Advanced 1DTE Crash Course

Dive deeper into 1DTE trades, adding a variety of  debit trades to the credit trades discussed in the previous class. 
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About this Course

Similar to the previous class, this advanced class focuses on teaching holistic strategy and backtest approaches for 1 DTE trades. While optimization is prioritized, there is also focus on robustness-- considering overall times of day, stop and profit ranges, and more, rather  that picking the most exact minute, etc. Historical data from options pricing is used to build positive expectancy debit spreads and butterflies, along with calendarized longs (for credit trades from the previous course). Many of the trades discussed are 1DTE, while some Friday (3DTE) entries as well. Additionally, there is data presented on calendarized long-delta longer-DTE trades, and how to integrate these into a backtested portfolio of strategies. 

What you will get from this course:

  • Over four hours of content, focused on several 1DTE and 3DTE strategies
  • Detailed discussion on minutes, strike selection and more
  • How to integrate existing short and long 1DTE/3DTE strategies with credit selling from the previous course 
  • Discussions on risk, slippage, fees, etc. 
  • Make use of a bespoke strategy analyzer spreadsheet tool to calculate additional metrics for position sizing
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Course Lessons

About Justin Kay

Justin is a licensed finance and tax attorney with over 25 years of experience trading equities, options, and derivatives. Professionally, he has worked in several capacities, including as the Chief Legal Officer of the US' largest charter airline, negotiating multi-million dollar contracts, leases, asset purchase agreements, business valuations and litigation cases. Justin has used his financial training and experience, with the help of backtesting with Option Omega and a great community, to develop consistent profitable mechanical options strategies that pave the way to financial freedom.