About Session

This session explains the application of Machine Learning techniques for options trading. It also covers the process of creating options trading strategies using machine learning.

Overview

• Need for ML in options trading
• ML for options pricing
• Trading vertical spreads with ML
• Options Trading with Ensemble Classifier
• Forecasting and trading Implied Volatility with ML Regressor
• Predicting The Returns of an Options Strategy using ML
• Predicting The Options Strategy to Deploy using ML
• Interactive Q&A

Pre-Requisites

• Basic options nomenclature
• Basic options trading strategies
• Machine learning models

Speaker

Varun Kumar Pothula (Quantitative Analyst at QuantInsti)