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Volatility Trading (Portfolio Hedge) Via Quantitative Modeling In Excel

Master the principles of trading volatility that can profit during calm markets and act as a portfolio hedge during crisis periods.


Immediate implementation upon learning

Shareable Certificate

100% Online

Approx. 5 hours to complete



What you will get in this course


Fully completed model file that you can use for live investing

Practice sheets on financial mathematics and excel functions with solutions

Guided step-by-step model building process complete with templates

Free Excel-based resources (from the web) to download price data from yahoo finance in bulk

Over 5 hours of lectures developed by professionals with more than 30 years of joint experience in the asset management, hedge fund, and banking industry.

Unlimited lifetime access anywhere, anytime. Learn at your convenience.

Prompt email Q&A support to assist your learning


What you will learn

  • Learn about Quantitative Investing & how it is different from conventional methods of investing

  • Master an established quantitative method used in hedge funds called Volatility Risk Premium to trade volatility ETFs

  • Master an alternative way to trade pure volatility component of S&P 500 options

  • Know the pitfalls of buying and holding a pure stock portfolio

  • Know the criteria to choose the right instruments for trading volatility

  • Understand how Volatility Risk Premium works and why it is a good strategy to have in a multi-strategy portfolio

  • Know both the strengths and weaknesses in Volatility Risk Premium

  • Use critical Excel lookup, logic, math and statistical functions required for modelling in this course

  • Understand the intuition, math and know how to implement financial concepts such as Returns and Risk

  • Know how to incorporate transaction costs into the model

  • Learn the concept and math behind key investment performance metrics such as Sharpe Ratio

  • How to calculate key performance metrics and create a performance analytics worksheet for tracking model performance

  • How to create a dashboard to extract and display key information for making investment decisions

  • Know how to operate the Volatility Risk Premium model

Course Content

6 sections: ~5hrs total length

1. Introduction

2. Concept of Volatility Risk Premium

3. Excel Crash Course

4. Financial Mathematics

5. Building the Volatility Risk Premium Model

6. Volatility Risk Premium Operations



A keen learning attitude with an open mind

Basic knowledge in Math and Statistics is preferable, but not compulsory

Basic knowledge in Excel is preferable, but not compulsory


We will teach you in-depth a sensible way to trade volatility known as Volatility Risk Premium, from concept to implementation, whose principles are used among hedge fund professionals. This strategy is capable of generating good returns during calm markets and potentially acts as a hedge during crisis periods. After the course, you will be able to Do-It-Yourself.

Volatility Risk Premium is a powerful quantitative strategy that is grounded in well-established principles and common sense. There are no chart reading, no thick annual reports, no constant monitoring of market news, and no forecasting.

* The strategy taught in this course is applied to the US market.

Our Difference


Say good bye to chart reading, thick annual reports, and an overload of market news

All investment decisions are driven by the model we will build in this course. 

5 minutes of your time each day to update the model is all you need

The model keeps you on course during times of market stress. The result is consistency.

We use Excel. No programming experience is required.

No need to pay for expensive tools or data subscriptions. We use only free resources.

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