Learning Track Quantitative Approach in Options Trading

Teacher

Chairman

About Course

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. Also

SKILLS COVERED

Options Trading
- AlsoIndex Arbitrage
- Mean Reversion
- Delta Trading
- Box Trading
- Dispersion Trading
Math & Core Concepts
- Also ARIMA-GARCH
- Option Pricing and Greeks
- Put Call Parity
- Volatility Smile and Skew
- Exotic Options Also
Python Libraries
- Also NumPy
- Pandas
- Scikit-learn
- TA-Lib
- Support Vector Classifier Also

COURSE FEATURES

Lifetime Access to the course
Also Community support
Downloadable codes
Hands-on guided learning Also
Get Certified

LEARNING TRACK

Quantitative Approach in Options Trading

Also Get Learning Track Quantitative Approach in Options Trading on Traderknow.com

FOUNDATION

Also Python For Trading!
Options Trading Strategies In Python: Basic Also

BEGINNER

Quantitative Trading Strategies and Models

INTERMEDIATE

Options Trading Strategies In Python: Intermediate
Also Trading with Machine Learning: Regression
Trading with Machine Learning: Classification and SVM

ADVANCED

Mean Reversion Strategies In Python
Options Trading Strategies In Python: Advanced Also

Mini Learning Track

Also 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 Also

Also Need help? Write to us at [email protected] or call us at +91-8291945960.

PREREQUISITES

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. Also

AFTER THIS COURSE YOU’LL BE ABLE TO

Also 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. Also

Compute valuation using various exotic and compound options such as Binary options, Barrier options, Chooser options, Gap options and Shout options.

Also 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.

Also 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.

ABOUT AUTHOR

AlsoMulti Commodity Exchange

The Multi Commodity Exchange of India Limited (MCX), India’s first listed exchange, is a state-of-the-art, commodity derivatives exchange that facilitates online trading of commodity derivatives transactions, thereby providing a platform for price discovery and risk management. The Exchange, which started operations in November 2003, operates under the regulatory framework of Securities and Exchange Board of India (SEBI).
QuantInsti®

QuantInsti® is a pioneer institute in providing educational and technological courses and tools for Quants, Traders and Developers. The course creators are market practitioners with a combined experience of over 40 years in financial markets. It was founded and is powered by a leading HFT firm in India, iRage.

Also Get Learning Track Quantitative Approach in Options Trading on Traderknow.com
Dr. Ernest P. Chan

Also Dr. Ernest Chan is the Managing Member of QTS Capital Management, LLC., a commodity pool operator and trading advisor. QTS manages a hedge fund as well as individual accounts. He has worked in IBM human language technologies group where he developed natural language processing system which was ranked 7th globally in the defense advanced research project competition. He also worked with Morgan Stanley’s Artificial intelligence and data mining group where he developed trading strategies. Also
NSE Academy

The National Stock Exchange of India Ltd. (NSE) is the world’s largest derivatives exchange by the number of contracts traded in 2019 and the leading stock exchange in India. NSE is a pioneer in technology and ensures the reliability and performance of its systems through a culture of innovation and investment in technology. And NSE conducts financial education workshops through NSE Academy to develop new generation investors.