$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
-
The Moxie Stock Method Class – Simpler TradingDOWNLOADThe Moxie Stock Method Class – Simpler TradingUpdate 01 Nov 2022All LevelsDOWNLOADThe Moxie Stock Method Class by Simpler Trading helps you to predict “pops and drops” in shares like TG Watkins that permit him to book returns of 10% to 200% (regularly inside days).
Add to wishlist -
A Little Keltner, a Little Wycoff and of lot of Street Smarts – Linda RaschkeDOWNLOADA Little Keltner, a Little Wycoff and of lot of Street Smarts – Linda RaschkeUpdate 05 Dec 2022All LevelsDOWNLOADBy altering the bands depending on the most recent average daily price range, the book will naturally be further away from the market when price fluctuations are large. They will, however, maintain a far more consistent breadth than Bollinger bands.
Add to wishlist -
Trading Essentials – Market Gauge$49.00Trading Essentials – Market GaugeUpdate 26 Sep 2022All LevelsTrading Essentials – Market Gauge shares the simple, but powerful trading setups that professional traders have used for decades that help you win high profitability in either bullish or bearish markets.
Add to wishlist -
The Emergency Trading Room Portfolio Repair From Covid 19 – ITPMDOWNLOADThe Emergency Trading Room Portfolio Repair From Covid 19 – ITPMUpdate 06 Nov 2022DOWNLOADThe Emergency Trading Room Portfolio Repair From Covid 19 by ITPM shares how professional traders get through the aftermath of the pandemic and profitably trade.
Add to wishlist -
Fire from Real Estate – Masterclass OfferDOWNLOADFire from Real Estate – Masterclass OfferUpdate 08 Nov 2022BeginnerDOWNLOADThis FIRE from Real Estate course will walk you through the basics of real estate investment and lead you to the goals of financial independence rental property.
Add to wishlist -
Meeting of the Minds (Video) – Larry ConnorsDOWNLOADMeeting of the Minds (Video) – Larry ConnorsUpdate 02 Feb 2023All LevelsDOWNLOADTrading problems and unprofessional trading habits stem from the underlying mental and emotional issues that traders experience on a daily basis. Find the different biases in your thoughts that are preventing you from profiting. This course will teach you some of the greatest ways for simply and quickly overcoming this challenge.
Add to wishlist
Reviews
There are no reviews yet.