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Option Arbitrage Trading Strategies - Brochure

This 2-day program provides an overview of option strategies and algorithmic trading. It will cover option pricing, strategies like bullish/bearish spreads, and Greeks. It aims to equip participants with trading knowledge and decision making skills. The program includes simulations and a demonstration of an automated trading software. It is suited for traders, investors, executives and others interested in learning options and algo trading.

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jul123456
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430 views8 pages

Option Arbitrage Trading Strategies - Brochure

This 2-day program provides an overview of option strategies and algorithmic trading. It will cover option pricing, strategies like bullish/bearish spreads, and Greeks. It aims to equip participants with trading knowledge and decision making skills. The program includes simulations and a demonstration of an automated trading software. It is suited for traders, investors, executives and others interested in learning options and algo trading.

Uploaded by

jul123456
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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2-DAY MANAGEMENT DEVELOPMENT

PROGRAM ON OPTION ARBITRAGE &


TRADING STRATEGIES
2-DAY MANAGEMENT DEVELOPMENT PROGRAM ON
OPTION ARBITRAGE & TRADING STRATEGIES

P R O G R A M M E

OVERVIEW
Workshop on Option Strategies & Algo Trading is a course designed to provide comprehensive and detailed analysis
of various Option Strategies along with detailed overview of Algo Trading terminal.

ABOUT THE WORKSHOP


This workshop will enrich your Option trading knowledge in terms of Option Greeks, Portfolio Management and
Various Option strategies.
It will also make you understand how to deal with Algo trading and use it to your benefit while implementing different
strategies with changing market scenario.

PROGRAM OBJECTIVE
The primary objective of this course is to equip the candidate with all trading knowledge, judgment, decision making.
Benefits of this course:
- After completing this course you would be equipped with sound knowledge in Options, Option Greeks and
various Option strategies.
- After Completion of the course you will be able to use Algo Trading to execute various strategies.

COURSE DESCRIPTION
Workshop on Option Arbitrage and Trading Strategies is a course designed to provide a comprehensive and detailed
analysis of Options - pricing, risk characteristics and their dynamic behavior in the context of management of a portfolio of
Options. Particular emphasis is placed on gaining an understanding of the dynamic interaction between Option Price
determinants, Option Greeks & their combined impact on Option portfolio from client and institutional perspective.
This workshop through a combination of classroom based along with simulations would be beneficial not only to emerging
option traders but also the seasoned option traders.

2
2-DAY MANAGEMENT DEVELOPMENT PROGRAM ON
OPTION ARBITRAGE & TRADING STRATEGIES

P R O F I L E O F S P E A K E R S

Mr. Vivek Sheth is a highly experienced Option training consultant, and a


seasoned option trader working as Chief Strategist with Silver Stream
Equities Pvt.Ltd, managing the institute's risk & investment. On board with
Greeksoft Technologies Pvt. Ltd as Director - Product Development,
responsible for research and development of new trading and portfolio risk
management techniques.

He is a well-known icon in the field of Options Training Programme being


conducted by him since past 8 years. Till date more than 1500 students/dealers have been
trained by him. He has also conducted corporate training for many leading trading member
organizations. Mentored participants at various trade training program conducted by the
Exchange.

3
2-DAY MANAGEMENT DEVELOPMENT PROGRAM ON
OPTION ARBITRAGE & TRADING STRATEGIES

P r o g r a m C o n t e n t

INTRODUCTION TO OPTIONS

● Understanding Call & Put Option


● Risk - Return of Option Buyer & Seller
● Payoff & Breakeven Matrix
● Graphical Analysis

OPTION PRICING

● Non - Quantifiable Factors


● Quantifiable Factors
● Understanding Volatility Historical Volatility Implied Volatility
● Difference between Historical & Implied Volatility

OPTION STRATEGIES

● Bullish & Bearish Strategies


● Straddle & Strangle Strategies
● Calendar Spread Strategies
● Butterfly & Condor Strategies
● Box Strategy / 4 Leg Strategies
● Ratio Spread Strategies O Price Ratio Spread O Vega Ratio Spread O Delta Ratio Spread
● Risk Free Arbitrage Strategies
● Conversion - Reversion
● Call Put Parity
● Break Even Points
● Pay off Analysis
● Strategies Questions and Graphs
● Appropriate time to Enter and Exit Market
● Suitable Market Situation for Execution

VOLATILITY TRADING

● Concept of volatility trading


● Understanding the best time to trade volatility
● Volatility trade with respect to other Greeks
● Implications of Long versus Short Volatility trading

OPTIONS RISK PARAMETERS - GREEKS

DELTA, THETA, VEGA, GAMMA

● Definitions
● Important Properties of various Greeks
● Effect of Greeks due to Change in Other Variables
● Understanding portfolio Greeks
● Methods to neutralize Greeks

4
2-DAY MANAGEMENT DEVELOPMENT PROGRAM ON
OPTION ARBITRAGE & TRADING STRATEGIES

P r o g r a m C o n t e n t

VOLATILITY SKEW AND SMILE TRADING

● Understanding volatility smile & skew


● Trading the smile & skew
● Managing portfolio of combinations of smile & skew
● Managing risk in smile & skew trades
● Adjusting a smile a skew trade using options or futures
● Best time to trade a smile & skew
● Common mistakes made during smile & skew trading

OPEN INTEREST THEORY IN OPTIONS

● Understanding the calculation of Open Interest


● Strategic Portfolio changes with rise & fall of Open Interest

FUND / MONEY MANAGEMENT

● Effective Utilization of Funds


● Expenses Management

INTRODUCTION TO GREEKSOFT AUTOMATED TRADING SOFTWARE

● Demonstration of various Automated Trading Software


● Understanding various aspects of the software

5
2-DAY MANAGEMENT DEVELOPMENT PROGRAM ON
OPTION ARBITRAGE & TRADING STRATEGIES

WHO SHOULD
ATTEND?
The workshop is ideal for Traders,
Investors, Brokers, Sub-brokers,
Dealers, Fund Managers,
Corporate Executives,
Financial Intermediaries,
Media, Journalist
& anyone who wants
to learn Algorithm
Trading.

W O R K S H O P D E T A I L S

MANAGEMENT DEVELOPMENT PROGRAM ON OPTION ARBITRAGE & TRADING STRATEGIES


Location: Hyderabad
Date: 30 June & 01st July, 2018 | Time: 9.30 AM to 5.00 PM
th

FEE & REGISTRATION


Fees: Rs. 10,000/- (including GST)

PAYMENT MODE: DEMAND DRAFT


Account payee Demand Draft drawn in favour of "NSE ACADEMY LIMITED", payable at Hyderabad

FOR ANY FURTHER QUERIES AND FOR ONLINE PAYMENT OPTION PLEASE CONTACT
Mr. G S Vinayak Mobile: 9849868889 Email: [email protected]
Mr. Abhishek Goud Mobile: 9000100319 Email: [email protected]

6
2-DAY MANAGEMENT DEVELOPMENT PROGRAM ON
OPTION ARBITRAGE & TRADING STRATEGIES

MDP NOMINATION FORM


2-DAY MANAGEMENT DEVELOPMENT PROGRAM ON
OPTION ARBITRAGE & TRADING STRATEGIES

Step 1. Take a printout of this Nomination Form

Step 2. Fill the Nomination Form with the required details

Step 3. Make a Demand Draft of Fees: Rs. 10,000/- (including GST) payable at Hyderabad respectively in favour of
"NSE Academy Limited"

Step 4. Send the Demand Draft along with completed registration form and Copy of pan card to

Mr. G S Vinayak (98498 68889) / Mr. Abhishek Goud (90001 00319)


National Stock Exchange of India Limited
Suite 24 & 25, Vatika Business Centre, 3rd Floor, NSL Icon, 8-2-684/2/A, Plot No. 1-4,
Rd No 12, Banjara Hills, Hyderabad - 500034 Ph No: 040-44311393/96 | E Mail: [email protected] / [email protected]

Details Participant 1 Participant 2 Participant 3

Name

Email id

Mobile

Date of Birth

Designation

Organisation

Years of experience in
Stock Market

Sponsored by: a) Self b) Company

How did you come to know about the program:

a) SMS b) Email c) Facebook d) NSE website e) Friends

Correspondence Address: ................................................................................................................................................

Pin Code: .............................................

Programme Opted For: Date: ..................................................................

Payment Details: Amount (Rs.) .......................................................... Demand Draft No. ................................................

Date of DD ....................................................................................... Bank ..........................................................................


NSE ACADEMY LTD.
Suite 24 & 25,Vatika Business Centre, 3rd Floor, NSL Icon, 8-2-684/2/A, Plot No. 1-4,
Rd No 12, Banjara Hills, Hyderabad – 500034 Contact: 040- 44311393/396 www.nseindia.com

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