Week 9 — Options intro preparation¶
Milestone¶
Prepare the platform for options analytics: payoff diagrams and option contracts model.
Success criteria¶
Can plot call/put/covered-call payoff diagrams and have a documented options-engine architecture draft.
Deliverables¶
- [ ] Study basic call/put payoff intuition from Quantitative Trading and online notes.
- [ ] Model option contract entity.
- [ ] Implement call and put payoff diagrams.
- [ ] Implement covered call payoff.
- [ ] Draft options-engine architecture.
Books¶
- Quantitative Trading - Ernest P. Chan — Market intuition, systematic trading workflow, backtesting mindset.
- Schaum's Outline of Probability and Statistics — Exercises for probability, statistics, distributions, covariance, regression.
Retrospective¶
Fill this in during the Sunday review.
What did I finish?
What is blocked?
What confused me?
Key takeaway this week: