What you'll learn:
- Learn about options trading
- Trade options algorithmically
- Gain familiarity with IBAPI tools
- Use parallel programming concepts to implement sophisticated trading strategies
The much awaited and sought after Options Trading course is here!!
Most Algorithmic trading courses focus on stocks and forex (and lately crypto asset classes) but avoid derivative trading owing to the complexity associated with effectively implementing derivative (options and futures) trading strategies. However, this course will not only introduce you to trading options algorithmically on Interactive Brokers platform but also help you gain a thorough understanding of IBAPI options trading tools to help implement complex strategies such as Straddle and Bear Spread.
You can expect to gain the following skills from this course
Basics of options trading and option valuation
Implement option valuation using the Black Scholes model and Monte Carlo Simulation
Calculate implied volatility using the Black Scholes model.
Options trading settings on TWS and market data access
Extracting option chain for any underlying
Using parallel programming/multi threading to stream and store options market data
Extracting options historical data
Identifying option contracts of interest algorithmically
Advanced order types (Combo)
End to end design and deployment of advanced strategies (Straddle & Bear Spread)
I have created this course based on the strong and persistent demand for an options trading course from my existing students. This course seeks to provide you with the required tools to deploy any kind of options trading strategy on Interactive Brokers platform and gain an edge by leveraging IBAPI's advanced functionalities.
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Course Prerequisite
This is a conceptually advanced and technically involved topic and therefore completion of my other two IBAPI courses listed below is required to get the most out of this course
1) Algorithmic Trading using Interactive Broker's Python API
2) Interactive Brokers Python API - Advanced Concepts
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The course covers and implements Options Straddle and Bear Spread strategy which are quite complex to implement as they require a number of tasks to be performed in tandem (e.g. extracting options chain, streaming options market data, identifying option contracts of interest, generating signals and executing orders). The course explains how such strategies can be built step by step and how the various IBAPI tools can be used efficiently to ensure that the various parts of the strategy work harmoniously.
