Demo/Tutorial |
Description |
Minutes
|
The Basics
|
Guided tour - overview |
Overview of key
features |
8.5 |
Guided tour - the sample strategies |
A run through
the sample strategies included with the tool, plus a few more
features. |
6 |
Useful tips & pointers |
Points out a
range of miscellaneous features which will help you use the tool more
effectively. |
7.5 |
"What if" scenario analysis |
Using the
strategy comparison feature to do "what if" analysis of
scenarios. |
9 |
The "Greeks" |
Analysing and
graphing the hedge parameters ("Greeks") for net strategy positions and
individual strategy trades. |
6.5 |
Sensitivity analysis |
Using the
slider bar control panel to perform sensitivity analyses. |
4 |
Dividends |
Ignore
dividends at your peril: Analysing the critical impact of dividends on
strategy profitability. |
12.5 |
Implied volatility |
Calculating and
using implied volatility. |
3 |
Using Option Chains
|
Strategy selection and evaluation from option chains |
Using the automatic "suggest"
feature for trade selection; viewing the P&L for each individual option,
spread or combo for each set of strikes for a given expiry date, or for each
expiry date for a given set of strikes. |
6 |
Individual trade selection and quotes from option chains |
Selecting
trades individually from an option chain and updating all underlying and
options prices for a strategy. |
3.5 |
Some Advanced Features
|
Position hedging - the basics
|
Automatically
hedging positions with respect to various individual greeks and combinations
of greeks (eg delta & gamma neutral). |
6.5 |
Dynamic hedging |
How adjustment
can be easily made to strategies already under way. Dynamic hedging is used as
an example. |
6.5 |
Backtesting |
Backtesting
strategies by stepping through past dates using actual market
data. |
7.0 |
Early exercise |
Using the tool
to identify optimal early exercise points for puts and calls. |
4.5 |