Quantitative Trading on the Crypto Options Market: How to use Implied Volatilities?

Join our webinar on how to best use implied volatility data to gain a competitive edge in crypto options markets. We’ll share updates on the current state of IV data in crypto and explore the challenge of computing crypto-focused quantitative models. Our guest Victor Houlet, Quant Risk Manager at Hidden Road, will present a concrete data use case for building a risk margining model

On the agenda:

• Introduction to crypto options markets and how they differ from traditional options
• The importance of having adapted quant indicators and examples of use cases.
• Challenges from a quantitative point of view when it comes to computing IV: option prices aggregation, forward computation, calibration.
• Use case presented by Victor Houlet: how to use IVs to do market analysis, risk modeling, and perform strategy backtesting