$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
-
Profit Recycling Reimagined BASIC – Simpler Trading$35.00$497.00Profit Recycling Reimagined BASIC – Simpler TradingUpdate 07 Mar 2023All LevelsTrading the market in 2022 has been difficult due to inflation and volatility, so Allison recommends keeping risk low, avoiding the “Pattern Day Trading Rule,” and taking advantage of wild swings.
Add to wishlist -
Point & Figure Charting – Trading Psychology EdgeDOWNLOADPoint & Figure Charting – Trading Psychology EdgeUpdate 10 Nov 2022All LevelsDOWNLOADPoint & Figure Charting – Trading Psychology Edge explains in clear terms what you need to see in your chart to reliably assess the direction and extent of the next move of the market.
Add to wishlist -
Think Like a Market Professional – Spectra Markets$120.00$1,200.00Think Like a Market Professional – Spectra MarketsUpdate 28 Jan 2025Spectra School’s course provides practical frameworks and insights from market professionals to help you understand and profit from financial markets.
Add to wishlist -
Defending Options – Simpler OptionsDOWNLOADDefending Options – Simpler OptionsUpdate 14 Nov 2022IntermediateDOWNLOADDefending Options by Simpler Options illuminates tried-and-true options trading strategies and techniques through vivid charts and real case studies for practical understanding.
Add to wishlist -
PiVVoT Point Method Home Study Course – Think Trade ThinkDOWNLOADPiVVoT Point Method Home Study Course – Think Trade ThinkUpdate 21 Nov 2022All LevelsDOWNLOADPiVVoT Point Method Home Study Course by Think Trade Think walks you through techniques of reading the market for invaluable insights to develop viable strategies. You can learn through detailed instructions and real case studies for practical understanding.
Add to wishlist -
Seed Iron Condor Profit Education – Options Money MakerDOWNLOADSeed Iron Condor Profit Education – Options Money MakerUpdate 26 Nov 2022All LevelsDOWNLOADThe Seed Iron Condor Profit Education by Options Money Maker offers an ample chance to trade with optimal timing and viable strategies for consistent profits. There are aspects unfolded in detail along with illustrated case studies.
Add to wishlist
Reviews
There are no reviews yet.