1. DISCLAIMER

    2. Introduction to QT202; Challenges

    3. Setting Up

    4. Data Buffer

    5. Backtesting the Index Variance Premium

    6. A Different Data Format

    7. Objected Oriented Programs and Data Schema

    8. Dynamic Selection of Arbitrary Option Strategy Legs

    9. Data Preparation for Vectorization

    10. Vectorization

    11. Code Run-through

    12. Discrete Contract Reselection

    13. Discrete Delta Hedging

    14. Optimizations and Logging

    15. Analysing the Simulation Logs

    16. More Abstraction, Using Alternative Datasets, Custom Rebalancing and Custom Hedging

About this course

  • $245.00
  • 16 lessons
  • 9.5 hours of video content
  • PREREQS TO: QT101
  • PREREQS FOR: QT402