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4
WHAT IS
ALGORITHMIC Summary

TRADING Algorithmic trading (also called automated

trading, black-box trading, or algo-trading)
uses a computer program that follows a
defined set of instructions (an algorithm) to
place a trade. The trade, can generate profits
at a speed and frequency that is impossible
for a human trader.

5
ALGORITHMIC TRADING
LIFECYCLE

How does the lifecycle work

Algorithmic trading begins with a trade idea,

which is then designed and developed into a
strategy algorithmic code. This code is then
back-tested and optimized across several
years and markets. Eventually, it is set up for
automated execution using another piece of
execution algorithmic code.

6
 CAREER PATHS
WHO SHOULD ATTEND

SELF TRADER

Become self-employed and trade markets full-time through your

own algorithms

START YOUR OWN PROPRIETARY TRADING DESK

Hire a small team and start your own Proprietary Trading desk

START OWN HEDGE FUND

Build sophisticated quantitative algorithms, prepare business plan,

raise seed funding and start your own fund

JOIN PROPREITARY TRADING DESK OF

BANK/BROKER

Join a Proprietary Algorithmic Trading desk with a Brokerage firm,

Investment Bank or Treasury

7
8
1 ASSET CLASSES
YOU WILL LEARN TO TRADE

2 TRAIN IN LIVE MARKETS

OPTIMIZE YOUR LEARNING

3 LEARN EVERY COMPONENT

MASTER ALGORITHMIC TRADING

4 PROFESSIONAL TRADING
TRADE LIKE PROFESSIONAL FUNDS

5 CREATE DIVERSIFIED
ALGORITHMIC BASKETS

6 TRADING ANALYTICS
UNDERSTANDING NATURE OF YOUR ALGORITHMS

7 SETTING UP BUSINESS
LEARN BUSINESS ASPECTS OF ALGORITHMS

9
 ASSET CLASSES
YOU WILL LEARN TO TRADE

1
TRADE MULTIPLE
ASSET CLASSES

Learn to trade multiple

EQUITY FOREX FIXED INCOME COMMODITIES asset classes and build
algorithms suitable to
respective market regimes
and market structures

Learn to trade
multiple asset
classes and
increase your
horizon of
trading
opportunities

10
TRAIN IN LIVE MARKETS
OPTIMIZE YOUR LEARNING

LIVE MARKETS TRAINING /

SIMULATED ENVIRONMENTS
You will learn to conceptualize trading strategies through our
training in Live markets and simulated environments.

2 FULL AUTOMATION

Automate your trading and research ideas. Learn new strategies

and build them through various platforms. Set-up end-to-end
automated infrastructure workflow. Trade like a professional fund!

11
LEARN EVERY COMPONENT
MASTER ALGORITHMIC TRADING

3 Master the
different
components of
Algorithmic
development

12
PROFESSIONAL TRADING
TRADE LIKE PROFESSIONAL FUNDS

1 Active selection

Take advantage of
2 bear markets

Risk optimized
3 leverage
Build
Lowering
4 strategies/
4
systematic risk
styles like a
5 Diversification
professional
across sectors
Hedge fund
6 Market Timing

13
 CREATE DIVERSIFIED
ALGORITHMIC BASKETS

Build Diversified
Algorithmic Trading basket

5 Understand alpha drivers for

various strategies and styles and
build a solid portfolio of algorithms
for developing a strong interplay
TRADING ANALYTICS
UNDERSTANDING NATURE OF YOUR ALGORITHMS

Perform Trading
Analytics
6 Build own proprietary
algorithms with superior
reward-risk parameters and
that generate significant
alpha

15
SETTING UP BUSINESS
LEARN BUSINESS ASPECTS OF ALGORITHMS

Business Dynamics

7
Understand the dynamics of
setting up your own
Algorithmic Trading
business or launching your
own fund

16
SETTING UP BUSINESS
LEARN BUSINESS ASPECTS OF ALGORITHMS

Business Dynamics

7
Learn
Industry Landscaping

Learn to build effective

investor decks to showcase
your performance

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18
 About the Program
This professional Algorithmic Trading
program helps you understand the
nuances of Algorithmic trading, learn
quantitative trading algorithms and
enables to build own proprietary
algorithms with superior reward-risk
parameters and that generate
significant alpha in different asset
classes.

Key coverage
● Learn entire practical Algorithmic Trading lifecycle
● Build Quantitative Hedge fund styled Trading algorithms
● Trade Multiple Asset Classes to achieve Inter-Asset optimal Rotation
● Build Quantitative Investment strategies
● Build Technical Analysis algorithms and automate
● Learn Trading Risk Management and quantification through VaR models
● Full Automation

Algorithmic Trading Price Action Hedge Fund Styles Trading like Technical Professional Options
Framework Strategies & Strategies Professional Analysis Futures Trading
Algo traders Trading Strategies

Program Coverage
This Post-Graduate Program
will help you learn various
concepts related to
Algorithmic Trading and
Hedge Funds such as strategy
conceptualization,
development, back-testing
and optimization, deployment
and setting up an Algorithmic
Trading business
Blended Learning
The Program would offer
an optimal blended mix of
On campus bootcamp
sessions, online sessions,
self-paced sessions to
maximize learning
Industry Partners
12-month Weekend
Program Our industry
partners would
The Program would be provide you the
offered on the appropriate domain Careers and
weekends to enable and industry Placement help
optimal learning to expertise to tackle
those participants who Algorithmic Trading Our program would
are working in the challenges in the fast track your career
Industry real world progression in
Algorithmic Trading
through our dedicated
Placement Assistance
and Industry
PROGRAM Networking
HIGHLIGHTS
PEDAGOGY
Capstone Project &
Live Lab
The Capstone Project
gives you the opportunity
Industry-oriented to build real Algorithms to
curriculum trade global markets
Industry focused
curriculum offered in a
flexible online blended
interactive format that
works for busy
professionals
20
 450+
TEACHING &
PRACTICE HOURS

5+
ALGORITHMIC TRADING
300+ PLATFORMS/TOOLS
YOU WILL LEARN
LEARNING HOURS

25+
50+ LEARN FROM INDUSTRY
PERSONAL MENTORING LEADERS, DOMAIN
HOURS FOR INDUSTRY PROFESSIONALS &
READINESS ACADEMIC EXPERTS

24x7
ACCESS TO LEARNING
MANAGEMENT SYSTEM
WITH FULLY RECORDED
VIDEOS

PROGRAM
BUILDING BLOCKS
21
AFFILIATED
CERTIFICATION

22
PLATFORMS
YOU WILL LEARN

23
24
OXFORD CONCEPTUALIZATION APPLIED ALGORITHMIC
ALGORITHMIC OF ALGORITHMIC TRADING,
TRADING STRATEGIES AND DEVELOPMENT &
PROGRAMME HEDGE FUND STYLES DEPLOYMENT

Certification Certification Certification

1 2 3

PROGRAM
ROADMAP 25
OXFORD
ALGORITHMIC
TRADING
PROGRAMME

Certification

26
OXFORD
ALGORITHMIC
TRADING
PROGRAMME

Certification

27
OXFORD
ALGORITHMIC
TRADING
PROGRAMME

Certification

28
OXFORD
ALGORITHMIC
TRADING
PROGRAMME

Certification

29
OXFORD
ALGORITHMIC
TRADING
PROGRAMME

Certification

30
 Offered by
I. ASSET CLASS, BUSINESS CYCLE AND
MACROECONOMICS
Understand important asset classes, relationship to
business cycles and impact of Macroeconomics on
global markets

II. PRIMER ON HEDGE FUNDS

Understand different hedge fund structures
around the world, both onshore and offshore

Industry Partners
III. LEARN HEDGE FUND STYLES AND STRATEGIES
Learn different hedge fund styles and important
quantitative strategies such as Relative Value,
Equity Long/Short, Managed Futures, Arbitrage,
Global Macro, Event driven

IV. QUANTITATIVE PORTFOLIO STRATEGIES,

CONSTRUCTION AND OPTIMIZATION
Learn Portfolio Construction and Optimization.
Learn important kinds of quantitative portfolio
strategies

CONCEPTUALIZATION
OF ALGORITHMIC
STRATEGIES AND
HEDGE FUND STYLES

Certification

2 31
 Part I
ASSET CLASS, BUSINESS CYCLE
AND MACROECONOMICS

Understand important asset classes, relationship to

business cycles and impact of Macroeconomics on
global markets Asset Classes Global
Markets

 Mechanics of financial systems and markets

 Investment Banking overview
 Front Office and FO Support roles
 Financial Markets overview
 Fund/Asset Management overview
 Overview of Asset Classes
Inter-market Market
 Inter-market Analysis
Analysis Regimes
 Macroeconomics – understanding important economic data
 How to track markets
 Money Supply and Central banks and how it impacts markets
 Macroeconomics - Monetary policies that define markets
 Quantitative Easing
 QE-COVID

Asset Classes and Macro–economics

Business Cycles and impact on
markets

CONCEPTUALIZATION
OF ALGORITHMIC
STRATEGIES AND
HEDGE FUND STYLES

Certification

2 32
 Part II
PRIMER ON
HEDGE FUNDS

Understand different hedge fund structures around

the world, both onshore and offshore
Asset Classes Hedge Fund
 Introduction to the world of Hedge Funds stylized facts
 Structuring of Hedge Funds
 Leverage and Hedge Funds
 Short-Selling by Hedge Funds
 Asset Classes deployed by Hedge Funds
 Offshore vs Onshore Funds
 Hedge Funds vs other collective Investment Schemes Hedge Fund Onshore and
 Popular Hedge Fund structures and jurisdictions globally Structuring Offshore funds
 Asset-Based Style Factors for Hedge Funds
 The Statistical Properties of Hedge Fund Index Returns and Their
Implications for Investors
 Generalized style analysis of Hedge Funds
 The Brave New World of Hedge Fund Indices
 Quantitative Return Measures

Leverage in Hedge Fund indices

Hedge funds and benchmarks

CONCEPTUALIZATION
OF ALGORITHMIC
STRATEGIES AND
HEDGE FUND STYLES

Certification

2 33
 Part III
LEARN HEDGE FUND STYLES
AND STRATEGIES

Learn different hedge fund styles and important

quantitative strategies

Market Neutral Managed

 Relative Value : undervalued/overvalued ideas in same sector,
Futures
opportunistic
 Equity Long/Short : bottom-ups Buffet-style, value, growth, earnings
quality, management quality, industry rotations, sector specialists
 Managed Futures : trends, countertrends, overextended trends
 Equity Market Neutral : Fama-French factors, B/M, size, P/E,
momentum
 Statistical Arbitrage : convergence trades, pairs trading, high frequency
trading, index arbitrage, ETF arbitrage, co-integration Global Macro Event Driven
 Global Macro : real economy, carry trade (uncovered interest parity),
devaluation, thematic, yield curve, country selection, tactical asset
allocation
 Emerging Markets : emerging stock selection, country selection,
currencies
 Event Driven : mergers, distressed, carve outs, spinoffs, splits
 Multi-Strategy: several different styles in one fund
Statistical
Multi Strategy
Arbitrage

CONCEPTUALIZATION
OF ALGORITHMIC
STRATEGIES AND
HEDGE FUND STYLES

Certification

2 34
 Part IV
PRIMER ON
HEDGE FUNDS

Learn Portfolio Construction and Optimization.

Learn important kinds of quantitative portfolio
strategies Portfolio Portfolio
Construction Modelling
 Portfolio Construction
 Efficient Frontier
 Multi-Factor Models
 Portfolio Performance & Attribution
 Risk Profiling & Asset Allocation
 Strategic & Tactical Asset Allocation
 Portfolio Measurement Analytics Portfolio Quantitative
 Portfolio Rebalancing Strategies Rebalancing Portfolio
 Quantitative Portfolio Strategies Strategies
 Benchmarking & Tracker Funds
 Smart Factor portfolios
 Fundamental Factor Models
 How to form Active Portfolios

Performance Smart Factor

Measurement Portfolios

CONCEPTUALIZATION
OF ALGORITHMIC
STRATEGIES AND
HEDGE FUND STYLES

Certification

2 35
 APPLIED
ALGORITHMIC
TRADING,
DEVELOPMENT
& DEPLOYMENT

Included:
Certification
Live Markets Training

3
V. ALGORITHMIC TRADING FRAMEWORK
Learn how to structure an Algorithmic Trading Offered by
platform and understand the life-cycle of Algorithm
deployment

VI. CONCEPTUALIZE AND BUILD YOUR ALGORITHMS

Learn how to build strategies or hedge fund styles,
back-test and optimize them through . Learn how to
simulate and run walk-forwards on your strategies.
You will use different platforms for developing your
strategies such as Amibroker, R and Python

VII. RISK MANAGEMENT FOR TRADING PORTFOLIOS Industry Partners

Learn how to manage Trading risk at strategy and
portfolio level. Learn how to model Portfolio Risk
through VaR modeling

VIII. HOW TO LAUNCH OWN ALGO-TRADED

HEDGE FUND
Understand the nuances from Hedge fund
specialists on how to start your own hedge fund,
right from conceptualization to fund raising 36
 APPLIED
ALGORITHMIC
TRADING,
DEVELOPMENT
& DEPLOYMENT

Included:
Certification
Live Markets Training

Part V
3
ALGORITHMIC TRADING
FRAMEWORK

Learn how to structure an Algorithmic Trading Algorithmic Technical

platform and understand the life-cycle of Trading Lifecycle Architecture
Algorithm deployment

 Concept of Algorithmic Trading

 Evolution of Algorithmic Trading
 Types of Algorithmic Trading Strategies
 Lifecycle of Algorithmic Trading Algo Platforms Reducing
 Algorithmic Trading Architecture Latency
 Components involved in the Architecture
 Technical Architecture
 Co-location and Latency
 Reducing Latency through efficient Algorithmic architectures
 Cloud-based Architecture
 Platforms for developing Algorithms
 Pros and cons of different platforms
Components of
Cloud based Algorithmic
Architecture Architecture
 APPLIED
ALGORITHMIC
TRADING,
DEVELOPMENT
& DEPLOYMENT

Included:
Certification
Live Markets Training

3
Part VI
CONCEPTUALIZE AND
BUILD YOUR ALGORITHMS

Learn how to build strategies or hedge fund

styles, back-test and optimize them through . Strategy Back-testing
You will use different platforms for developing Development
your strategies such as Amibroker, R and Python

 Algorithmic Coding Framework

 Learning the Basics of Algorithmic Coding
 Pseudo-code Development Optimization Position
 Strategy Development Module Sizing
 Order Management Module
 Risk Management Module
 Position Sizing Module
 Back-testing Trading Strategy
 Enhancing Strategy Performance
 Strategy Optimization
 Creating Portfolio Strategy Basket
 Simulations and Walk forwards Order Risk
Management Management
 APPLIED
ALGORITHMIC
TRADING,
DEVELOPMENT
& DEPLOYMENT

Included:
Certification
Live Markets Training

3
Part VII
RISK MANAGEMENT FOR
TRADING PORTFOLIOS

Learn how to manage Trading risk at strategy and

portfolio level. Learn how to model Portfolio Risk
through VaR modeling
Portfolio VaR Risk
Regulations

 Quantitative Risk measures

 Value-at-Risk (VaR)
 VaR for Trading books
 VaR models and calculations
 Portfolio VaR
 Expected Shortfall
Lowering
 Lowering Portfolio Risk
Portfolio Risk
 APPLIED
ALGORITHMIC
TRADING,
DEVELOPMENT
& DEPLOYMENT

Included:
Certification
Live Markets Training

3
Part VIII
HOW TO LAUNCH OWN
ALGO-TRADED HEDGE FUND

Understand the nuances from Hedge fund

specialists on how to start your own hedge fund, Regulatory Preparing
right from conceptualization to fund raising Application Business Plan

 The Groundwork
 Understanding Regulations
 Understanding Legal Structure
 Understanding Taxation
 Market Segmentation
Breakeven Competitor
 Hedge Fund industry Landscaping
Analysis Landscaping
 Differentiating from Competitors
 Regulatory Application Process
 Finding a Sponsor
 Creating a Pitch book
 Fund Raising
 Working with Distributors
 Business Planning
 Understanding CAPEX for Infrastructure setup Finding a Preparing
 Understanding Fee structures Sponsor Pitch book
 Understanding Breakeven
41
CAPSTONE
PROJECT

WHAT IS IT

The Capstone Project gives you the opportunity to

apply what you've learned to create algorithms to
trade markets live.

WHAT WILL YOU APPLY

At the end of this Capstone, you'll be able to apply

Algorithmic Trading concepts and lifecycle to
create real time algorithms to trade different
markets and regimes. You will conceptualize,
design, develop, back-test, optimize and then
deploy the algorithms through an automated
trading environment.

INDUSTRY CONNECT AND OBJECTIVES

Designed with experts in Algorithmic Trading and

Hedge Funds to give you invaluable experience in
building algorithms, the Capstone Project provides the
chance for you to devise a plan of action for trading a
plethora of markets such as Equities, Forex,
Commodities and Fixed Income.

42
CAPSTONE
PROJECT
INDIVIDUAL HAND-HOLDING
There will be individual hand-holding
by mentor or senior analysts, highly
experienced with such projects.
HELP WITH
ANALYSIS/ANALYTICS
We will help you to conceptualize and
build algorithms through appropriate
analysis/analytics around the same.
Q
WHAT HELP CAN
YOU EXPECT
FROM US?
DOMAIN EXPERTISE
We will provide you the domain expertise
in your project area and help you with
collaterals that can aid your project work.
DATA COLLATION
We will help you with access to
databases such as Bloomberg for your
data requirements. Additionally, you will
be expected to do your own analysis in
terms of appropriate data sources for
your project. All financial time series can
be provided by us, even intraday data.
43
CAPSTONE PROJECT PHASES

PROJECT PHASES Important phases of the project are

1. Problem definition
2. Scoping
3. Conceptualization
4. Analysis Framework

1
5. Data Collation
6. Data Analytics and Results
PROBLEM DEFINITION 7. Report
8. Presentation
Concise problem statement with project objectives
and targets and next steps.

SCOPING
2
Understand the scope of the project with realistic
target and goal setting. Additional scope could be
planned for those interested in continuing with the
project once the first project ends.

CONCEPTUALIZATION 3
Conceptualize hypothesis and possible outcomes
from the analysis. Read literature for ideas. Prepare
for analysis framework.

ANALYSIS FRAMEWORK 4
Develop an analysis framework that will be your
template for the project.

44
PROJECT PHASES
CAPSTONE
Important phases of the project are PROJECT PHASES
1. Problem definition
2. Scoping
3. Conceptualization
4. Analysis Framework
5. Data Collation

5
6. Data Analytics and Results
7. Report
8. Presentation DATA COLLATION

Prepare a plan for data collation from reliable

sources and proceed to collect data. Transform and
clean data that can then be used for analysis.

DATA ANALYTICS AND RESULTS

6
Develop frameworks in various algorithmic platforms
to build algorithms, run analytics and prepare results.

REPORT
7
Create a detailed project report, outlining all your
analysis work and results and documenting the
various phases.

PRESENTATION 8
Create a presentation summarizing the project,
methodology, analysis and results and present the
same to a professional team.

45
46
PROGRAM
PARTNERS 47
ELIGIBILITY
CRITERIA
EDUCATION
For Individual Certification
10+2 aspiring candidates of any
educational background with an
analytical frame of mindset are
most suited one to pursue Data
Science’s Various certifications.
For PG Diploma Certification
Any Undergraduate Degree
holder like BCA, BBA, B.Tech,
B.Engg., B.COM. etc.
WORK EXPERIENCE
Work experience is not
mandatory.
However it is desired that
you have internship or full-
time experience so that you
can move up the learning
curve faster through prior
industry domain knowledge.
PROGRAMMING
EXPERTISE
It is not required to have a
Programming background,
although desirable.
However, those without
Programming background
will undergo Pre-requisite
training on Programming to
accelerate the learning
when the Program begins.
48
SELECTION & ADMISSION PROCESS
Application Process
The Application process consists of a few simple steps as shown below. An offer of admission
would be made to the selected candidates and accepted by the candidates by paying the
admission fee.

49
PROGRAM
FEES

PROGRAM FEE SCHOLARSHIPS

Application fee: INR 1000 Existing Oxford, Christ students and Alumnus: Available
Indian participants: INR 475,000 Other participants: Available on outstanding merit
International participants: USD 10,000 record

FINANCING OPTIONS CORPORATE DISCOUNTS

Available on nominations of 2+ participants
0% Interest EMI option available with partner banks
Kindly contact us for further details
Easy procedure with partner banks
EMI as low as INR 22,000 per month
Special rate for Oxford and Christ students

50
Pune Lavasa Campus Bangalore Central Campus Delhi NCR Campus
CHRIST University Road Hosur Road Mariam Nagar, Meerut Road
30 Valor Court Bengaluru 560029 Delhi NCR
Pune 412112, Maharashtra. Karnataka Ghaziabad - 201003

Ph: 1800-123-2009 (Toll Free) Ph.: +91 80 4012 9100/9600 Ph.No : 1800-123-3212 (Toll Free)
Web: lavasa.christuniversity.in Web: christuniversity.in web: ncr.christuniversity.in/
E-mail: mail.lavasa@christuniversity.in Email: mail@christuniversity.in Email: mail.ncr@christuniversity.in