Volatility Trading Via Quantitative Modeling In Excel
What you'll learn
- Learn about quantitative Investing & how it is different from conventional methods of investing
- Master an established quantitative method used in hedge funds called Volatility Risk Premium to trade volatility
- Master an alternative way to trade pure volatility component of S&P 500 options
- Master the science and art of harvesting volatility risk premium using volatility ETFs
- Know the pitfalls of buying and holding a pure stock portfolio
- Know the criteria to choose the right instruments for trading volatility
- Understand how Volatility Risk Premium works and why it is a good strategy to have in a multi-strategy portfolio
- Know both the strengths and weaknesses in Volatility Risk Premium
- Use critical Excel lookup, logic, math and statistical functions required for modeling in this course
- Understand the intuition, math and know how to implement financial concepts such as Returns and Risk
- Know what are the transaction costs involved and how to incorporate them into the model
- Learn the concept and math behind key investment performance metrics such as Sharpe Ratio
- Know how to operate the Volatility Risk Premium model
- The strategy taught in this course is applied to the US market
- A keen learning attitude with an open mind
- A basic knowledge in math and statistics is preferable, but not compulsory
- A basic knowledge in Excel is preferable, but not compulsory
WHAT YOU WILL GET IN THIS COURSE
Fully completed model file that you can use for live investing or improve on.
Over 5 hours of lectures developed by professionals with more than 30 years of joint experience in the asset management, hedge fund, and banking industry.
Practice sheets on financial mathematics and excel functions with solutions.
Guided step-by-step model building process complete with templates.
Free Excel-based resources (from the web) to download price data from yahoo finance in bulk.
Unlimited lifetime access anywhere, anytime. Learn at your convenience.
Full 30-day money-back guarantee. No questions asked.
Prompt online Q&A support where you can pose your questions to us.
THE COMMON CHALLENGES
Do you think professional methods of investing are beyond your reach because it involves a state of the art infrastructure, rocket science, and huge amount of money?
Have you tried replicating someone else's trading style and method only to end up with drastically different or inconsistent results?
Do you find it difficult to implement investment strategies that you learned because (a) you have no confidence about it, (b) you still don't know how to execute it, and/or (c) you have no time?
THIS COURSE WILL CHANGE YOUR PERCEPTION OF THE APPROACH TO INVESTING.
We will teach you in-depth a sensible way to trade volatility known as Volatility Risk Premium, from concept to implementation, whose principles are used among hedge fund professionals. This strategy is capable of generating good returns during calm markets and potentially acts as a hedge during crisis periods. After the course, you will be able to Do-It-Yourself.
Volatility Risk Premium is a powerful quantitative strategy that is grounded in well-established principles and common sense. There are no chart reading, no thick annual reports, no constant monitoring of market news, and no forecasting.
All investment decisions are driven by the model we will build in this course. The completed model requires less than 5 minutes of your time to update. A good understanding of the strategy through hands-on learning will keep your discipline in check and prevent you from falling prey to emotions during times of market stress. The result is consistency.
We will build the model up in Excel using in-built Excel functions. No programming experience is required. Neither do we need expensive tools or data subscriptions. We will use only free resources.
WHAT YOU WILL LEARN
Why buying and holding stocks is riskier than it looks.
What is the concept and rationale behind volatility risk premium?
What are the suitable instruments for retail investors to trade volatility?
How to use critical Excel functions e.g. data lookup, logic operators, math and statistical functions, etc.
What is the intuition and math behind key financial concepts, e.g. returns, volatility, etc, and how to implement them on Excel?
Where and how to get price data.
How to calculate volatility risk premium.
How to incorporate transaction costs and position sizing into the model.
How to calculate key performance metrics and create a performance analytics worksheet for tracking model performance.
How to create a dashboard to extract and display key information for making investment decisions.
An investment in the right education is one of the best investments one can make. The earlier you start, the better you will be in the future. So take action now and ENROLL IN THIS COURSE!
Who this course is for:
- Anyone who is keen to learn a solid investment approach used by hedge fund professionals founded on sound principles and common sense.
- Anyone who wants to learn how to use volatility as another valuable asset class to add to their existing portfolio.
- Anyone who would like to learn a strategy that can potentially hedge equity market risk in a crisis.
- Anyone who is interested in generating decent returns with moderate risk over the long term.
- Anyone who is serious about taking charge of their investment.
- This is NOT for people expecting an active trading course or something that will make you a millionaire overnight.
AllQuant is a private fund management company founded by investment professionals, Eng Guan (E.G.) Lim and Patrick Ling. They have a total of more than 30 years of experience in the financial markets working their way through asset management firms, investment banks, proprietary trading, and hedge funds. In their last role, they were both portfolio managers in a quantitative multi-strategy hedge fund.
As part of their efforts to demystify the quantitative approach to investing, AllQuant is dedicated to providing top-notch education in financial markets and investing, aiming to break down the barriers between professional and retail investing. They look to deliver value-adding courses developed through real experiences that are not just pedagogical but practical as well. The ultimate objective is to empower individuals to take charge of their own investments.
The founders believe that education is one of the best investments and the solution to a better and fairer world.