Quantra – Quantitative Trading in Futures and Options Markets

Quantra – Quantitative Trading in Futures and Options Markets

A 6-course learning track to start using quantitative techniques in futures & options trading. Learn options backtesting, risk management, option pricing models, option greeks and various strategies such as butterfly, iron condor, spread strategies, dispersion trading, sentiment trading, box strategy, diversified futures trading strategies and calendar spread. Learn futures concepts, continuations and term structures. Implement the learnings in a capstone project.

  • Explain option pricing models including BSM, Derman-Kani Model and Heston Model.
  • Use 2nd, 3rd, and 4th order Greeks such as delta, gamma, theta, and vega to create trading strategies.
  • Create & backtest various types of options trading strategies such as dispersion trading, volatility skew trading, and butterfly strategy which are used by Hedge Funds and individual retail traders.
  • Create an options screener to identify the liquid options and list the steps required to trade options systematically.
  • Explain the term structure in the futures market and distinguish the futures market in backwardation or contango.
  • Learn to manage risk by implementing dynamic hedging using Greeks, create delta neutral portfolio and implement a gamma scalping strategy.

Learn algorithmic trading from top institutions and experts | Quantra by  QuantInsti

What You’ll Learn In Quantitative Trading in Futures and Options Markets?

  • Know Your Options!
  • Options Nomenclature
  • Types of Volatility
  • Options Trading Strategies
  • Run Codes Locally on Your Machine
  • Wrapping Up!

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Quantra – Quantitative Trading in Futures and Options Markets

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