$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
-
Consistent Traders Mastery Class – Simpler OptionsDOWNLOADConsistent Traders Mastery Class – Simpler OptionsUpdate 13 Nov 2022All LevelsDOWNLOADConsistent Traders Mastery Class by Simpler Options illuminates practical strategies and techniques for consistent profits with minimal risks regardless of the market volatility.
Add to wishlist -
Volume Profiling with Strategy Development – Axia Futures$30.00$1,000.00Volume Profiling with Strategy Development – Axia FuturesUpdate 28 Jun 2022The Volume Profiling with Strategy Development course by Axia Futures teaches you how to develop your own unique strategy – how to use advanced methods and tools of volume profile analysis methodologies. You will gain an unfair advantage over other traders in the market with an on-going stream of high quality entry/exit signals accurately based on precise levels of price impact measures.
Add to wishlist -
The EAP Training Program (Apr 2019) – EAP Training ProgramDOWNLOADThe EAP Training Program (Apr 2019) – EAP Training ProgramUpdate 05 Nov 2022All LevelsDOWNLOADNew to trading? Worry not as The EAP Training Program 2019 will give you everything you need to become a successful trader in financial markets.
Add to wishlist -
Volcano Trading – Clay TraderDOWNLOADVolcano Trading – Clay TraderUpdate 07 Dec 2022All LevelsDOWNLOADVolcano Trading by Clay Trader provides a step-by-step guide on techniques and strategies to decode the stock market and earn top-out profits from stock trades. Besides, the course demystifies the trading mindset of professional traders to keep the presence of your mind no matter how volatile the market is.
Add to wishlist -
Davelandry – Trading Full CircleDOWNLOADDavelandry – Trading Full CircleUpdate 07 Nov 2022BeginnerDOWNLOADThis course will show you entirely uncovered basic patterns that use psychology to exploit market players’ emotional nature. It would also demonstrate how to use my hybrid approach to money and position management.
Add to wishlist -
Trading the Pristine Method 2 – PristineDOWNLOADTrading the Pristine Method 2 – PristineUpdate 10 Nov 2022All LevelsDOWNLOADTrading the Pristine Method 2 – Pristine is specifically designed to help you improve your trading and investing using our time-tested trading techniques. It shows you how to do this by reducing risk and maximizing profit opportunities.
Add to wishlist
Reviews
There are no reviews yet.