7-Course Bundle In

ALGORITHMIC TRADING STRATEGIES IN PYTHON

Learn to use 15+ trading strategies including Statistical Arbitrage, Machine Learning,
Quantitative techniques, Forex valuation methods, Options pricing models and more.

This bundle of courses is perfect for traders and quants who want to learn and use Python in
trading.

A blend of various videos, PDFs, IPython notebooks and Interactive coding exercises makes
you understand the concepts in a practical way.

Programme Content

Course 1: Python For Trading

Course 2: Quantitative Trading Strategies and Models

Course 3: Statistical Arbitrage Trading

Course 4: Trading with Machine Learning: Regression

Course 5: Trading with Machine Learning: Classification and SVM

Course 6: Options Trading Strategies In Python: Intermediate

Course 7: Value Strategy in Forex

1
 Python For Trading
(Level: Intermediate, Duration: 6 hours)

Course Objectives
This course will enable you to:
● Identify your trading problems and start coding strategies in Python
● Deal with time-series data and manipulate them using Python
● Code trading strategies using technical indicators such as moving averages, relative
strength index etc.
● Use Python to generate trading signals in commodities
● Build your own trading strategies and backtest their performance on historical data
● Predict the upcoming trends in commodity prices
● Code momentum trading strategy using TA-Lib library
● Analyze the trading strategies using various performance metrics

Course Details
Section 1: Introduction to Python!
Variables, Loops, Conditional statements, Functions, Objects, Containers, Namespaces,
Classes

Section 2: Python Data Structure

Lists, Dictionaries, Tuples, Sets

Section 3: Data Analysis and Trading

Pandas: Series and DataFrame, NumPy
Code in Python: Moving Average Crossover trading strategy, Relative Strength Index (RSI)
trading Strategy

Section 4: Dealing with financial Data

Duplicate data, Missing values, Incomplete data, Mixed-up data

Section 5: Backtesting
Important things to consider during backtesting: Slippages, transaction costs
Code in Python: Momentum trading strategy

Section 6: Performance Metrics

Analyze the performance of the strategy using different performance metrics

2
 Quantitative Trading Strategies And Models
(Level: Intermediate, Duration: 4 hours)

Course Objectives
This course will enable you to:
● Solve real-world trading problems with the help of quantitative models and technical
indicators
● Create quantitative trading strategies using technical indicators which can adapt to
live market conditions
● Predict the upcoming market trends and volatility and backtest them on historical
data
● Understand quantitative modelling to build your own quant models
● Build a delta-neutral portfolio and trade using Greeks
● Understand how a delta-neutral portfolio turns profitable when the market goes
either up or down
● Code your trading strategies in Python

Course Details
Section 1: Introduction to Quant Trading
Learn about quant trading, steps involved in quant analysis and trading.

Section 2: Technical Trading Strategies

Learn about support and resistance, volume reversal strategy, trend and momentum trading
with moving averages, parabolic SAR, stochastic oscillator. Learn about trading with
volatility using the Bollinger bands.

Section 3: Econometric Models

Learn about linear regression, heteroskedasticity & autocorrelation and various models such
as ARIMA and GARCH.

Section 4: Quantitative Trading Strategies: Options

Learn the options Greeks and a full fledge options quant trading strategy: gamma scalping.

3
 Statistical Arbitrage Trading
(Level: Intermediate, Duration: 3 hours)

Course Objectives
This course will enable you to:
● Identify key statistical concepts and different types of statistical arbitrage strategies
● Understand how to build a pairs trading strategy in Microsoft Excel and Python
● Code and backtest a statistical arbitrage strategy in the commodities markets
● Understand the various risks involved in a statistical arbitrage and ways to minimize
losses and maximize profits

Course Details
Section 1: Definition and Background
An overview of statistical arbitrage and different types of statistical arbitrage strategies.
Understand different types of arbitrage strategies in commodities.

Section 2: Statistical Concepts Overview

Understand the concept behind mean reversion and different statistical concepts such as z-
score, correlation, stationarity, cointegration, and linear regression. Understand the
Augmented Dickey Fuller (ADF) test which checks whether the time series is stationary or
not.

Section 3: Pairs Trading Strategy in Excel

Check for cointegration in excel and generate the trading signals using the Bollinger bands.

Section 4: Pairs Trading Strategy in Python

Fetch the data from quandl, check for cointegration in Python and the code the strategy
learned in the previous section in Python.

Section 5: Managing risks in Stat Arb & Downloadable Resources

Learn about various risks in a stat arb strategy such as systematic risk, unsystematic risk &
execution risk and learn how to overcome the risks.

4
 Trading With Machine Learning: Regression
(Level: Intermediate, Duration: 5 hours)

Course Objectives
This course will enable you to:
● Implement concepts of machine learning regression in your trading
● Mathematical concepts behind regression function, such as gradient descent and
cost function optimization
● How to build your own machine learning regression model
● How to optimize your model by troubleshooting Bias and Variance
● Forecast Gold ETF prices by pre-processing the data, adding Hyperparameters and
cross validating the model

Course Details
Section 1: Intro to Data Generation
Learn about SCIKIT library and how to import it along with other libraries and data. Learn to
create important indicators for the algorithm.

Section 2: Data Pre-Processing

Learn about Hyper-parameters and Cross-validation for data pre-processing. Learn to create
datasets, standardization and how to handle missing data. Learn to train and test your data.

Section 3: Regression
Learn Regression in detail. Learn about errors and residuals in a regression model and how
to predict them. Understand the Cost Function and Gradient Descent algorithm to minimize
the cost function. Finally, learn about Multivariate Linear Regression and code w.r.t to linear
regression.

Section 4: Bias and Variance

Learn the concept of Prediction error and how to identify these errors in any Machine
Learning algorithm. Learn about underfitting and overfitting the data and ways to get a good
fit. Understand the concept of Regularization using lambda parameter.

Section 5: Applying the Prediction

Learn how to modify the predictions made by the regression to account for market
conditions. Learn how to get actual market high and low predictions from raw predictions.

5
Trading With Machine Learning: Classification And SVM
(Level: Intermediate, Duration: 4 hours)

Course Objectives
This course will enable you to:
● Solve real-world trading problems with the help of machine learning concepts
● Create trading algorithms which can adapt to live market conditions
● Apply data preprocessing techniques to ensure quality data is fed as input to your
machine learning classifier
● Build supervised classifiers such as logistic regression classifier and support vector
classifier in Python and incorporate them in trading strategies
● Understand the different hyperparameters used for optimizing algorithms
● Backtest trading strategies and evaluate their profitabilities

Course Details
Section 1: Introduction
Learn the concept of classification and how to map input into a discrete category. Learn four
types of classifier algorithms, which are K-Nearest Neighbor, Random Forest, Artificial
Neural Network, and Naïve Bayes Classification. Learn various indicators such as RSI, SMA,
Correlation co-efficient, Parabolic SAR and Average directional index.

Section 2: Binary Classification

Learn the concept of Binary Classification to predict the market direction. Learn the
mathematical functions like Sigmoid and hyperbolic tangent to construct a binary classifier.
Learn how to implement binary classification in financial market to predict market
movement.

Section 3: Multiclass Classification

Understand the concept of Multiclass classification. Learn to classify datasets into more
than one class using ‘One vs All’ algorithm. Learn how to categorize the data based on
numeric encoding of categories followed by an explanation on ‘one hot encoding’. Learn the
probability function and performance measures in ML and working of ‘Softmax’ function.

Section 4: Support Vector Machine

Learn the concept of Hyperplane, Support Vector, and Margin. Learn to how to choose the
best hyperplane by maximizing the margin and the mathematics behind it. Learn about
classification of non-linear data using kernel and understand different parameters such as C
& Gamma and their effects on SVM algorithm.

Section 5: Prediction and Strategy

Learn to build your own trading strategy based on the concepts learned earlier. Learn to
properly import libraries, data and create necessary indicators. Learn to compare the
strategy’s performance with market data. Learn to implement/modify the given strategy.

6
 Options Trading Strategies In Python: Intermediate
(Level: Intermediate, Duration: 5 hours)

Course Objectives
This course will enable you to:
● Calculate the price of options using various historical and advanced models
● Use factors affecting the options prices in your trading strategies
● Different options trading strategies and how to use them to trade in live markets
● Predict movement of indices using implied volatility of the options
● Various implied volatility based trading strategies
● Code various options trading strategies in Python

Course Details
Section 1: Options Pricing Models
Understand popular options pricing model, the Black Scholes Model. Learn to implement the
python package useful for options trading and use it to compute the theoretical price of an
option.

Section 2: Evolved Options Pricing Models

Learn other options pricing models such as Derman Kani Model and Heston Model. These
models provide different approaches to options pricing.

Section 3: Options Greeks

Learn different options Greeks which affect the options pricing. Greeks covered are Delta,
Gamma, Theta, and Vega. Also understand various advanced options Greeks such as Rho,
Volga, Vanna, Charm, and Veta.

Section 4: Options Trading Strategies

Learn various options trading strategies based on the Greeks. Covers two arbitrage
strategies based on put-call parity. Also learn a time value strategy called calendar spread
and two more strategies which can be implemented during the earnings announcement of a
company.

Section 5: Volatility Trading Strategies

Learn three strategies based on the volatility viz. Forward Volatility, Volatility Smile, and
Volatility Skew. Also, learn to back-test these option volatility strategies in IPython notebook.

7
 Value Strategy In Forex
(Level: Intermediate, Duration: 2 hours)

Course Objectives
This course will enable you to:
● Understand different macroeconomic factors affect the forex market such as
Inflation, balance of trade, etc.
● Understand forex valuation methods such as Purchasing Power Parity (PPP),
Nominal Effective Exchange Rate (NEER), and Real Effective Exchange Rate (REER)

● How to create and backtest a forex value strategy based on REER in Python

Course Details

Section 1: Introduction
Learn various macroeconomic factors such as Inflation, GDP, interest rate and balance of
trade that affect the forex market

Section 2: Valuation methods

Learn the valuation of currency using different techniques such as purchasing power parity,
real and nominal exchange rate.

Section 3: Value strategy using REER

Learn a forex trading strategy using the real effective exchange rate and additional
considerations to enhance the strategy

Section 4: Code the strategy

Learn to step by step code the strategy discussed in section 3 and analyze the strategy
performance using the sharpe ratio and CAGR.

…..
Enroll Here