Beyond Basics: Strategic Trading with Implied Volatility & Skew

Unlock advanced options trading techniques with this comprehensive webinar on implied volatility (IV) and volatility skew. Whether you're a seasoned trader or just starting out, this session offers deep insights into mean reversion, practical trading strategies, and the intricacies of volatility skew. Perfect for anyone looking to refine their trading approach and better understand market dynamics. What You’ll Learn: - Understanding Implied Volatility (IV): Gain a clear understanding of IV, how it signals market expectations, and its crucial role in options pricing. - Volatility Skew Explained: Explore how market crashes and investor behavior shape volatility skew, and learn how different asset classes exhibit unique skew patterns. - Trading Strategies Based on Skew: Discover traditional and contrarian strategies for trading volatility skew, with real-world examples and backtesting results. - Interactive Q&A: Get answers to key questions that further illuminate the concepts and strategies discussed. Who Should Watch: - Traders & Aspiring Traders: Looking to deepen your understanding of IV and enhance your trading strategies. - Data Scientists & Python Developers: Interested in applying technical skills to financial markets. Financial Technology Enthusiasts: Curious about the intersection of technology and trading. About the Speaker: Akshay Choudhary, Quantitative Analyst at QuantInsti Akshay brings extensive knowledge from his experience as a Quantitative Analyst and his background in data science. With a degree from IIT Kanpur, he specializes in market psychology, algorithmic trading, and options strategies. Timestamps: 0:00 - Welcome and Introduction to QuantInsti 0:59 - Introduction to the Topic: Exploring Options Volatility 2:23 - Meet Your Speaker: Akshay Choudhary 2:48 - Webinar Agenda Overview 3:26 - Understanding Implied Volatility (IV) 5:05 - The Black-Scholes Model’s Influence on Options Pricing 6:39 - Lessons from the 1987 Black Monday Crash 8:23 - The Volatility Smile & IV Surface Explained 10:03 - Reverse Volatility Skew in Equities 13:34 - Quiz: Identifying IV Skew in Different Asset Classes 15:17 - Trading Approaches for IV Skew 18:44 - How to Calculate Volatility Skew 23:31 - Quiz: Practical Calculation of IV Skew 24:50 - Trading Strategies: Traditional vs. Contrarian 27:52 - Backtesting Contrarian Approaches in SPX Options 29:36 - IV Mean Reversion 38:40 - Backtesting: IV Mean Reversion 41:10 - Q&A Session Watch Next: ▶️ Trading in the Age of AI: How to Stay Ahead!: https://www.youtube.com/live/nLtudB57tiQ?feature=shared ▶️ ChatGPT and Algo Trading: Exploring Opportunities & Challenges: https://www.youtube.com/live/RswCmPFn6TY?feature=shared ▶️ How to Lose Money Trading Options | By Dr. Euan Sinclair: How to Lose Money Trading Options | Dr. Euan Sinclair | Algo Trading Conference Free Ebooks: 🎁 Machine Learning in Trading | Step-by-Step Implementation of ML Models: https://bit.ly/4bGQF9e 🎁 Algorithmic Trading | A Rough & Ready Guide: https://bit.ly/3UGgTms 🎁 Python Basics | With Illustrations From The Financial Markets: https://bit.ly/49BP1UQ 🔔 Subscribe to our channel for more Algorithmic Trading tutorials and tips! 👍 Like this video and share it with fellow traders. 💬 Drop your questions and comments below – we’d love to hear from you! Don’t forget to like, comment, and subscribe for more trading insights and webinars!