Starting From 19th Feb'21
Time: 7 pm to 9 pm
Monday, Wednesday, Friday
All SSEI & Prowise students are eligible to claim 20% discount by using the code SSEI20
Introduction to DEPRO :
DERPO is a portfolio of derivative securities ( equity, commodity , currency) with varied strategies designed to exploit one anomaly at a time while shielding the strategy from other exposures. Thus a delta gamma neutral portfolio may be constructed to bet on rise in implied volatility. Similarly a skew trading strategy may be implemented to trade on flattening or steepening of the volatility skew while once again being neutral with respect to other Greeks. Such strategies typically are chasing uncorrelated sources of alpha and in doing so, they offer efficient and smart diversification.
Prior basic knowledge of Derivatives is a MUST
What You’ll Learn :
Buying Options vs. Selling Options
Option Profit & Loss Diagrams
Reading an Options Pricing Table
Option Moneyness (ITM, OTM & ATM)
Options Pricing & The "Greeks"
Options Expiration & Assignment
What's Our "Edge" Trading Options?
Single vs. Multi‑Leg Options Strategies
Technical Analysis Indicators & SIGNALS
Small Account Options Strategies
How to Generate Consistent Income Trading Options
Fearless, Confident Options Trading
Historical Volatility vs. Implied Volatility
Targeting Your Portfolio Returns
Predicting The Market's Next Move
Trade Size & Capital Reserves
Scanning for the Best Stocks & Trading Setups
How to Choose the Best Options Strategy
How Far Out Should I Place Trades?
Strike Price Anchoring with Probabilities
Correctly Pricing Your Options Strategies
7 Step Options Trade Entry Checklist
Developing a Daily Trading Routine
How to Avoid "Black Swan" Events
Importance of Adjusting & Hedging Options Trades
Exiting Options Trades Automatically
Options Strategies We Don't Adjust (And Why) Big Picture Options Trading Adjustment Strategy
Knowing When to Adjust an Options Trade or NOT Complete Guide to Adjusting Straddles & Strangles
Complete Guide to Adjusting Credit Spreads, Iron Condors & Calendars Applying Smarter Stop Loss Orders Building a Diversified Options Portfolio
Rolling Options Trades for Duration & Premium Options Expiration Week Position Checklist & Guide How to Free Up Trading Margin & Cash
Running a Professional Options Trading Business
Detailed Discussion on Behaviour of Options Greeks in relation to:
TIME REMAINING TO EXPIRATION
WE WILL LEARN TO USE BELOW OPTIONS ANALYSIS TOOLS & SOFTWARES
OPTIONS ANALYSIS ON QUANTSAPP
BACK TESTING ON FINTESTER AND QUANTSAPP
OPTION CHAIN ANALYSIS AND IV TRACKING USING SENSIBULL
USE OF TECHNICAL ANALYSIS IN OPTIONS TRADING USING TRADINGVEIW CASE STUDY USING TRADER COCKPIT
VIRTUAL TRADE USING OPSTRA OPTION & SENSIBULL
MULTI LEG ORDER EXECUTION AND COMBINED STRATEGY TARGET & STOP LOSS ON ALGO SOFTWARE – SYMPHONAY PRESTO
USING EXCEL SHEET FOR TRACKING,ENTERING & EXITING OPTIONS STRATEGIES SUCH AS BUTTERFLY
Traditionally diversification via combing asset classes and /or securities loosely correlated with each other has been the mainstream of asset management industry( Mutual fund and PMS). However they suffer from the flaw that the entire portfolio so created is having positive beta exposure and falls when market falls…so we do not enjoy diversification benefit when it is most needed.
After spending decades in observing markets both practically and academically via rich financial literature, we have come to recognize that the only solution to this problem lies in DERPO – a portfolio of derivative securities ( equity, commodity , currency) with varied strategies designed to exploit one anomaly at a time while shielding the strategy from other exposures.Thus a delta gamma neutral portfolio may be constructed to bet on rise in implied volatility. Similarly a skew trading strategy may be implemented to trade on flattening or steepening of the volatility skew while once again being neutral with respect to other Greeks. Such strategies typically are chasing uncorrelated sources of alpha and in doing so, they offer efficient and smart diversification. Of course, the concept of DERPO is not at all averse to investing directly in underlying assets like equity or debt but it’s just that we intend to devote less fund towards the same and only where we find that derivatives are not efficiently available and /or there is high conviction based on our factor based models that there would be sound
Guidelines For App:
1. Bluetooth should not be enabled while playing the lectures in the android application.
2. Screen Casting/Mirroring Not Allowed in both applications.
3. Users are not allowed to record or share lectures through any mode. Strict action will be taken.
4. After installing the android application, do not clear application data.
5. Wireless charging or charging through a laptop is not allowed while you watch a lecture.
6. USB debugging or Developer Option not allowed while using the android application.
7. Wifi hotspot not allowed while watching lectures in android application.
8. Any type of screen recording or screen sharing app(s) not allowed in mobile phone.
9. If you want to change the device either from mobile to laptop or laptop to mobile then only sign out from the currently logged in device.
10. Emulator not allowed to play the android application.
11. Virtual Machine is not allowed to play the laptop application.
12. WIndows 8 or later version is the only permissible OS to use the laptop application.
13. USB device use restricted in the laptop application.
14. Only Laptop is allowed to use the laptop application.