Bridge the Gap Between Retail Trading and Institutional Excellence

Most options traders fail because they rely on intuition and basic strategies without understanding the mathematical foundations that drive consistent profitability. Euan Sinclair & James Hodges’ Quant Course solves this critical knowledge gap by teaching you the quantitative models, pricing theory, and volatility strategies used by elite hedge funds—specifically adapted for retail traders.

This isn’t another basic options course teaching covered calls and cash-secured puts. It’s a comprehensive 6-week intensive that transforms you from a retail trader into a quantitatively-minded professional with institutional-grade analytical capabilities.

Why Euan Sinclair & James Hodges Lead Options Education

Proven Expertise: Euan Sinclair brings decades of professional options trading experience, having worked at premier hedge funds and authored influential books on volatility trading. James Hodges contributes extensive quantitative analysis expertise from institutional trading environments.

Academic Foundation: Their combined background provides both theoretical rigor and practical application, ensuring you learn concepts that work in real markets.

Institutional Experience: Both instructors have managed significant capital using the exact strategies they teach, providing authentic insights into professional-level options trading.

Educational Excellence: Their teaching methodology breaks down complex mathematical concepts into understandable, actionable strategies for retail traders.

Comprehensive 6-Week Curriculum Overview

Part 1: Quantitative Foundations (Weeks 1-3)

Advanced Option Pricing Models

• Master the Black-Scholes model and understand its assumptions and limitations
• Learn binomial and trinomial models for American option pricing
• Understand when and how to apply different pricing models
• Develop intuition for how options gain and lose value over time

Complete Options Greeks Analysis

• Delta: Master directional sensitivity and hedging applications
• Gamma: Understand acceleration risk and convexity trading
• Theta: Exploit time decay systematically and professionally
• Vega: Navigate volatility risk and opportunity identification
• Rho: Interest rate sensitivity in different market environments
• Advanced Greeks: Vomma, Vanna, Charm, and Color for sophisticated strategies

Volatility Analysis and Estimation

• Historical volatility calculation and interpretation methodologies
• Implied volatility extraction and analysis techniques
• Volatility forecasting models and their practical applications
• Understanding volatility clustering and mean reversion patterns

Part 2: Advanced Trading Strategies (Weeks 4-6)

Hedge Fund Volatility Strategies

• Statistical arbitrage using volatility mispricings
• Volatility surface modeling and exploitation techniques
• Cross-asset volatility relationships and correlation trading
• Advanced hedging strategies for volatility exposure management

Institutional Risk Management

• Portfolio Greeks management and delta-neutral strategies
• Value-at-Risk (VaR) calculations for options portfolios
• Stress testing and scenario analysis methodologies
• Professional position sizing and capital allocation techniques

Market Microstructure and Execution

• Understanding bid-ask spreads and market maker behavior
• Optimal execution strategies for options trades
• Liquidity considerations and market impact analysis
• Advanced order types and their strategic applications

Deep Dive Into Critical Concepts

The Volatility Edge

Fundamental Theorem of Option Trading

• Why volatility must be mispriced to generate consistent profits
• How to identify and quantify volatility mispricings systematically
• Building strategies around volatility forecasting superiority
• Understanding the relationship between realized and implied volatility

Volatility Skew Analysis

• Why directional accuracy doesn’t guarantee options profitability
• How to read and interpret volatility skew patterns
• Exploiting skew anomalies for consistent profit generation
• Understanding the relationship between skew and market sentiment

Advanced Mathematical Frameworks

Quantitative Model Development

• Building custom pricing models for specific market conditions
• Backtesting methodologies for options strategies
• Monte Carlo simulation techniques for strategy evaluation
• Statistical significance testing for trading edge validation

Risk-Adjusted Performance Measurement

• Sharpe ratio calculations for options strategies
• Maximum drawdown analysis and mitigation techniques
• Risk-adjusted return optimization methodologies
• Professional performance attribution analysis

Practical Implementation Focus

Strategy Development Process

Systematic Strategy Creation

• Identifying market inefficiencies through quantitative analysis
• Developing testable hypotheses about options mispricings
• Creating systematic rules for strategy implementation
• Building robust risk management frameworks

Backtesting and Validation

• Historical data analysis and strategy performance evaluation
• Out-of-sample testing methodologies for strategy validation
• Understanding survivorship bias and other common pitfalls
• Developing confidence intervals for strategy performance

Professional Trading Practices

Institutional-Grade Execution

• Order management systems and trade execution protocols
• Portfolio management software utilization and optimization
• Professional record-keeping and performance tracking
• Regulatory compliance considerations for active options trading

Capital Management Strategies

• Professional position sizing methodologies
• Kelly criterion applications for options trading
• Drawdown management and recovery strategies
• Long-term capital preservation techniques

Target Audience and Prerequisites

Serious Options Traders who have basic options knowledge but want to develop institutional-level analytical capabilities and systematic approaches.

Aspiring Quantitative Traders seeking to apply mathematical models and statistical analysis to options trading for consistent profitability.

Active Retail Investors looking to move beyond basic options strategies and develop sophisticated, data-driven approaches to options trading.

Finance Professionals who want to enhance their quantitative skills and understand how institutional options trading operates.

Exclusive Program Benefits

Small Cohort Size: Limited enrollment ensures personalized attention and meaningful interaction with both instructors and fellow participants.

Live Interactive Sessions: Real-time Q&A and discussion opportunities with industry experts who’ve managed institutional capital.

Comprehensive Materials: Detailed course materials, mathematical formulas, and implementation guides for all strategies covered.

Lifetime Access: Permanent access to all session recordings and supplementary materials for continued reference and review.

Advanced Learning Outcomes

By completing this intensive program, you’ll develop:

Mathematical Proficiency: Understand and apply the quantitative models that drive professional options trading decisions.

Volatility Expertise: Master the analysis and trading of volatility, the most critical component of options profitability.

Risk Management Skills: Implement institutional-grade risk management techniques that protect capital while maximizing opportunity.

Strategy Development: Create and validate your own quantitative trading strategies using professional methodologies.

Market Understanding: Develop deep insights into how options markets function and where opportunities exist.

Frequently Asked Questions

Q: What level of mathematical background is required? A: While some comfort with basic statistics and algebra is helpful, the course is designed to teach all necessary mathematical concepts. Complex topics are broken down into understandable components.

Q: Do I need expensive software or data feeds? A: The course focuses on concepts and methodologies that can be implemented with standard trading platforms. Specific software recommendations are provided but not required.

Q: How does this compare to other options education programs? A: This is the only retail-focused program that teaches institutional-level quantitative methods. Most options courses focus on basic strategies without the mathematical foundation needed for consistent success.

Q: Are the strategies suitable for small accounts? A: Yes, the strategies are scalable and many can be implemented with modest capital. Position sizing techniques appropriate for different account sizes are specifically addressed.

Q: What markets are covered in the course? A: While principles apply universally, the course focuses primarily on equity options and index options where liquidity is highest and strategies are most viable.

Q: Is ongoing support available after course completion? A: Yes, graduates receive access to a private forum and periodic follow-up sessions for continued learning and strategy refinement.

Q: How intensive is the 6-week program? A: Each week includes 2 sessions of approximately 2 hours each, plus time for review and practice. This is a comprehensive program requiring significant commitment.

Q: Can I implement these strategies while working full-time? A: Many strategies are designed for part-time implementation. The course includes guidance on time management and strategy selection for different lifestyle constraints.

Transform Your Options Trading Approach

Stop relying on luck and basic strategies that leave you vulnerable to market volatility. Euan Sinclair & James Hodges’ Quant Course provides the mathematical foundation and institutional-grade strategies you need to trade options with professional-level precision.

The difference between amateur options traders and professionals isn’t just experience—it’s the systematic application of quantitative models and risk management techniques that generate consistent profits regardless of market conditions.

Secure Your Spot Today in this exclusive program and join the ranks of quantitatively-minded traders who’ve mastered the mathematical edge that separates winners from losers in options markets.

Limited enrollment ensures optimal learning conditions and personalized attention from two of the most respected names in quantitative options trading education.

Investment in Professional Development

This intensive 6-week program represents a significant investment in your trading education and long-term profitability. The combination of institutional expertise, mathematical rigor, and practical application provides value that will compound throughout your trading career.

Enroll Now and take the crucial step from retail options trader to quantitatively-sophisticated professional with the skills and knowledge to succeed in any market environment.