Quantra – Machine Learning for Options Trading

Quantra – Machine Learning for Options Trading

Unlock the power of machine learning to take your options trading to the next level! In this course, you will learn how to apply cutting-edge machine learning techniques to trade options strategies and analyse the performance. From model selection to forecasting options prices, implied volatility and even option strategy to trade, you will gain hands-on experience with the tools and techniques used by industry professionals.

  • Predict the price of options using the features used by options pricing models
  • Forecast the direction of the underlying asset using decision tree classifier and backtest an option strategy based on forecast
  • Use probability of prediction, random forest model, voting classifier model and blending approach to forecast the prices
  • Enter and exit from a short straddle strategy based on the prediction of next day’s implied volatility
  • Select the option strategy to trade using a completely automated approach of defining strategy universe, feature creation, training ML model and analysing the performance

What You’ll Learn In Machine Learning for Options Trading?

  • Introduction
  • FAQs and Overview
  • Vertical Spreads
  • Features to Predict the Underlying
  • Forecast Direction of Underlying with Decision Tree Classifier
  • Metrics to Evaluate a Classifier
  • Options Data: Sourcing and Storing
  • Options Trading with Decision Trees Classifier
  • Trade Level Analytics
  • Improving the ML Model
  • Hyperparameter Tuning and Cross-Validation Methods
  • Probability Levels For Improving ML Model
  • Ensemble Classifiers
  • Blending Models
  • Parametric Vs Nonparametric Models
  • Options Pricing: Feature Engineering
  • ML for Options Pricing
  • Implied Volatility Concepts
  • Forecasting Implied Volatility
  • Trading Options Using Forecasted IV Values
  • Need for ML to Predict Option Strategy to Trade
  • Defining the Best Option Strategy to Trade
  • Input Features for Predicting the Best Options Strategy
  • Model Design and Backtesting the Performance
  • Challenges in Live Trading
  • Run Codes Locally on Your Machine
  • Capstone Project
  • Live Trading on Blueshift
  • Live Trading Template
  • Additional Applications of ML for Options Trading
  • Summary

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Quantra – Machine Learning for Options Trading

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