Rajib Ranjan Borah explaining ‘Advanced concepts in Options Portfolio Management’ – specifically how to manage portfolio risks by managing first, second and third derivative greeks (for e.g.: effect of factors like volatility on Gamma, etc).
He also explains one ‘Sophisticated Options Trading Strategy’ namely dispersion trading where options are used to trade viewpoints on correlation across a basket of stocks.
This video is from a lecture conducted by Rajib at a leading management institute in December 2012 – these concepts are critical for anyone planning to manage a decent sized portfolio of option instruments. Further detailed concepts on these topics are handled in the E-PAT program offered by QI
Rajib Ranjan Borah is co-Founder and Director of iRageCapital Advisory Private Limited, and QuantInsti Quantitative Learning Private Limited. At iRage, Rajib designs High Frequency Trading Strategies for South East Asian exchanges; at QuantInsti, he works with exchanges & other institutions to design education programs, as well as managing a 100-hour online educational program on algorithmic trading. Prior to iRage, Rajib worked with leading HFT firm Optiver – contributing significant volumes in all major US & European exchanges.
Previously, as a strategy consultant, Rajib assisted a consortium start a national commodity derivatives exchange. He interned with Bloomberg (research) in New York & with Solutia’s EMEA strategy HQ in Belgium. A national Olympiad finalist, Rajib has twice represented India at the World Puzzle Championships.