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所在平台: Udemy |
课程主页: https://www.udemy.com/course/algorithmic-options-trading-on-interactive-brokers-platform/
课程评论：没有评论
课程名称：在互动经纪人平台上进行算法期权交易 课程概述：备受期待的期权交易课程终于上线！大多数算法交易课程专注于股票和外汇（以及最近的加密资产），却避开了衍生品交易，原因在于有效实施衍生品（期权和期货）交易策略的复杂性。然而，本课程将不仅向您介绍如何在互动经纪人平台上以算法方式交易期权，还将帮助您全面了解IBAPI期权交易工具，以实施复杂的策略，如跨式和熊市价差。您将从本课程中获得如下技能： - 期权交易基础及期权估值 - 使用布莱克-舒尔斯模型和蒙特卡罗模拟进行期权估值 - 使用布莱克-舒尔斯模型计算隐含波动率 - TWS上的期权交易设置及市场数据访问 - 提取任何基础资产的期权链 - 使用并行编程/多线程技术实时流式处理和存储期权市场数据 - 提取期权历史数据 - 以算法方式识别关注的期权合约 - 高级订单类型（组合） - 复杂策略（跨式和熊市价差）的端到端设计与部署 我创建此课程是基于现有学员对期权交易课程的强烈需求。本课程旨在为您提供在互动经纪人平台上部署任何类型的期权交易策略所需的工具，并通过利用IBAPI的高级功能获得竞争优势。 课程先决条件：本课程属于概念上高级且技术上复杂的主题，因此建议您先完成我另外两个与IBAPI相关的课程，以最大程度地利用本课程的内容： 1) 使用互动经纪人的Python API进行算法交易 2) 互动经纪人Python API - 高级概念 本课程涵盖并实施复杂的期权跨式和熊市价差策略，这些策略需要并行执行多个任务（例如，提取期权链、流式处理期权市场数据、识别关注的期权合约、生成信号和执行订单）。课程将逐步解释如何构建这些策略，并讲解如何高效使用各种IBAPI工具，以确保策略的各个部分和谐运作。
The much awaited and sought after Options Trading course is here!!Most Algorithmic trading courses focus on stocks and forex (and lately crypto asset classes) but avoid derivative trading owing to the complexity associated with effectively implementing derivative (options and futures) trading strategies. However, this course will not only introduce you to trading options algorithmically on Interactive Brokers platform but also help you gain a thorough understanding of IBAPI options trading tools to help implement complex strategies such as Straddle and Bear Spread.You can expect to gain the following skills from this courseBasics of options trading and option valuationImplement option valuation using the Black Scholes model and Monte Carlo SimulationCalculate implied volatility using the Black Scholes model.Options trading settings on TWS and market data accessExtracting option chain for any underlyingUsing parallel programming/multi threading to stream and store options market dataExtracting options historical dataIdentifying option contracts of interest algorithmically Advanced order types (Combo)End to end design and deployment of advanced strategies (Straddle & Bear Spread)I have created this course based on the strong and persistent demand for an options trading course from my existing students. This course seeks to provide you with the required tools to deploy any kind of options trading strategy on Interactive Brokers platform and gain an edge by leveraging IBAPI's advanced functionalities.################################################################################################Course PrerequisiteThis is a conceptually advanced and technically involved topic and therefore completion of my other two IBAPI courses listed below is required to get the most out of this course1) Algorithmic Trading using Interactive Broker's Python API2) Interactive Brokers Python API - Advanced Concepts################################################################################################The course covers and implements Options Straddle and Bear Spread strategy which are quite complex to implement as they require a number of tasks to be performed in tandem (e.g. extracting options chain, streaming options market data, identifying option contracts of interest, generating signals and executing orders). The course explains how such strategies can be built step by step and how the various IBAPI tools can be used efficiently to ensure that the various parts of the strategy work harmoniously.
