$40.00 $331.00
Explore the world of options volatility trading with this comprehensive course! Delve into topics such as options Greeks, volatility estimators (Garman-Klass and Parkinson), GARCH modeling, and the analysis of profit and loss distribution for popular strategies like straddles and strangles
Course Overview
Looking to explore the world of options volatility trading? This course has got you covered! Dive into topics like options Greeks, volatility estimators (Garman-Klass and Parkinson), GARCH modelling, and analysing PnL distribution for popular strategies like straddles and strangles. With a hands-on capstone project and a live trading template, you’ll gain practical experience applying these concepts in real-life scenarios. Join us on this options volatility trading journey today!
Live Trading
- Recall and differentiate between risk and edge in options trading.
- Explain the concepts and characteristics of options Greeks, including Delta, Theta, Rho, Vega, and Gamma.
- Demonstrate an understanding of volatility estimation techniques, including close-to-close, Parkinson, and Garman-Klass estimators.
- Explain the GARCH model and its application in forecasting volatility.
- Apply Monte Carlo simulation to estimate the profit and loss (P/L) distribution of straddle and strangle options positions.
- Backtest and evaluate a volatility-based options trading strategy using historical data.
- Utilise capstone project and live trading templates to implement learned concepts in real-world trading scenarios.
Skills Covered
Strategies
- GARCH Model-based strategy
- VIX-based Straddle
Concepts & Trading
- Options Greeks
- Volatility Estimation
- GARCH
- Monte-Carlo Simulation
Python
- Pandas
- Numpy
- Matplotlib
- Mibian
- Scipy
Learning Track 7
This course is a part of the Learning Track: Quantitative Trading in Futures and Options Markets Enroll to the entire track to enable 30% discount.
Foundation
- Options Trading Strategies In Python: Basic
Beginner
- Futures Trading: Concepts & Strategies
Intermediate
- Options Trading Strategies In Python: Intermediate
- Systematic Options Trading
- Trading using Options Sentiment Indicators
Advanced
- Options Trading Strategies In Python: Advanced
- Options Volatility Trading: Concepts and Strategies
Course Features
- Faculty Support on Community
- Interactive Coding Practice
- Capstone Project Using Real Market Data
- Trade and Learn Together
- Get Certified
Prerequisites
Fluency with Python including Python libraries like Pandas, Numpy, Matplotlib and a good understanding of financial markets. You can enrol for the Python for Trading: Basic course on Quantra to attain a basic level of understanding of Python. You can also check the Stock Market Basics course for understanding financial market terms.
Syllabus
Introduction
Edge and Risk
American vs European Options
Put and Call Parity
Pricing Models
Options Valuation
Greeks: Price & Time
Greeks: Volatility and Interest Rates
Volatility
Implied Volatility
Close-to-Close Estimator
Parkinson Estimator
Garman-Klass Estimator
Volatility Estimators
Volatility Forecasting
How to Trade Variance Premium
P/L Distribution of Options Strategies
Monte Carlo Simulation
Practical Hedging
Capstone Project
Live Trading on IBridgePy
Paper and Live Trading
Run Codes Locally on Your Machine
Summary
About Author
Dr Euan Sinclair has over 27 years of experience in the industry and specialises in the design, implementation, and risk management of quantitative trading strategies. He has worked with various trading firms like Bluefin Trading, Hull Tactical, Medway Capital Management, Trađing Solutions Ltd, and The Helios Group. He was the co-founder and CEO of FactorWave lnc (a fintech company) and a managing partner at Talton Capital Management (a volatility hedge fund). He is also a member of the editorial board of the Journal of Investment Strategies, a publication of Risk Journals. All three of his books: Options Trading, Volatility Trading and Positional Option Trading, have been warmly received by the community.
Why Quantra ?
- Gain more in less time
- Get taught by practitioners
- Learn at your own pace
- Get data & strategy models to practice on your own
Dr Euan Sinclair
Please Login/Register if you want to leave us some feedback to help us improve our services and products.
RELATED COURSES
VIEW ALL
-
Real-World Spy Training Found Nowhere Else Outside Of Elite Intel Academies – Everydayspy – OPTHINK$89.00$997.00Real-World Spy Training Found Nowhere Else Outside Of Elite Intel Academies – Everydayspy – OPTHINKUpdate 10 May 2024OPTHINK stands out as a pioneering digital training platform empowering you to anticipate, influence, and guide the actions of others, enabling you to discreetly assert control over your daily interactions.
Add to wishlist -
The Economics of Financial Markets – R.E.BaileyDOWNLOADThe Economics of Financial Markets – R.E.BaileyUpdate 08 Dec 2022All LevelsDOWNLOADThe Economics of Financial Markets by R.E. Bailey is a great book for both advanced undergraduates and beginning graduate students in financial economics. There are many aspects covered in the course such as an overview of capital markets and the underlying economic principles.
Add to wishlist -
Mark Minervini – Think & Trade Like a Champion: The Secrets, Rules & Blunt Truths of a Stock Market Wizard, 2017DOWNLOADMark Minervini – Think & Trade Like a Champion: The Secrets, Rules & Blunt Truths of a Stock Market Wizard, 2017Update 07 Nov 2022All LevelsDOWNLOADThink & Trade Like a Champion: The Secrets, Rules & Blunt Truths of a Stock Market Wizard, 2017 by Mark Minervini shares with you Mark’s personal trading rules and the secret techniques that made him one of America’s most successful stock traders.
Add to wishlist -
Pennystocking Framework – Timothy SykesDOWNLOADPennystocking Framework – Timothy SykesUpdate 17 Nov 2022All LevelsDOWNLOADIn this Pennystocking Framework course by Timothy Sykes, you will learn the techniques and strategies being used to successfully day trade penny stocks for over a decade.
Add to wishlist -
P&L Accumulation Distribution – Charles DrummondDOWNLOADP&L Accumulation Distribution – Charles DrummondUpdate 07 Nov 2022All LevelsDOWNLOADP&L Accumulation Distribution by Charles Drummond addresses support and resistance in the market trends. So, you can have a proactive role in strategy development and application.
Add to wishlist -
Understanding Options Trading – Day Trading Zones$49.00Understanding Options Trading – Day Trading ZonesUpdate 21 Sep 2022All LevelsEnhance your knowledge about options trading and how to master the full grasp of it with Understanding Options Trading online course by Day Trading Zones.
Add to wishlist
Reviews
There are no reviews yet.