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Algo Quant Trading Strategies Beginners Brochure PDF
Algo Quant Trading Strategies Beginners Brochure PDF
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
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 5: Backtesting
Important things to consider during backtesting: Slippages, transaction costs
Code in Python: Momentum trading strategy
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.
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.
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 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.
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.
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.
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
…..
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