Management Development Programme Series DAY MANAGEMENT DEVELOPMENT PROGRAM ON OPTION ARBITRAGE & TRADING STRATEGIES

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Management Development rogramme Series 2017 2-DAY

1 Management Development rogramme Series DAY MANAGMNT DVLMNT GAM N TIN ABITAG & TADING STATGIS

2 G A M M VVIW Workshop on ption Strategies & Algo Trading is a course designed to provide comprehensive and detailed analysis of various ption Strategies along with detailed overview of Algo Trading terminal. ABUT TH WKSH This workshop will enrich your ption trading knowledge in terms of ption Greeks, ortfolio Management and Various ption strategies. It will also make you understand how to deal with Algo trading and use it to your benefit while implementing different strategies with changing market scenario. GAM BJCTIV The primary objective of this course is to equip the candidate with all trading knowledge, judgment, decision making. Benefits of this course: - After completing this course you would be equipped with sound knowledge in ptions, ption Greeks and various ption strategies. - After Completion of the course you will be able to use Algo Trading to execute various strategies. CUS DSCITIN Workshop on ption Arbitrage and Trading Strategies is a course designed to provide a comprehensive and detailed analysis of ptions - pricing, risk characteristics and their dynamic behavior in the context of management of a portfolio of ptions. articular emphasis is placed on gaining an understanding of the dynamic interaction between ption rice determinants, ption Greeks & their combined impact on ption portfolio from client and institutional perspective. This workshop through a combination of classroom based along with simulations would be beneficial not only to emerging option traders but also the seasoned option traders. 2

F I L F S A K S Mr. Vivek Sheth is a highly experienced ption training consultant, and a seasoned option trader working as Chief Strategist with Silver Stream quities vt.

3 F I L F S A K S Mr. Vivek Sheth is a highly experienced ption training consultant, and a seasoned option trader working as Chief Strategist with Silver Stream quities vt.ltd, managing the institute's risk & investment. n board with Greeksoft Technologies vt. Ltd as Director - roduct Development, responsible for research and development of new trading and portfolio risk management techniques. He is a well known icon in the field of ptions Training rogramme being conducted by him since past 8 years. Till date more than 1500 students/dealers have been trained by him. He has also conducted corporate training for many leading trading member organizations. Mentored participants at various trade training program conducted by the xchange. 3

4 r o g r a m C o n t e n t INTDUCTIN T TINS Understanding Call & ut ption isk - eturn of ption Buyer & Seller ayoff & Breakeven Matrix Graphical Analysis TIN ICING Non - Quantifiable Factors Quantifiable Factors Understanding Volatility Historical Volatility Implied Volatility Difference between Historical & Implied Volatility TIN STATGIS Bullish & Bearish Strategies Straddle & Strangle Strategies Calendar Spread Strategies Butterfly & Condor Strategies Box Strategy / 4 Leg Strategies atio Spread Strategies rice atio Spread Vega atio Spread Delta atio Spread isk Free Arbitrage Strategies Conversion - eversion Call ut arity Break ven oints ay off Analysis Strategies Questions and Graphs Appropriate time to nter and xit Market Suitable Market Situation for xecution VLATILITY TADING Concept of volatility trading Understanding the best time to trade volatility Volatility trade with respect to other Greeks Implications of Long versus Short Volatility trading TINS ISK AAMTS - GKS DLTA, THTA, VGA, GAMMA Definitions Important roperties of various Greeks ffect of Greeks due to Change in ther Variables Understanding portfolio Greeks Methods to neutralize Greeks 4

5 r o g r a m C o n t VLATILITY SKW AND SMIL TADING Understanding volatility smile & skew Trading the smile & skew Managing portfolio of combinations of smile & skew Managing risk in smile & skew trades Adjusting a smile a skew trade using options or futures Best time to trade a smile & skew Common mistakes made during smile & skew trading N INTST THY IN TINS Understanding the calculation of pen Interest Strategic ortfolio changes with rise & fall of pen Interest FUND / MNY MANAGMNT ffective Utilization of Funds xpenses Management INTDUCTIN T GKSFT AUTMATD TADING SFTWA 5 Demonstration of various Automated Trading Software Understanding various aspects of the software e n t

6 WH SHULD ATTND? The workshop is ideal for Traders, Investors, Brokers, Sub-brokers, Dealers, Fund Managers, Corporate xecutives, Financial Intermediaries, Media, Journalist & anyone who wants to learn Algorithm Trading. W K S H D T A I L S MANAGMNT DVLMNT GAM IS A TW DAY XCUTIV WKSH Location: Chennai Date: 17th & 18th June, 2017 Time: 9.00 a.m to 5.00 p.m National Stock xchange of India Limited, Alwarpet, Chennai F & GISTATIN Fees: s. 12,500/- (including service tax) AYMNT MD: DMAND DAFT Account payee demand draft drawn in favour of NS Academy Ltd.", payable in Chennai respectively F ANY FUTH QUIS AND F NLIN AYMNT TIN LAS CNTACT Chennai- Tel. No.: / 25 mail : smurugan@nse.co.in vr@nse.co.in vghanta@nse.co.in vjames@nse.co.in 6

7 MD NMINATIN FM Step 1. Take a printout of this Nomination Form Step 2. Fill the Nomination Form with the required details Step 3. Make a Demand Draft of Fees: s. 12,500/- (including service tax) payable at Chennai respectively in favour of NS Academy Ltd. " Step 4. Send the Demand Draft along with completed registration form and Copy of pan card to Chennai- Tel. No.: / 25 mail : smurugan@nse.co.in vr@nse.co.in vghanta@nse.co.in Details articipant 1 articipant 2 articipant 3 Name mail id Mobile Date of Birth Designation rganisation Years of experience in Stock Market Sponsored by: a) Self b) Company How did you come to know about the program: a) SMS b) mail c) Facebook d) NS website e) Friends Correspondence Address:... in Code:... rogramme pted For: Date:... ayment Details: Amount (s.)... Demand Draft No.... Date of DD... Bank...

adhakrishnan Salai, Mylapore, Chennai, 600 004.

8 NATINAL STCK XCHANG F INDIA LTD. 8th Floor, Arihant Nitco ark, No. 90, Dr. adhakrishnan Salai, Mylapore, Chennai, Tel No - (044) mail: cc_nse@nse.co.in Website:

1 DAY MANAGEMENT DEVELOPMENT PROGRAM ON "DEMYSTIFYING OPTION TRADING AND STRATEGIES

1 DAY MANAGEMENT DEVELOPMENT PROGRAM ON "DEMYSTIFYING OPTION TRADING AND STRATEGIES 1 DAY MANAGEMENT DEVELOPMENT PROGRAM ON "DEMYSTIFYING OPTION TRADING AND STRATEGIES P R O G R A M M E OVERVIEW The 1