$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
-
Wyckoff Analysis Series. Module 2. Wyckoff Candle Volume Analysis – Todd KruegerDOWNLOADWyckoff Analysis Series. Module 2. Wyckoff Candle Volume Analysis – Todd KruegerUpdate 17 Nov 2022IntermediateDOWNLOADWyckoff Analysis Series. Module 2. Wyckoff Candle Volume Analysis – Todd Krueger analyzes 5 completely independent variables to effectively track, monitor and qualify the supply and demand imbalances that appear on a price chart.
Add to wishlist -
Secrets of Trading GBP, JPY, and CHF – BK ForexDOWNLOADSecrets of Trading GBP, JPY, and CHF – BK ForexUpdate 08 Nov 2022IntermediateDOWNLOADSecrets of Trading GBP, JPY, and CHF by BK Forex walks you through the fundamentals of Day Trading and Swing Trading from GBP strategies and secrets of trading CHF & JPY.
Add to wishlist -
3 Volatility Strategies – Quantified Strategies$35.00$349.003 Volatility Strategies – Quantified StrategiesUpdate 16 Oct 2022The 3 Volatility Strategies course from Quantified Strategies helps users understand market volatility and the factors that contribute to it.
Add to wishlist -
Advanced Trading Strategies – Rob HoffmanDOWNLOADAdvanced Trading Strategies – Rob HoffmanUpdate 11 Nov 2022All LevelsDOWNLOADThis Advanced Trading Strategies course provides hours of valuable instruction on how to use the multi-time frame indicators from Become A Better Trader.
Add to wishlist -
Tape Reading Trader Program – The Day Trading RoomDOWNLOADTape Reading Trader Program – The Day Trading RoomUpdate 15 Nov 2022All LevelsDOWNLOADTape Reading Trader Program by The Day Trading Room points out the best practices of tape reading for accurate market forecasting to develop effective strategies and flexible tactics.
Add to wishlist -
233 Trading Secrets – Tradingoptionslive$109.00$159.00233 Trading Secrets – TradingoptionsliveUpdate 29 Jun 2022233 Trading Secrets – Trading Options Live comprises 233 answers to 233 questions regarding trading options, from the most popular ones to ones that you never ever thought of. If you are serious about trading in the stock market, this course is the course to go!
Add to wishlist
Reviews
There are no reviews yet.