$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
-
Momentum As a Leading Indicator – Top Dog Trading SystemDOWNLOADMomentum As a Leading Indicator – Top Dog Trading SystemUpdate 01 Nov 2022IntermediateDOWNLOADMomentum As a Leading Indicator – Top Dog Trading System shows how to take the skills learned in the first course and use momentum as a leading indicator to uncover those changes in trends.
Add to wishlist -
Trading the News Seminar – Tom YeomansDOWNLOADTrading the News Seminar – Tom YeomansUpdate 11 Nov 2022All LevelsDOWNLOADTrading the News Seminar – Tom Yeomans teaches you how to trade economic news events, mostly using fundamental news event data and currency strength measurements to guide your trading decisions.
Add to wishlist -
The Elite Core Advance Course – Urban ForexDOWNLOADThe Elite Core Advance Course – Urban ForexUpdate 27 Dec 2022AdvancedDOWNLOADThe Elite Core Advance Course by Urban Forex walks you through practical techniques and strategies to trade forex with high confidence and high profits without taking high risks. There are many illustrated case studies and examples clarifying the applications of strategies to real trades. So, you can learn to build viable strategies and maintain profitability.
Add to wishlist -
The Ultimate Trading Performance Seminar – Thomas R. DeMarkDOWNLOADThe Ultimate Trading Performance Seminar – Thomas R. DeMarkUpdate 19 Dec 2022All LevelsDOWNLOADThe Ultimate Trading Performance Seminar by Thomas R. DeMark walks you through practical frameworks to trade options with high confidence and profits. You will learn to manage your options trades and the application of strategies to real-world trades.
Add to wishlist -
Bradley Cowan – Market Science Volumes I &II Square of Twelve &Market DynamicsDOWNLOADBradley Cowan – Market Science Volumes I &II Square of Twelve &Market DynamicsUpdate 06 Nov 2022AdvancedDOWNLOADThe content of Market Science Volumes I & II Square of Twelve & Market Dynamics is intended to illustrate novel and accurate market modeling methodologies. Hence, traders can learn how to forecast future market cycles after reading these materials.
Add to wishlist -
The Fx News Breakout Trading – Forex MentorDOWNLOADThe Fx News Breakout Trading – Forex MentorUpdate 14 Nov 2022All LevelsDOWNLOADThe Fx News Breakout Trading by Forex Mentor presents how to profitably trade forex through detailed instructions on proven frameworks. You can obtain practical insights through examples and case studies.
Add to wishlist
Reviews
There are no reviews yet.