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The Quant Course by Euan Sinclair & James Hodges – Hedge Fund-Level Options Strategies Tailored for Retail Investors
The Quant Course is not just another options trading program—it’s a 6-week, 12-session intensive course built to bring institutional-grade quantitative finance training to retail investors. Created by Euan Sinclair (a professional options trader and author of multiple quantitative trading books) and James Hodges, this course bridges the gap between hedge fund strategies and retail trading practice.
Unlike many options courses that focus solely on “setups” or surface-level strategies, The Quant Course teaches the mathematics, theory, and mechanics behind options. The core belief is simple: the only true edge in the options market is volatility mispricing, and the only way to identify and exploit it is by understanding the math.
Why The Quant Course Is Different
Most retail options education focuses on oversimplified strategies like buying calls or selling covered puts. While useful, these approaches often fail to explain why trades work (or don’t work).
The Quant Course flips that approach:
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✅ Math-Driven Insights – Learn Black-Scholes, binomial models, and advanced greeks.
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✅ Build Intuition – Go beyond memorizing definitions; understand how options really respond to market changes.
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✅ Institutional Perspective – The same frameworks hedge funds use, made accessible for retail traders.
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✅ Volatility as the Edge – Internalize the theorem that volatility must be mispriced for options trading to succeed.
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✅ Structured & Progressive – 12 sessions over 6 weeks, blending lectures, practical exercises, and applications.
By the end, you won’t just know option strategies—you’ll think like a quant trader.
Part One: Foundations of Options Quantitative Trading
The first half of the course introduces essential definitions, models, and frameworks that every serious options trader must master.
Option Pricing Basics
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Explore Black-Scholes pricing and simplified toy binomial models.
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See how different variables (underlying price, volatility, time decay) drive option valuation.
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Understand why pricing is dynamic rather than static.
Option Greeks in Depth
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Move beyond delta, gamma, and theta.
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Learn secondary greeks: vega, rho, vomma, vanna.
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See how greeks interact with each other in live markets.
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Debunk misconceptions (e.g., “vega doesn’t matter” in short-dated options).
Historical Volatility
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What it is and how to calculate it.
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Why historical volatility is not always predictive but still crucial.
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How hedge funds estimate HV to inform trades.
Directional Option Trading
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Techniques for aligning options strategies with directional bias.
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Long vs. short positioning with quant models.
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Using greeks to fine-tune directional exposure.
Implied Volatility & Skew
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The role of implied volatility in option pricing.
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How volatility skew can cause losing trades even if price predictions are right.
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Opportunities in skew arbitrage for advanced traders.
The Fundamental Theorem of Option Trading
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Volatility must be mispriced—the bedrock principle behind every profitable options trade.
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Why this theorem explains why many retail strategies fail.
Part Two: Advanced Applications & Hedge Fund Strategies
Building on the fundamentals, Part Two dives deeper into applying the theory in real-world contexts.
Modeling & Simulation
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Learn to build simple but powerful models for option payoffs.
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Use spreadsheets or Python to simulate different market conditions.
Risk & Portfolio Construction
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Position sizing from a quant perspective.
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Balancing directional, volatility, and time risk in an options portfolio.
Market Mechanics
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How real liquidity providers (market makers) price volatility.
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Understanding bid/ask spreads, implied vols, and execution risk.
Case Studies
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Walkthroughs of real-world volatility trades.
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Learn how hedge funds approach earnings plays, skew trades, and volatility crush setups.
Who Should Take This Course?
The Quant Course is ideal for:
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✔️ Intermediate traders who know basic strategies but want to understand the “why” behind them.
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✔️ Advanced retail traders interested in quantitative finance but lacking structured guidance.
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✔️ Aspiring professionals considering careers in trading, quant finance, or hedge funds.
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✔️ Investors managing portfolios who want to hedge intelligently with options.
If you’re serious about trading options as a business rather than a hobby, this course is for you.
About the Instructors
Euan Sinclair is a professional options trader with a PhD in physics and over 25 years of trading experience. He has written multiple books, including Volatility Trading, Option Trading, and Positional Option Trading. His expertise lies in combining academic rigor with real-world application.
James Hodges brings practical market experience and instructional clarity, helping translate dense quantitative concepts into lessons retail traders can apply.
Together, they’ve created a course that retains hedge-fund-level rigor while staying accessible and actionable for retail participants.
Why This Course Matters for Retail Traders
In options markets, retail traders face professionals with deep quantitative resources. Competing with them on surface-level strategies is a losing battle. The only way to level the playing field is to understand the same math and theory professionals use.
That’s exactly what The Quant Course delivers—making it a rare opportunity for retail investors to learn institutional tools without needing a Wall Street job.
Final Thoughts
The Quant Course by Euan Sinclair & James Hodges is more than an options course—it’s a mindset shift. By emphasizing theory, modeling, and volatility, it teaches you to see the markets the way professional traders do.
Instead of guessing, you’ll have the tools to:
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Evaluate if options are overpriced or underpriced.
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Construct trades based on volatility edges, not hype.
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Understand risk, greeks, and skew deeply.
👉 If you’re ready to elevate your trading beyond surface strategies, this is the course that brings hedge fund quant training to retail investors.
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