[FREE WEBINAR]
Exploring Options Volatility: Key Properties, Trading Strategies & Backtesting
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About the Speaker
Akshay Choudhary
Quantitative Analyst at QuantInsti
Akshay holds a bachelor's degree from IIT Kanpur and currently works as a Quantitative Analyst in the Quantra Research and Content Team at QuantInsti. Before that, he worked as a Data Scientist with Jio. He likes to trade options and read about market psychology.
About the Session
About the Session
Join us as we discuss the key properties of implied volatility (IV) crucial for trading in the financial markets. We will explore the concepts of mean reversion in IV and volatility skew, providing you with a comprehensive understanding of how these properties influence trading strategies and options pricing. The session will also cover some strategies to trade when we have a view on the volatility. Be sure to attend!
What we will cover
What we will cover
Pre-Requisites
Pre-Requisites
Who should attend?
Who should attend?
Aspiring and professional traders, data scientists, financial technology enthusiasts, Python developers, and anyone interested in trading options.