🚀 Master Quantitative Skills with Quant Guild
https://quantguild.com
📅 Meet with me 1:1
https://calendly.com/quantguild-support
📈 Interactive Brokers for Algorithmic Trading
https://www.interactivebrokers.com/mk...
👾 Join the Quant Guild Discord server here
/ discord
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🔨 Source Code
https://github.com/romanmichaelpaoluc...
I hope you enjoyed!
Roman
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📖 Chapters:
00:00 - Trading Earnings Implied Volatility Crush
02:40 - Setting Up the Application
04:32 - Application Demonstration
07:25 - Trading Implied Volatility
09:30 - Enhancing our Edge
10:17 - [Coding Begins] Necessary Imports
13:10 - Interactive Brokers API Implementation
22:51 - EventTradingDashboard Class
26:28 - Equity/VIX Contract Functions
30:00 - Setting Up the User Interface
1:22:51 - Logging, Connection, Disconnection
1:34:43 - Analysis Clearing Function
1:42:50 - Option Pricing Functions
1:47:46 - Analyze Implied Volatility Crush Function
2:12:51 - Performing Implied Volatility Crush Analysis
2:55:06 - Creating Data Visualizations
3:08:14 - Main Load Function
3:09:12 - Debugging (Earnings Date Mask Logic Error)
3:17:20 - Final Working Product
3:18:45 - Closing Thoughts
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🗣️ Shout Outs
A special thank you to my members on YouTube for supporting my channel and enabling me to continue to create videos just like this one!
⭐ Quant Guild Directors
Dr. Jason Pirozzolo
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▶️ Related Videos
Referenced Videos 👉
How to Trade Option Implied Volatility
• How to Trade Option Implied Volatility
How to Trade with the Kelly Criterion
• How to Trade with the Kelly Criterion
Markov Chains in Quant Finance
• Markov Chains for Quant Finance
Hidden Markov Models for Quant Finance
• Hidden Markov Models for Quant Finance
Statistics and Trading Profitability Over Time (Edge) 📈
Expected Stock Returns Don't Exist
• Expected Stock Returns Don't Exist
How to Trade
• How to Trade
How to Trade Option Implied Volatility
• How to Trade Option Implied Volatility
How to Trade with an Edge
• How to Trade with an Edge
Quant on Trading and Investing
• Quant on Trading and Investing
Quant Trader on Retail vs Institutional Trading
• Quant Trader on Retail vs. Institutional T...
Why Trading Metrics are Misleading
• Why Trading Metrics are Misleading (Unless...
Quant vs. Discretionary Trading
• Quant vs. Discretionary Trading
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🗂️ Resources
📚 Quant Guild Library:
https://github.com/romanmichaelpaoluc...
🌎 GitHub:
https://github.com/RomanMichaelPaolucci
https://github.com/Quant-Guild
📝 Medium (Blog):
/ quantguild
/ quant
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🛠️ Projects
The Gaussian Cookbook:
https://gaussiancookbook.com
Recipes for simulating stochastic processes:
https://papers.ssrn.com/sol3/papers.c...
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💬 Socials
TikTok: / quantguild
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X/Twitter: https://x.com/quantguild/
LinkedIn (personal): / rmp99
LinkedIn (company): / quant-guild
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