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Introduction to Algorithmic Trading

The document outlines an algorithmic trading course structured into basic, intermediate, and advanced levels. The basic level introduces financial markets and algorithmic trading concepts. The intermediate level covers developing trading strategies, backtesting, and machine learning. The advanced level discusses high-frequency trading, AI/ML applications, optimization techniques, and infrastructure for high-speed trading.

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emir.borova2
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298 views3 pages

Introduction to Algorithmic Trading

The document outlines an algorithmic trading course structured into basic, intermediate, and advanced levels. The basic level introduces financial markets and algorithmic trading concepts. The intermediate level covers developing trading strategies, backtesting, and machine learning. The advanced level discusses high-frequency trading, AI/ML applications, optimization techniques, and infrastructure for high-speed trading.

Uploaded by

emir.borova2
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Algorithmic Trading

Basic Level: Introduction to Algorithmic Trading

1. Introduction to Financial Markets

• Overview of financial instruments: Stocks, bonds, futures, etc.


• Market participants and their roles.

2. Basics of Algorithmic Trading

• Definition and evolution.


• Benefits and challenges.

3. Technology and Platforms

• Overview of trading platforms and APIs.


• Importance of latency and speed.

4. Basic Trading Strategies

• Trend following.
• Mean reversion.

5. Risk Management Basics

• Setting stop-loss and take-profit.


• Importance of risk-reward ratios.

6. Ethics and Regulations

• Basic regulatory considerations in algo-trading.


• Ethical considerations in trading.
Intermediate Level: Developing and Implementing Algorithms

1. In-depth Trading Strategies

• Momentum strategies.
• Pairs trading.
• Statistical arbitrage.

2. Data for Algorithmic Trading

• Importance of data quality.


• Data sources and cleaning.

3. Backtesting

• Importance and methodology.


• Pitfalls and challenges.

4. Overfitting in Algo Trading

• What is overfitting?
• How to avoid it.

5. Coding Basic Trading Algorithms

• Using platforms like QuantConnect or Zipline.


• Developing a sample strategy.

6. Introduction to Machine Learning in Trading

• Regression and classification for predictions.


• Basics of time-series forecasting.
Advanced Level: Advanced Techniques and Optimization

1. Advanced Trading Strategies

• High-frequency trading.
• Market making.
• Neural networks and deep learning in trading.

2. Machine Learning and AI in Trading

• Neural networks and their applications.


• Reinforcement learning for trading.

3. Optimization Techniques

• Parameter optimization.
• Execution optimization.

4. Infrastructure for High-speed Trading

• Importance of low latency.


• Hardware and network considerations.

5. Advanced Risk Management

• Portfolio optimization.
• Dynamic risk management techniques.

6. Real-world Case Studies

• Analysis of successful and failed trading strategies.


• Lessons learned from real-world incidents.

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