JOINT PURCHASES QUANTRA QUANTINSTI - ADVANCED OPTIONS VOLATILITY TRADING

QUANTRA QUANTINSTI - ADVANCED OPTIONS VOLATILITY TRADING

Strategies and Risk Management

Dive into advanced options volatility concepts with practical applications and focus on risk management. Learn to calculate IV skew, IV rank, and skew rank. Develop entry and exit rules using machine learning and volatility properties. Create and backtest various trading strategies, including straddles and calendar spreads. Analyse trades and strategy performance. Explore risk management for options portfolios using Greeks like delta and gamma.

Comprehend the foundational aspects of trading options volatility, the role of options pricing models, and the relationship between IV and the price of an option. Evaluate the concept of skew and mean-reversion in volatility. Calculate IV skew, IV rank, skew rank and delta neutral skew. Develop entry and exit trading signals by using volatility properties, using machine learning models or by exploiting volatility behaviour surrounding events such as FOMC meetings. Design and backtest options trading strategies, including straddles and calendar spreads. Analyse performance and conduct trade-wise analysis. Manage the risk of options portfolios using Greeks and implement risk management techniques, such as dollar-based risk management and delta hedging.