Quantra – Systematic Options Trading

Quantra – Systematic Options Trading

Modern trading demands a systematic approach and the need to steer yourself away from trading from the gut. This course helps you create, backtest, implement, live trade and analyse the performance of options strategy. Learn to shortlist options, find the probability of profit, expected profit, and the payoff for any strategy and explore options trading strategies like a butterfly, iron condor, and spread strategies. You can also implement the course learnings in a capstone project.

  • List the steps required to trade options systematically
  • Perform data quality checks
  • Create an options screener to identify the liquid options
  • Calculate the probability of profit using the lognormal and empirical distribution
  • Explain the limitations of PoP.
  • Identify the best strategy based on expected profit
  • Analyse the sensitivity of expected profit to the historical data
  • Apply technical indicators to determine the exit rule for options trading strategy
  • Backtest options trading strategies such as butterfly, iron condor and spread strategies
  • Add stop-loss and take profit to your strategy
  • Evaluate the backtest performance using metrics such as sharpe ratio and maximum drawdown
  • Do’s and don’ts while trading options
  • Paper trade and live trade the strategy

What You’ll Learn In Systematic Options Trading?

  • Introduction
  • Systematic Trading Process
  • Options Data
  • Data Pre-Processing
  • Creation of an Options Screener
  • Butterfly Strategy for Options Trading
  • Butterfly Strategy Payoff
  • Probability of Profit
  • Lognormal Distribution
  • Probability of Profit Using Lognormal Distribution
  • Probability of Profit Using Empirical Distribution
  • Expected Profit
  • Types of Volatility
  • Implied Volatility
  • Implied Volatility Percentile
  • Technical Indicator
  • Butterfly Strategy Backtest
  • Risk Management
  • Trade Level Analytics
  • Cost of Setting Up Options Strategy
  • Strategy Analysis
  • Iron Condor
  • Spread Trading
  • Do’s and Don’ts
  • Options Strategy Selector
  • Capstone Project
  • Live Trading on IBridgePy
  • Paper and Live Trading
  • Run Codes Locally on Your Machine
  • Summary

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Quantra – Systematic Options Trading

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