$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
-
TWP Price Action Course – Trade Win Profit Academy$34.00$349.00TWP Price Action Course – Trade Win Profit AcademyUpdate 15 Jul 2022TWP Price Action Course by Trade Win Profit aids you Produce higher amount return on income with improvement in the understanding about price action.
Add to wishlist -
Fibonacci Mastery – A Complete Trader Training Program – Toni HansenDOWNLOADFibonacci Mastery – A Complete Trader Training Program – Toni HansenUpdate 05 Nov 2022AdvancedDOWNLOADFibonacci Mastery – A Complete Trader Training Program shows you the proper way to apply Fibonacci techniques to your strategies for boosted earnings.
Add to wishlist -
Options Mastery #6: Butterfly – Rise2Learn$50.00$499.00Options Mastery #6: Butterfly – Rise2LearnUpdate 15 Jul 2022All LevelsOptions Mastery #6: Butterfly by Rise2Learn presents the fundamentals of Butterfly and a collection of its effective strategies. So, you have a wide range of selections to deal with different trading circumstances!
Add to wishlist -
Advanced Guide to How Simpler Options Uses ThinkorSwim (274 Minutes) – Henry GambellDOWNLOADAdvanced Guide to How Simpler Options Uses ThinkorSwim (274 Minutes) – Henry GambellUpdate 07 Dec 2022AdvancedDOWNLOADWe’ll cover the nature of risk management, strategies to help grow your trading account, types of risk, planning your loss limits and thinking in probabilities. How to recognize all of the probable outcomes of your trades.
Add to wishlist -
Forex School Online course – Forex School OnlineDOWNLOADForex School Online course – Forex School OnlineUpdate 13 Dec 2022AdvancedDOWNLOADEach section of the beginners trading course will take you step by step through the process of learning to trade at your own pace, testing you with quizzes along the way, and includes supplementary cheat sheets, PDF downloads, and indicators.
Add to wishlist -
Option Freedom Formula Elite Package – Danielle Shay – Simpler Trading$139.00$1,297.00Option Freedom Formula Elite Package – Danielle Shay – Simpler TradingUpdate 29 Jun 2022All LevelsOptions Freedom Formula Elite Package has all the tools and techniques you need to speed up your learning and boost the profits from options trading.
Add to wishlist
Reviews
There are no reviews yet.