Derivatives Research Live Project – 10th Jan 2021

In this project we undertake the study and calculation of  certain greeks or derivative parameters and then we backtest certain strategies using them. Thereafter we go on to build our own strategies using the backtested data. A hands-on study of derivatives.

TMR Admin 2 · October 15, 2020

In our classic TMR style, in this module we will study certain greeks and backtest and build trading strategies from them.

Skills Acquired by the Students: 

Entire process of building a derivative strategy, this involves market data collection,  calculation of greeks, implied volatility or likewise indicators, pattern identification, strategy building, backtesting, and applying risk management techniques. 

Jobs that these skills are useful for:

which is useful in job profiles like Risk Management, Derivatives Trader, Proprietary Traders, Company Treasury Desks.

Students interested in this project must be a member of the TMR Finance Universe, must see all the Derivatives Modules and clear the TMR Derivatives Test as a pre-requisite.

About Instructor

TMR Admin 2

34 Modules

+110 enrolled
Not Enrolled
Membership Required

Modules Includes

  • 1 Lesson
Right Click Not Permitted