In a stock trading context, the term Greeks is referred to the various techniques applied to evaluate an option's position and determine how sensitive it is to fluctuations in price. For an instance, Delta is use to measure an option's price sensitivity in relation to the fluctuation in price of it's underlying stocks or funds.
Author Ito Senji will personally walk you through each and every of these techniques in this course and explain in details while using the current stock trends and situations as examples on these terms to advocate you on the investment risk and returns. This course leans more heavily towards the technical side with useful insights as one of the main takeaways whilst learning the terms.
Course Duration: Every Tuesday and Friday for 1 month
Course Time: 7pm - 9pm
Prerequisite: Requires you to be outspoken and actively involved in the discussions
Our courses always commence on the first applicable day of the month, otherwise we will notify you of the changes after your booking.