$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
-
Rule Based Investing – Chiente HsuDOWNLOADRule Based Investing – Chiente HsuUpdate 13 Nov 2022IntermediateDOWNLOADThis Rule Based Investing is the first comprehensive guide to designing and applying these sophisticated strategies in real trading for traders.
Add to wishlist -
Charting Course – Wyckoff AnalyticsDOWNLOADCharting Course – Wyckoff AnalyticsUpdate 07 Nov 2022All LevelsDOWNLOADWhen you take Wyckoff Analytics’ Basic Charting Course, you will have access to a number of essential technical indicators such as Stochastics, Rate of Change (ROC), Relative Strength Index, On Balance Volume (OBV), and others. Hence, this course will bring your trading experience to the next level.
Add to wishlist -
Forex Strategies Guide for Day and Swing Traders – Vantage Point TradingDOWNLOADForex Strategies Guide for Day and Swing Traders – Vantage Point TradingUpdate 22 Dec 2022DOWNLOADForex Strategies Guide for Day and Swing Traders by Vantage Point Trading sheds light on the fundamentals of forex trading and powerful frameworks. Detailed instructions come along with many real-world case studies for valuable insights into the whole process.
Add to wishlist -
Slow REEDS Masterclass – Reeds Trader$290.00$2,995.00Slow REEDS Masterclass – Reeds TraderUpdate 27 Jan 2025The Slow REEDS Masterclass helps you avoid mistakes, stay focused, and master proven strategies to outperform the market, grow your equity, and build your REEDS Trader plan—guaranteed.
Add to wishlist -
Stock Patterns for DayTrading I & II – Barry RuddDOWNLOADStock Patterns for DayTrading I & II – Barry RuddUpdate 12 Nov 2022All LevelsDOWNLOADThis Stock Patterns for DayTrading I & II book describes the trading strategies used by a professional stock trader in his own trading. The ideas come both from friends who are successful traders as well as his own experience with SOES trading.
Add to wishlist -
45 Years in Wall Street – W.D.GannDOWNLOAD45 Years in Wall Street – W.D.GannUpdate 22 Dec 2022All LevelsDOWNLOAD45 Years in Wall Street by W.D.Gann presents a comprehensive walkthrough of underlying principles behind profitable frameworks. Detailed guidelines come along with illustrated case studies and examples, hence you can enhance your trades and enrich your account.
Add to wishlist
Reviews
There are no reviews yet.