Quantitative Option Trading Strategy Development Seminar -> Apr 2024
Quantitative Option Trading Strategy Development Seminar -> Apr 2024
Quantitative Option Trading Strategy Development Seminar, April 2024
Dates
20st Apr 2024–12th May 2024, over 4 weekends (both on Saturday & Sunday, from 9:30 am to 4:00 p.m.) limited to 8 participants only.
Please register 4 weeks in advance to get access to the course content, so it will be easier to follow the lectures during the actual seminar.
Course Content
Quantitative trading metrics
Introduction to Options
Introduction to Option Geeks
Introduction to Volatility
Historical Volatility
Implied volatility
Option Pricing Models
Option pricing components
Options Playbook
Max Pain & PCR Ratio & OI
Max Pain
Put Call Ratio
Open Interest Analysis
Stop Loss, Target & Position Size
Common Mistakes in backtesting
Simple Price Indicators
Technical Indicators
Trading Ideas Data Mining (produced close to 2000; yes, that’s 2 thousand trading strategies in excel in about 2 to 3 hours )
Nifty-50 Factor Investing
Mid- & Small-Cap Momentum Investing
Asset Allocation Models ( Mean Variance, Max Decorrelation and Minimum Turbulence Models)
What do you get?
50+ hours of live course along with video recording
10+ Excel DIY (Do It Yourself ) Templates
500 pages of course material
1 year access to premium content ( https://optionsiq.substack.com)
Access to the upcoming
Requirements
basic Excel knowledge
RAM must be at least 8GB on a laptop, and Microsoft paid Excel (note that this is a hands-on workshop where participants need to solve the problems )
End Goal
As an example, a participant should be able to backtest on his/her own and produce results such as:
Payment link
for any queries , mail to paststat at gmail dot com