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QuantInsti – Options Trading Strategies In Python: Intermediate download, QuantInsti – Options Trading Strategies In Python: Intermediate review, QuantInsti – Options Trading Strategies In Python: Intermediate free
QuantInsti – Options Trading Strategies In Python: Intermediate
Profitable Options Trading strategies are backed by quantitative techniques and analysis. This course will teach you just how to do that. It is a part-1 of the two-course bundle that covers Options Pricing models, and Options Greeks, with implementation on market data using Python.
LEVEL
Intermediate
AUTHOR
NSE Academy
LIVE TRADING
- Backtest Options Trading strategies and use them to trade in live markets
- Explain Options Greeks
- Calculate the Options Price and Options Greeks
- Visualize the payoff of Calendar Spread strategy
- Predict movement of indices using implied volatility of the options
- Backtest various volatility based trading strategies
- Implement strategies in the live markets and analyze the performance
LEARNING TRACK 3
This course is a part of the Learning Track: Quantitative Trading in Futures and Options Markets
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
SYLLABUS
Options Pricing Models
This section introduces and explains the Black Scholes Model along with its formula and a Python package for options trading.
- Course Introduction
- Course Structure
- Quantra Features & Guidance
- Analogy to Pricing a Call Option: Dice Game
- Expected Value of Payoff
- Fair Value of Pricing a Game
- Intuitive Explanation of Bsm Model
- Components of BSM Formula
- Strike Price in BSM Formula
- Python Package for Options Trading
- How to Use Jupyter Notebook?
- Theoretical Price of Option
- Theoretical Price of Option
- Recap
Evolved Options Pricing Model
This section moves on to further explain other options pricing models like Derman-Kani Model and Heston Model.
- Derman-Kani Model and Heston Model
- Derman-Kani and Heston Models
- Volatility Smile
- Other Options Pricing Models
Options Greeks: Delta
This section includes a primer on Options Greeks with a special focus on the intuitive explanation of sensitivity of Delta.
- Greeks Primer
- Greeks Calculator
- Greeks Calculator
- Delta
- Call Price
- Delta Definition
- Higher Delta Value
- Delta of 0.5
- Delta With Respect to Underlying Price
- Delta With Respect to Underlying Price
- Delta With Respect to Time to Expiry
- Call Delta With Respect to Time to Expiry
- Delta With Respect to Volatility
- Delta With Respect to Volatility
- Delta Sensitivity
Option Greeks: Gamma
This section focuses on how the delta changes, or the Gamma factor in option pricing.
- Gamma
- Calculate Delta
- Options With Higher Gamma
- Gamma Sensitivity
- Properties of Gamma
- Option Price Using Delta and Gamma
Option Greeks: Vega
The section involves the study of how volatility affects option pricing by discussing the greek Vega.
- Vega
- Calculate Price of Call Option
- Option With Higher Vega
- Option Price Using Vega
- Vega With Respect to Time to Expiry and Vol
- Vega Sensitivity
Option Greeks: Theta and Rho
This section focuses on the time to expiry and interest rates that influence option pricing. It also introduces some of the advanced Options Greeks concepts.
- Theta
- What Will Be the Call Price
- What Drives the Theta of Option
- Rho
- Properties of Rho
- Advanced Greeks
- Recap
Options Trading Strategies
This section explains various options trading strategies like arbitrage strategy, calendar spread strategy, earnings strategy, box trading, and how to use them to trade in live markets. It also includes a case study on a strategy during the earnings announcement of the company.
- Arbitrage Strategy
- Calculate Call Price Using Put-Call Parity
- Calculate Put Price Using Put-Call Parity
- What is Calendar Spread
- Calculate Calendar Spread Payoff
- Greeks in Calendar Spread
- Most Profitable Calendar Spread
- Box Trading
- Implement Box Spread Strategy
- Long Box Spread Strategy
- Implied Volatility in Earnings Strategy
- Rise in Implied Volatility
- Stock Price Movement in Earnings Strategy
- Buying a Bull Call Spread
- Recap
Run Codes Locally on Your Machine
Learn to install the Python environment in your local machine.
- Python Installation Overview
- Flow Diagram
- Install Anaconda on Windows
- Install Anaconda on Mac
- Know your Current Environment
- Troubleshooting Anaconda Installation Problems
- Creating a Python Environment
- Changing Environments
- Quantra Environment
- Troubleshooting Tips For Setting Up Environment
- How to Run Files in Downloadable Section?
- Troubleshooting For Running Files in Downloadable Section
Volatility Trading Strategies
This section covers strategies based on implied volatility with concepts of Forward Volatility, Volatility Smile and Volatility Skew.
- Forward Volatility
- Calculate the Daily Variance
- Calculate the Monthly Variance
- Strategy Using Forward Volatility
- Forward Volatility Vs Near Month Volatility
- Calculate Strategy Returns
- Volatility Smile
- Strategy Using Volatility Smile
- Defining Binary Variables
- Computing Cumulative PnL
Volatility Skew
- Predicting Market Movement: Volatility Skew
- Volatility Skew
- Market Prediction
- Volatility Skew Strategy Logic
- Strategy Using Volatility Skew
- Calculate ATM IV
- Volatility Skew Calculation
- Long Entry Position
- Short Position
- Calculate ATM Strike Price
- Compute Volatility Skew
- Calculate Strategy Returns
- Calculate Compounded Returns
- Additional Reading on Volatility Skew
- Recap
- Test on Options Trading Strategies
Live Trading on IBridgePy
- Section Overview
- Live Trading Overview
- Vectorised vs Event Driven
- Process in Live Trading
- Real-Time Data Source
- Code Structure
- API Methods
- Schedule Strategy Logic
- Fetch Historical Data
- Place Orders
- IBridgePy Course Link
- Additional Reading
Paper and Live Trading
In this section, a live trading strategy template will be provided to you. You can tweak the strategy template to deploy your strategies in the live market!
- Template Documentation
- Template Code File
Wrapping Up!
This section summarises the course and provides downloadable strategy codes.
- Summary
- Python Codes and Data
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
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We operate independently, aiming to bridge the affordability gap without the additional services offered by official course channels. Your understanding of our unique approach is greatly appreciated.
- Delving into the heart of the matter – quality. Acquiring the course directly from the sale page ensures that all documents and materials are identical to those obtained through conventional means. However, our differentiator lies in going beyond personal study; we take an extra step by reselling. It’s important to note that we are not the official course providers, meaning certain premium services aren’t included in our package:
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