INDIAN INSTITUTE OF QUANTITATIVE FINANCE

Center of Excellence in Quantitative Finance and Financial Engineering

Are you competing with Algos

in the market? Are your
CERTIFICATE PROGRAM IN trading profits falling sharply?
ALGORITHMIC TRADING (CP-AT) Algo-Traders are making the
Manual Traders Obsolete.

 Code Your Own Strategies into Algos in Python.
 Training on industry leading algorithmic trading platforms
 Live Market Trading Experience
 Training in Simulation Lab
 Comprehensive live lecture based online course
The Financial Markets the world over have seen a major paradigm shift in how trading is done.
Trading done by computer programs known as Algorithmic Trading or Program Trading has
existed for decades now, but over the recent years with the emergence of technologies, electronic
markets, availability of high frequency data, faster networks, faster machines, better data analytics
and more evolved theories, the domain of High Frequency Trading has emerged as a major
mechanism as well as an end in itself. These algorithms depend on advanced techniques for
detection of profitable trade opportunities, generating trade signals, generating the trades and trade
order execution. At each stage there is extensive use of technologies.
Algorithm Trading, both High-Frequency as well as Low Frequency, using Quantitative Methods
is now a very lucrative career. A breed of traders known as the Algo-Traders or Quant-Traders
has emerged who have certain skill-sets that are much sought after in the industry.

The program is taught by highly qualified and experienced market practitioners is a job-oriented
course that aims to produce industry-ready Algo-Traders, who can join trading desks of various
financial institutions or setup their own independent algorithmic prop trading desks.

Web: www.iiqf.org Phone: +91-22-28797660 / 9769860151 email: info@iiqf.org

Brief Curriculum Who Should Attend Course Eligibility
 Introduction to Algorithmic Trading  Fresh Graduates Graduate degree in science / economics / commerce /
 Introduction to Quantitative Trading  Management Students engineering / management
 Trend following Strategies  Finance Professionals
 Momentum based Strategies  Dealers Prior knowledge of computer programming will be
 Options Pricing  Arbitrageurs useful
 Options Greeks  Prop Traders
 Options Trading Strategies  Retail Traders
 Market Neutral Strategies
 Bullish Strategies
Learning Outcomes
 Bearish Strategies Course Details
 Arbitrage Strategies  Build, Back-test, Optimize and Implement
Duration: 3 Months
 Cash Future Arbitrage Algorithmic Trading Strategies
Schedule: Weekends
 Conversion Reversal / Put-Call Parity Course Fees:
 Strategy Development and Back-testing  Learn to code your own strategies into
Online programs –
 Architecture of a back-testing System algorithms
INR 48,000/- (All Inclusive)
 Implementing a back-tester
 Parameter Optimization  Get free access to IIQF in-house comprehensive
Algo-trading software
 Money Management and Risk Management Optional Primer (Free):
 Algorithm Trading Infrastructure Setup Programming in Python
 Algorithmic System Design and
Implementation Course Highlights
For Participants not having
 Order Management
 Error Handling knowledge of computer programming
 Risk Management  Highly qualified industry practitioner faculty
 Advanced Curriculum
 Thorough hands-on training in programming
algorithmic trading strategies in Python
 Training on industry leading algorithmic
trading platforms OMNESYS
Faculty

Abhijit Biswas, is the founding Director and Head of Product Development at Risk Infotech Solutions, India’s pioneering company in Portfolio Risk Management
Software Products. He has over 18 years of experience in the field of Quantitative Finance, Algorithmic Trading, Machine Learning and Risk Management. He is
Head of Financial Technologies at HPC Links, which is involved in the development of Quantitative Finance solutions and services using High Performance Parallel
Computing technologies in Algorithmic Trading, Risk Analytics, etc. He is senior quantitative portfolio manager with Neural Capital. He is also consultant to
financial institutions for Volatility Trading systems. He is also the founding Director of IIQF. He has been a consultant to major global financial institutions in risk
management domain.

Dr. Hari - Ph.D in Applied and Computational Mathematics from IISc Bangalore. He is a Quantitative Researcher and Data Scientist who has Worked as trader,
researchers, data scientist, developer on different projects.

Dr. Narayana Darapaneni. Ph.D. in Mathematics from University of Paris VI and Indian Institute of Science (Bangalore, India) and a M.S. in Mathematics from
Pondicherry University (India). His expertise is in parallel multilevel Monte Carlo methods, machine learning, time series analysis, optimization, trading strategies,
risk management, R, Python and Big Data technologies. He has worked as trader as well as project manager and developer. He is currently working as Research
Consultant with a leading HFT firm where he is involved in developing machine learning and statistical techniques for algorithmic trading and HFT strategies design
and development.
Previously he worked with Edelweiss Securities as Deputy Vice President and was responsible for Running High frequency trading (HFT) book using machine
learning and statistical techniques. He worked at Deep Value Technology as Senior Quantitative Analyst responsible for Indicators design and development, HFT
strategies design and development, portfolio optimization and risk management.

Dr. Vivek Kumar Mishra. Ph.D. in Computer Science and Masters of Engineering from IISC Bangalore, B. Tech from IIT Roorkee. He currently works for Deep
Value an US based firm that develops research-driven trading algorithms based solely on best execution. He is an expert in applying Machine Learning using Python
and R in Algorithmic Trading.

About IIQF
Indian Institute of Quantitative Finance (IIQF) is established as a center of learning in the field of Quantitative Finance and Financial Engineering. Founded by
leading finance professionals and entrepreneurs with extensive global experience and expertise in specialized Quantitative Finance and Risk Management domains
and educational background from the best of global institutions. It is the first institute of its kind in India that exclusively focuses on this extremely specialized field.
IIQF conducts specialized courses and corporate training programs on advanced quantitative finance, risk management, financial modelling, simulations and
econometrics for corporates and individuals. There are specialized courses tailored to the specific needs of investment banking and other finance verticals.

IIQF in partnership with HPC Links, a company specializing in High Performance and Parallel Computing technologies, develops Algorithmic Trading, Derivatives
Valuations, Risk Analytics Solutions and Products using High Performance Computing technologies and infrastructure. It provides volatility trading strategy advisory
service to derivatives trading desks of financial institutions.

It has conducted corporate training programs for banks like Bank of New York Mellon, CitiBank, Societe Generale, ING Vysya etc. In partnership with Thomson
Reuters it conducts the most comprehensive course in Financial Engineering in India.