Sale!

Course Highlights

1

20+ Videos

2

25+ Hours of Content

3

Fully Practical Training

DERPO TRADING

Advanced Options Trading Module

Practical Training    |  Certificate  |   Assessment

15,000.00 10,000.00

Designed for Everyone

No prior knowledge required

In-depth course structure

INTRODUCTION

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.

OBJECTIVE

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

TOPICS COVERED

SESSION-1 :   Derpo Trading , Broad Philosophy, Scope , Tools & Path Ahead

SESSION-2 :   Algo Trading, Introducing Option Greeks & Various types of Souda

SESSION-3 :   Plain vanilla Strategies & Option Chain Analysis

SESSION-4 :   Volatility Trading Part -1 : Macro Events

SESSION-5 :   Volatility Trading Part -2 : Expiry Day Trading & Gamma Scalping

SESSION-6 :   Volatility Trading Part -3 : Trading the Skew & Micro Event Trading

SESSION-7 :   Commodity, Currency & Pair Trading

SESSION-8 :   Use of Technical Analysis in Derpo Trading

SESSION-9 &10 : Case Study, Position Sizing, Trade Adjustment, Risk Management,

Money Management, & Psychological Considerations

SUPPORT

  • Enrolled students will be added  to our WhatsApp Trading Group  for any kind of doubt resolution related to the content while pursuing the course.
  • Student will also continue to receive market updates,Trading ideas through this WhatsApp Trading Group on a regular basis.

 

CERTIFICATION

Students enrolling for this program will be given a “Certificate of Participation” from SSEI  facilitated by OptionTrade.in, after successful completion of the course.

INTENDED PARTICIPANTS

  • Students
  • Investors
  • Traders
  • Employees
  • Sub Brokers
  • Anyone interested to learn Stock Market Trading
WhatsApp chat