Option Greeks, Strategies & Backtesting in Python

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This book is meant for derivative traders of NSE/BSE/MCX. 1. First part cover option Greeks - Delta, Gamma, Theta, Vega, Delta hedging & Gamma Scalping, implied volatility with the example of past closing prices of Nifty/USDINR/Stocks. 2. Second part covers option trading strategies with examples of Nifty/USDINR options. Computation of returns of a strategy on past data. Computation of returns of strategy with shifting of position with movement in underlying asset. 3. Third part covers Python for traders. After reading this book a novice trader will also be able to use python from installation of Anaconda on his laptop & extracting past data to backtesting and development of his own strategies. Python is explained from very basic so that anyone who does not have in-depth understanding of programming can understand and develop codes. Many program codes and their results also explained for backtesting of strategies likes ratios, butterfly etc. Cost of the book is Rs 449/- on Amazon. Readers can read it free of cost thru Kindle unlimited.
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