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Manage Complex Option Portfolios: Simplifying Option Greeks – Part II | Webinar

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Complete Recording

Check out the complete recording of the webinar here:


Session Overview

  • How to trade and manage option portfolios spanning multiple instruments
  • A deeper look at Vega, Theta, Rho and their behavior – how different market characteristics affect these Greeks
  • Introduction and simplification of higher order Greeks like Vomma, Veta
  • Introduction to Forward Volatility
  • Impact of dividends on options and how to trade them

About the Speaker

Rajib Ranjan Borah
Rajib has done his Bachelors in Computer Engineering from NIT, Surathkal and PGDM from IIM Calcutta. He is a National Biology Olympiad Finalist and has represented India in World Puzzle Championship Twice.Rajib leads the prop trading business for iRage as its CEO, focussing on strategy development, risk management, and internal processes. He is also a regular speaker on algorithmic trading conferences in Asia, America & Europe. Prior experiences – Quant research (Bloomberg, NY); High-frequency trading (Optiver, Amsterdam); Data analytics technology (Oracle); Business strategy for an investment firm & derivatives exchanges (PwC).


This session was conducted on:
Monday, 11th September 2017
7:30pm IST | 10:00am EST | 10:00pm SGT

Algo & Quant Trading Webinar