How to Build an Options Volatility Trading Tool in Python with Interactive Brokers скачать в хорошем качестве

How to Build an Options Volatility Trading Tool in Python with Interactive Brokers

🚀 Master Quantitative Skills with Quant Guild https://quantguild.com 📈 Interactive Brokers for Algorithmic Trading https://www.interactivebrokers.com/mk... 👾 Join the Quant Guild Discord server here   / discord   ___________________________________________ 🔨 Source Code https://github.com/romanmichaelpaoluc... Quants and engineers aren't going anywhere, there is more opportunity now than ever to master your quantitative skills! These videos certainly take a lot of effort to create so I hope you enjoy! Roman ___________________________________________ 📖 Chapters: 00:00 - Introduction 04:59 - Using the Volatility Crush Trade Analyzer 10:58 - Imports and Necessary Libraries 13:57 - Implementing Interactive Broker's Python API 22:21 - Building the VolatilityCrushTradeAnalyzer Class 28:51 - Setting Up the User Interface 36:13 - Establishing User Interface Components 39:46 - Connection Section 54:06 - Market Data Section 01:06:39 - Straddle Pricing Section 01:13:29 - Greeks Section 01:18:30 - Scenario Analysis Section 01:27:13 - P/L Analysis Section 01:32:44 - Scenario Greeks Section 01:35:19 - Tool Status Section 01:38:37 - Updating Tool Status 01:39:32 - Connection and Disconnection 01:52:48 - Clearing Queried Market Data 01:59:06 - Fetching Market Data 02:07:06 - Processing Market Data 02:14:58 - Pricing a Straddle 02:29:10 - Scenario Analysis 02:39:34 - Black-Scholes Call and Put 02:45:18 - Computing the Greeks 02:52:24 - Initializing the Trading Tool 02:53:34 - Debugging 02:57:41 - Final Working Product 02:58:18 - Closing Thoughts ___________________________________________ 🗣️ Shout Outs A special thank you to my members on YouTube for supporting my channel and enabling me to continue to create videos just like this one! ⭐ Quant Guild Directors Dr. Jason Pirozzolo ___________________________________________ ▶️ Related Videos Statistical Basis for Trading and Generating P/L How to Trade Option Implied Volatility    • How to Trade Option Implied Volatility   Expected Stock Returns Don't Exist    • Expected Stock Returns Don't Exist   How to Trade    • How to Trade   How to Trade with an Edge    • How to Trade with an Edge   ___________________________________________ 🗂️ Resources 📚 Quant Guild Library: https://github.com/romanmichaelpaoluc... 🌎 GitHub: https://github.com/RomanMichaelPaolucci https://github.com/Quant-Guild 📝 Medium (Blog):   / quantguild     / quant   ___________________________________________ 🛠️ Projects The Gaussian Cookbook: https://gaussiancookbook.com Recipes for simulating stochastic processes: https://papers.ssrn.com/sol3/papers.c... ___________________________________________ 💬 Socials TikTok:   / quantguild   Instagram:   / quantguild   X/Twitter: https://x.com/quantguild/ LinkedIn (personal):   / rmp99   LinkedIn (company):   / quant-guild   ___________________________________________