QT202: Quantitative Options Testing
https://hangukquant.thinkific.com/courses/qt202-quantitative-options-testing
We are happy to release our QT202 lectures, which is a heavy lecture series on developing powerful Python quant engines to test out any options strategy, complete with automatic contract selection, rebalancing and delta hedging features.
Using the code engine developed, one may test their favourite option structures such as covered calls, straddles, strangles, iron condor, butterflies, calendar spreads and so and so forth against their quantitative strategies with options data.
For those familiar, this is the Russian Doll model for options. Here is the link:
https://hangukquant.thinkific.com/courses/qt202-quantitative-options-testing
We are doing giveaways on Twitter, so if you would like to participate, do look for my posts there. The course is listed for early pricing of 140, and every 24H, price increases by an undisclosed amount. The terminal price is also not known, and we only announce giveaways at the end. So participate in the giveaway at your own risk…
aside; we opened our lifetime pass for all and future quant lectures on thinkific, and there's current running discount of 400 for early signups (price is editable, so edit to 2000-400=1600) and DM/email me w the screenshot:
https://buy.stripe.com/28o8xP6zG7K78NO9AA
the 400 discount ends soon! you may be eligible for other deductions, and the details are here:
Do note that the QT202 lectures are an extension of the ongoing series of posts:
we will continue to develop this series of posts, and a decent portion of the code in the quant lectures will be made available to our paid readers here. however, it is my opinion that the level of explanation in textual blog posts will not be able to justify the walkthrough of the quant lectures. i leave that decision up to you.
we will continue our formulaic alpha report and quant dev series over the coming week.
cheers!