3
$\begingroup$

I'm new to quantitative trading, with good knowledge in finance and coding (mainly Python, Java, R, etc).

I would like to know if there are any basic quantitative option trading strategies that can be coded in Python.

I have a basic understanding of statistics, L.Algebra and Machine learning. Are there any basic options trading strategies that can get me started in quant trading.

Thanks!

$\endgroup$
  • $\begingroup$ Food for thoughts: quant.stackexchange.com/questions/41695/… $\endgroup$ – Lisa Ann Apr 21 at 0:57
  • $\begingroup$ If you are interested in doing a programming project about options for learning purposes you might consider doing a simulation of a delta-hedged option, using actual stock price data. You could investigate how the hedging error varies with re-hedging frequency, with the assumed volatility, etc. $\endgroup$ – noob2 Apr 22 at 1:59
2
$\begingroup$

There are lot of strategies. You can try for example:

Try to google more, or look for strategies on ssrn.com or arxiv.org ...

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.