Exam ACCA

DERPO TRADING

Stock Market Series
By Sanjay Saraf
5 (9684)

~16 hours

Description

Click here to download the brochure

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.


Training Session Details:

Starting from 11th july
Three days in a week

Saturday : 8 pm to 10 pm
Sunday : 10.30 am to 12.30 pm
Monday : 7 am to 9 am

Live session will be taken by SANJAY SIR

Class recording of the entire session will be made available 10 days after the entire session gets over with a validity of 3 months.

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 

IMPLIED VOLATILITY

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


About DEPRO:

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

Other Info

  • Restrictions : Please see all course details before purchase
  • Duration : ~16 hours
  • System Requirement : For watching the recorded classes Minimum System requirement: Laptop only with Minimum Intel i3 64 bit Processor, 2.10 GHz, 4 GB RAM, 1 GB Graphics, WINDOWS 8/WINDOWS 8.1/WINDOWS 10, 20GB Disk Space Required
  • Does Not Support : AMD Processor, APPLE/LINUX/VIRTUAL MACHINE ARE NOT ALLOWED.
  • ₹ 10000

    International ₹ 10000

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