Theory to Practice: Option Greeks

Поділитися
Вставка
  • Опубліковано 12 чер 2024
  • If you're eager to join future webinars, unlock a vast library of quantitative finance resources and educational content, and become part of a vibrant community of like-minded individuals, you'll find all that and more at community.quan....
    In this talk, Benjamin George focuses on the very basics of options Greeks, essential metrics used in options trading. The "Greeks" (Delta, Gamma, Theta, Vega, and Rho) are used to understand what factors affect the price of an options contract. Thereafter, he walks through a simple trading strategy using the Greeks in QuantConnect, a powerful algorithmic trading platform.
    Here is a link to the QuantConnect code so you can try it yourself:
    www.quantconne...
    As always, if there are any topics you would like us to focus on for future videos, please comment below or send us a quick note at info@quantopian.com.
    Disclaimer
    Quantopian provides this presentation to help people write trading algorithms - it is not intended to provide investment advice.
    More specifically, the material is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory or other services by Quantopian.
    In addition, the content neither constitutes investment advice nor offers any opinion with respect to the suitability of any security or any specific investment. Quantopian makes no guarantees as to accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

КОМЕНТАРІ •