SYLLABUS - TRADING STRATEGY

A. Technical Analysis
Trend Reversal and Continuation Patterns, Bands, Oscillators, Detrenders, Elliott Wave Theory, Simple, Weighted and Exponential Moving Averages, MACD, Momentum, On Balance Volume, Overbought and Oversold Indicators

B. Equity Trading Strategies
VWAP Trading, Index Arbitrage, ETFs, Filter Trading, Market Neutral Strategies

C. Options Trading Strategies
Put Call Parity, Volatility Skews, Greeks, Straddles, Strangles, Butterflies, Spreads, Delta Hedging, VIX and ATM Volatility, Volatility Dispersion Strategies

D. Fixed Income Trading Strategies
Basis Trading, Spread Trading, Yield Curve Trading, Volatility Trading, Trading Asset and Mortgage Backed Securities, Fixed Income Derivatives Trading, Day Count Conventions

E. Futures Trading Strategies
Calendar Spreads, Intermarket Spreads, Technical Strategies

F. Foreign Exchange Trading Strategies
Swaps, Crosses, Interest Rate Arbitrage, Ratio Spreads

G. Transaction Costs