Learning Track Quantitative Approach in Options Trading
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Learning Track Quantitative Approach in Options Trading
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Description
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.
SKILLS COVERED
COURSE FEATURES
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Lifetime Access to the course
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Community support
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Downloadable codes
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Hands-on guided learning
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Get Certified
LEARNING TRACK
Quantitative Approach in Options Trading
FOUNDATION
- Python For Trading!
- Options Trading Strategies In Python: Basic
BEGINNER
- Quantitative Trading Strategies and Models
INTERMEDIATE
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Options Trading Strategies In Python: Intermediate
- Trading with Machine Learning: Regression
- Trading with Machine Learning: Classification and SVM
ADVANCED
- Mean Reversion Strategies In Python
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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
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.
AFTER THIS COURSE YOU’LL BE ABLE TO
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.
ABOUT AUTHOR
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Multi Commodity ExchangeThe 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. -
Dr. Ernest P. ChanDr. 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. -
NSE AcademyThe 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. NSE conducts financial education workshops through NSE Academy to develop new generation investors.
WHY QUANTRA®?
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