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Recruitment of participants APPLY OPTIONS VOLATILITY TRADING STRATEGIES

APPLY OPTIONS VOLATILITY TRADING STRATEGIES

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APPLY OPTIONS VOLATILITY TRADING STRATEGIES​


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  • Recall and differentiate between risk and edge in options trading.
  • Explain the concepts and characteristics of options Greeks, including Delta, Theta, Rho, Vega, and Gamma.
  • Demonstrate an understanding of volatility estimation techniques, including close-to-close, Parkinson, and Garman-Klass estimators.
  • Explain the GARCH model and its application in forecasting volatility.
  • Apply Monte Carlo simulation to estimate the profit and loss (P/L) distribution of straddle and strangle options positions.
  • Backtest and evaluate a volatility-based options trading strategy using historical data.
  • Utilise capstone project and live trading templates to implement learned concepts in real-world trading scenarios.

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Code:
https://quantra.quantinsti.com/course/options-volatility-trading
 
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