*** Proof of Product ***
Exploring the Essential Features of “MacroHedged – Options Education FULL Course 30+ Hours“
Foundation Day:
Price
- Explore market microstructure and understand the pricing dynamics.
Options on Futures Market
- Gain insights into the Options on Futures market.
Futures Exchanges: CME, EUREX & ICE
- Differentiate between CME, EUREX, and ICE, understanding how futures exchanges operate.
The Greeks (1st Order Greeks)
- Delve into the foundational Greek concepts.
Option Value Calculation
- Learn the intricacies of calculating option values.
Position Management
- Understand how your position evolves and how to manage it effectively.
Glossary & Jargon
- Familiarize yourself with key terms in the options trading domain.
Tools Setup
- Set up essential tools for the week ahead.
Objective:
- Ensure participants are fully prepared for in-depth learning throughout the week.
4 Day Deep Dive:
Spreads & Strategies
- Explore various spreads and trading strategies.
Models (B&S, Binomial Trees)
- Understand Black-Scholes and Binomial Trees models.
The Market Maker’s Role
- Comprehend the role of market makers and your role in trading.
Volatility & Skew
- Dive into volatility concepts and skew (RR, BF, path trading).
Trading Volatility & Skew
- Master the art of trading volatility and skew.
Dynamic Hedging
- Learn effective dynamic hedging techniques.
Position Risk & Greeks in Depth
- Understand position risk and delve into advanced Greek concepts.
2nd Order Greeks
- Explore Vomma, Charm, Vera, Dvega, DeltaTime.
3rd Order Greeks
- Grasp Color, Speed, Ultima, Zomma.
Option Sensitivity & Position Sensitivity
- Understand sensitivity metrics for options and positions.
Cross Greeks & Correlation Sensitivity
- Explore the interplay of Greeks and correlation sensitivity.
Trading Skew & Volatility Surface
- Practical insights on trading skew and understanding the volatility surface.
Volatility Diffusion & Dynamic Replication
- Explore volatility diffusion and dynamic replication.
Portfolio Management
- Learn how to run an options portfolio.
Cross-Asset Risk Management
- Understand cross-asset risk management techniques.
CME Rules & Position Margin
- Gain insights into CME’s rules on option and position margin.
FCM’s Span Risk Calculation
- Understand how your FCM calculates span risk to meet CFTC obligations.
What If Planning & Modeling
- Develop skills in scenario planning and modeling.
Conclusion:
- By the end of this intensive four-day course, participants will possess a comprehensive understanding of option pricing variables, implications on portfolios, the roles of exchanges, market makers, and FCMs. They will be equipped to manage cross-asset risks, model complex scenarios, and identify value in the options on futures market
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