121 – Volatility and Systematic Options Strategies with Luca Giusti

In this episode we’re going to explore a topic we don’t cover much on this podcast and that is options trading.

2 of the mains reasons we don’t discuss options trading much, is firstly because I don’t trade options myself and have limited knowledge of how to use them, but also because there are some challenges with testing options strategies which makes it difficult to backtest them systematically.

However, there are some potentially huge benefits to trading systematic options strategies in a portfolio, if you can overcome these challenges.

Today’s guest, Luca Giusti from QTlab, is here to discuss options with us, explaining:

  • The benefits of trading options systematically,
  • The challenges of testing options strategies and the solution,
  • Why volatility is such an important aspect of trading which can’t be ignored,
  • How to factor market volatility into trading strategies to reduce risk and increase performance.

Resources

You can learn more from Luca at qtlab.ch, or check out his option backtesting platform at optionlab.ch

Books mentioned in the show:

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