Learning Track Quantitative Approach in Options Trading
An 8-course learning track to start using quantitative techniques in Options Trading. Learn to create pricing models, various Options Trading strategies like Arbitrage Strategy, Box Strategy and Calendar Spread. Use ARIMA-GARCH models, Machine Learning techniques and Mean Reversion strategies in Options Trading.
- Index Arbitrage
- Mean Reversion
- Delta Trading
- Box Trading
- Dispersion Trading
- Option Pricing and Greeks
- Put Call Parity
- Volatility Smile and Skew
- Exotic Options
- Support Vector Classifier
Lifetime Access to the course
Hands-on guided learning
- Python For Trading!
- Options Trading Strategies In Python: Basic
- Quantitative Trading Strategies and Models
Options Trading Strategies In Python: Intermediate
- Trading with Machine Learning: Regression
- Trading with Machine Learning: Classification and SVM
- Mean Reversion Strategies In Python
Options Trading Strategies In Python: Advanced
Mini Learning Track
These courses are often bought together for better understanding of connected concepts.
Special Bundle Pricing
Enroll for all 8 courses and get additional 15% off
It is expected that you have some financial markets experience and understand terms like sell, buy, margin, entry, exit positions. Some familiarity with options and technical indicators might help you in better understanding the concepts. The track covers basics of Python for trading, which will help you understand and learn the essential coding knowledge required to replicate the models in your trading.
Create option pricing models including BSM, Derman-Kani Model and Heston Model. Use options pricing techniques using 2nd, 3rd, 4th order Greeks to create trading strategies.
Create various types of Options trading strategies which are used by Hedge Funds and individual retail traders such as Arbitrage Strategy, Calendar Spread Strategy, Earnings Strategy, Box Trading, strategies based on implied volatility.
Compute valuation using various exotic and compound options such as Binary options, Barrier options, Chooser options, Gap options and Shout options.
Learn to manage risk by implementation of dynamic hedging using Greeks like Delta Neutral Portfolio and Gamma Scalping
Use computational powers and mathematical concepts in options trading. Create a trading strategy using Decision Tree Classifier. Explain concepts like Binomial Trees, Wiener Process, and Ito’s Lemma, and how they are used for the derivation of Black Scholes Merton model.
Specialize in Quantitative Options Portfolio Management by getting trained in practical and implementable course content created by successful Options traders with over 30 years of combined experience of algorithmic trading in Options segment.