy Risk / Return Ratios: A Revolutionary New Approach to Optimizing, Adjusting, and Trading Any Option Income Strategy

  • The risk/return ratios introduced in this book allow traders to evaluate, compare, adjust, and even optimize any option income strategy, on any underlying security, in any market environment.
  • Author: Brian Johnson
  • Published March 29, 2014

Exploiting Earnings Volatility: An Innovative New Approach to Evaluating, Optimizing, and Trading Option Strategies to Profit from Earnings Announcements

  • Exploiting Earnings Volatility introduces an innovative new framework for evaluating, optimizing, and trading option strategies to profit from earnings-related pricing anomalies.
  • Author: Brian Johnson
  • Published April 7, 2015

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 (Active Trader ceased publication; article no longer available)

  • 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 (Active Trader ceased publication; article no longer available)

  • 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 (Active Trader ceased publication; article no longer available)

  • 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.

 

Share

Comments are closed.