$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
-
Simplertrading – Pillars of Options Trading ClassDOWNLOADSimplertrading – Pillars of Options Trading ClassUpdate 08 Nov 2022DOWNLOADPillars of Options Trading Class by Simpler Trading will let you find out your specific buying and selling style. You will learn to adapt the time-tested and validated method to fit your personality and goals.
Add to wishlist -
Crystal Ball Pack PLUS bonus Live Trade – Tricktrades$50.00$454.30Crystal Ball Pack PLUS bonus Live Trade – TricktradesUpdate 08 Feb 2024Access both Vol 1 and Vol 2, plus a bonus live trade where I analyze real-time price action, granting you the ability to foresee and interpret the future.
Add to wishlist -
AT101 – Fundamentals of Algorithmic TradingDOWNLOADAT101 – Fundamentals of Algorithmic TradingUpdate 06 Nov 2022BeginnerDOWNLOADThe Fundamentals of Algorithmic Trading AT101 course focuses on the design concepts behind Trading Robots. Because this course teaches more than simply programming, traders may receive more value than they anticipated.
Add to wishlist -
Excel School 2.0 – Dashboard + VBA Download$45.00$347.00Excel School 2.0 – Dashboard + VBA DownloadUpdate 12 Mar 2024Addressing the challenge of automating tasks is a common concern, and Excel VBA provides a solution for streamlining various aspects of data analysis, reporting, and modeling work.
Add to wishlist -
G7FX Pro & Foundation CoursesDOWNLOADG7FX Pro & Foundation CoursesUpdate 09 Nov 2022BeginnerDOWNLOADWith a proven curriculum – the same as that of famous institutions, G7FX Pro & Foundation Courses simply gives you the foothold as a professional trader.
Add to wishlist -
Small Account Secrets (Basic) – Simpler Trading$49.00$497.00Small Account Secrets (Basic) – Simpler TradingUpdate 26 Sep 2022BeginnerSmall Account Secrets (Basic) by Simpler Trading shows you that the markets are fair and even smaller accounts have their chances to make profits.
Add to wishlist
Reviews
There are no reviews yet.