Видео 92
Просмотров 52 269

Implied Volatility Surfaces with Python For Options Traders

8:22

Calculating Implied Volatility with Python for Options Traders

13:55

Black Scholes and Greeks in PYTHON For Options Traders | Automatic Differentiation

12:53

Live Order Flow and Tick Data with Python

27:59

Technical Analysis is NOT Enough | Algorithmic Trading and Quantitative Finance

39:44

Algorithmic Trading and Quantitative Finance Introduction for the Retail Trader

21:05

How to Become a Quant Developer Trader or Researcher

How to become a quantitative developer, quantitative trader, or quantitative researcher. Let me know your thoughts on the skill allocations, and if you'd change anything around.
Drop a comment if you'd like to see a more in-depth analysis of any of these roles, and keep an eye out for my next video which will have even more specific coursework, textbooks, coding projects, and topics you need to be familiar with for each role!
Become a member if you'd like to get access to all the code I develop on stream, and two of my quant finance packages.
Join the discord! discord.gg/RAX97Feb
00:00 Introduction
03:24 General Advice (All Roles)
07:03 Quantitative Developer
10:18 Quantitative Trader
14:13 Quan...

Видео

Implied Volatility Surfaces with Python For Options Traders

8:22

Implied Volatility Surfaces with Python For Options Traders

Просмотров 55021 час назад

In this video I show you how to compute the implied volatility surface of an options chain using only Python. Black Scholes Model Options Options Pricing Volatility Implied Volatility Greeks Delta Gamma Vega Rho Theta Autodiff Python GPU Jax Machine Learning AI Artificial Intelligence

Calculating Implied Volatility with Python for Options Traders

13:55

Calculating Implied Volatility with Python for Options Traders

Просмотров 625День назад

In this video I show you how to compute the implied volatility using market information for the Black Scholes option pricing formula. We use python, automatic differentiation, and the Newton method for optimization. Black Scholes Model Options Options Pricing Volatility Implied Volatility Greeks Delta Gamma Vega Rho Theta Autodiff Python GPU Jax Machine Learning AI Artificial Intelligence

Black Scholes and Greeks in PYTHON For Options Traders | Automatic Differentiation

12:53

Black Scholes and Greeks in PYTHON For Options Traders | Automatic Differentiation

Просмотров 62714 дней назад

How to implement the Black Scholes options pricing model and compute all the greeks using automatic differentiation in python. Black Scholes Model Options Options Pricing Volatility Implied Volatility Greeks Delta Gamma Vega Rho Theta Autodiff Python GPU Jax Machine Learning AI Artificial Intelligence

Live Order Flow and Tick Data with Python

27:59

Live Order Flow and Tick Data with Python

Просмотров 77121 день назад

This is video number three in the introduction to quantitative finance and algorithmic trading series for retail traders. Here I show you how to obtain historical L1, L2, L3 and OHLCV data using python from multiple free sources, as well as some paid. I also show you how to get live data from databento, and (for crypto) from my Kracked package. Link to the Kracked package (please star the repos...