VolSignals – VolStudies

VolSignals – VolStudies

Course Overview

Options theory through the lens of a market maker: VolSignals – VolStudies is a methodical, practice-focused program that walks cover-to-cover through an industry-standard training text while the instructor highlights the real-world signals and pitfalls that matter. Delivered as a weekday video for three months, the course emphasizes practical pricing models, volatility and skew behavior, Greeks, dynamic hedging, risk measurement, and actionable spreading and synthetic techniques so you can apply market-maker insights to your own trading.

Instructor Expertise

VolSignals presents instruction from practitioners steeped in options market-making and volatility research. The instructor guides students through theoretical models and translates them into pragmatic workflows for pricing, hedging, and trade construction that perform under real market conditions.

Core Topics & Related Concepts

✅ Fundamentals of financial contracts and forwards
✅ Intro to theoretical options pricing models
✅ In-depth exploration of volatility, skew, and the Greeks
✅ Risk measurement and dynamic hedging strategies
✅ Practical spreading techniques and synthetic positions

Key Features & Benefits

✏️ Daily video lessons delivered each weekday for three months to build mastery.
✏️ Clear translation of textbook theory into market-maker practice.
✏️ Hands-on demonstrations of hedging and risk measurement workflows.
✏️ Concrete spreading and synthetic strategies you can apply immediately.

Modules

✴️ Module 1: Fundamentals of contracts, forwards, and settlement mechanics
✴️ Module 2: Pricing models and where they succeed or fail in practice
✴️ Module 3: Volatility, skew, and implied surface dynamics
✴️ Module 4: Greeks, risk attribution, and dynamic hedging
✴️ Module 5: Spreading techniques, synthetics, and real-world trade construction

Student Results

✨ Students gain a clearer, operational understanding of volatility and hedging.
✨ Many report improved trade construction and more predictable P&L management.
✨ The course shortens the path from textbook concepts to practical application.

Results in Action

✨ Case studies walk through real trade setups, hedging responses, and performance attribution.
✨ Examples show how small model adjustments change hedging needs and P&L outcomes.

Limited-Time Enrollment

❗ Limited enrollment to preserve interactive learning — secure your access to weekday lessons and live Q&A.

Frequently Asked Questions

❓ Who is this for? Practitioners and serious students who want market-maker context for options theory.
❓ What is the time commitment? One new lesson each weekday for three months, with optional review and practice.
❓ Will this cover hedging? Yes — dynamic hedging strategies and risk measurement are core components.