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Options-Quant Trading System
| To learn more about this system,
Call 312.987.0043 or Email us» . |
Developer: Dejan Trajkovski |
| Market Sector: | Stock Indexes |
| Markets Traded: | |
| System Type: | Long Term |
| Risk per Trade: | |
| Trading Rules: | Not Disclosed |
| Suggested Capital: | $10,000 |
| System Cost: | $50.00 Monthly Subscription |
| Results Available?: | Contact us for Info |
| System Description: | Options Quant is based on short selling (collecting premium) on SPX index options or e-mini S&P 500 (ES) options. The goal is to achieve capital appreciation with controlled draw downs. Options Quant is one of only a few back tested option strategies on the web site and is a viable investment alternative for both private and institutional investors. The firm did a lot of research in the field of quantitative finance and managed to reconstruct the options price universe by modeling the volatility surface. It is a well known that option volatility is not constant (as it is assumed in the Black Scholes world), but depends on the strike price and time to expiration. If one looks at volatility plot against strikes, he or she will notice the phenomenon of skewness and smirkness. By calibrating the volatility surface, Options Quant is able to back test and optimize an option strategy. From here, Options Quant uses a series of stress-tested, proprietary trading models to take advantage of decaying option value. |
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