$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
-
Live Pre-Market Session – Timothy MorgeDOWNLOADLive Pre-Market Session – Timothy MorgeUpdate 19 Dec 2022All LevelsDOWNLOADLive Pre-Market Session by Timothy Morge walks you through trading mindsets, techniques, and strategies that worked in real-world trading. You will learn how to prepare for your trades before the market is open and manage risks during sessions.
Add to wishlist -
The Trader – Paul Tudor JonesDOWNLOADThe Trader – Paul Tudor JonesUpdate 16 Dec 2022All LevelsDOWNLOADThe Trader by Paul Tudor Jones provides a great chance to experience a life of a professional trader, and to see their success and their failures. Also, you will learn how they manage their risks and fix the problems when things go awry.
Add to wishlist -
Safety in the Market Smarter Starter Pack 1st Edition – David BowdenDOWNLOADSafety in the Market Smarter Starter Pack 1st Edition – David BowdenUpdate 06 Nov 2022BeginnerDOWNLOADSafety in the Market Smarter Starter Pack 1st Edition gets your trading career on the launchpad by laying a solid foundation for understanding all the markets.
Add to wishlist -
B12 Trader Educational Series – Jasen BakerDOWNLOADB12 Trader Educational Series – Jasen BakerUpdate 03 Nov 2022All LevelsDOWNLOADB12 Trader Educational Series by Jasen Baker teaches you to analyze and identify potential trades in just 15 minutes per day.
Add to wishlist -
Tim Fundamentals Part Deux 2010 – Timothy SykesDOWNLOADTim Fundamentals Part Deux 2010 – Timothy SykesUpdate 16 Nov 2022All LevelsDOWNLOADTim Fundamentals Part Deux 2010 – Timothy Sykes reveals Tim’s trading methodology to help viewers become successful off-floor electronic traders.
Add to wishlist -
JaySignal SymRenko 9 (with open code, in Jan 2015)DOWNLOADJaySignal SymRenko 9 (with open code, in Jan 2015)Update 07 Nov 2022AdvancedDOWNLOADJaySignal SymRenko 9 (with open code, in Jan 2015) shows the path to being a successful trader and you just need to follow it, one step at a time.
Add to wishlist
Reviews
There are no reviews yet.