Trading on Corporate Earnings News: Profiting from Targeted, Short-Term Options Positions

Preface

KISS

All books are largely an extension of their authors. So we’d like to briefly describe ourselves and thus inform you, the reader, about our perspective.

Ping Zhou is a portfolio manager for the Quantitative Investment Group at Neuberger Berman, a major asset management firm. He is a true “quant” who uses sophisticated statistical, empirical models to squeeze profits out of the market. His days are spent with fellow PhDs, performing the highest levels of quantitative analysis. He has access to an incredible arsenal of computing power and resources.

John Shon is a professor of accounting at Fordham University. He was formally trained for his doctorate at the University of Chicago’s Booth School of Business in high-level theoretical ...