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Options Trading Strategies In Python: Intermediate

TOTAL DURATION CERTIFICATION VALIDITY COURSE TYPE
05 Hours - Online

For more information, please Contact:
Email ID: quantra@quantinsti.com
Mobile: +91-8291945960

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.

  • 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

Options Trading 

  • Options Pricing and Greeks 
  • Put call parity 
  • Forward Volatility, Smile and Skew

 

Math Concepts 

  • Binomial Tree 
  • Monte Carlo 
  • Finite Difference Method

 

Python 

  • Libraries: mibian, NumPy, Pandas 
  • Options Data Importing and Manipulation

N/A

  • Options Pricing Models
  • Evolved Options Pricing Model
  • Options Greeks: Delta
  • Option Greeks: Gamma
  • Option Greeks: Vega
  • Option Greeks: Theta and Rho
  • Options Trading Strategies
  • Run Codes Locally on Your Machine
  • Volatility Trading Strategies
  • Volatility Skew
  • Live Trading on IBridgePy
  • Paper and Live Trading
  • Wrapping Up!
Updated on: 04/03/2023