Mr James – Python for Traders Masterclass

Mr James – Python for Traders Masterclass

What You’ll Learn

Python Fundamentals for Finance
Starting with basic Python, you’ll progress to advanced concepts and dive into data science. Learn essential tools like pandas, numpy, matplotlib, statsmodels, and scikit-learn, key for data analysis and machine learning in finance. This course is your streamlined path to mastering Python in the financial industry.

Working with Financial Data in Python
You’ll learn about various financial data types, how to clean and acquire data, and dive into time series analysis. Understand stationarity, practice time series forecasting, and conduct exploratory data analysis to uncover insights.

Trading Algorithm Design Principles
You’ll learn what trading algorithms are and their core design principles. Explore modules on data management, signal generation, risk and trade execution, and portfolio management. Then, dive into backtesting, including basics, software, and advanced techniques, and finish with optimization and parameter tuning for enhancing your trading strategies.

Automation & Analysis
You’ll learn how to source financial data effectively. This includes working with common formats like CSVs and JSON. You’ll also gain skills in scraping data from APIs and websites, followed by techniques for persisting data using files and databases. The section concludes with a summary that reinforces these key data collection methods.

Analyzing Fundamentals
You’ll learn about fundamental data in finance, including its types and how to gather and clean it. The section covers automated methods for screening and filtering this data, techniques for statistical analysis, and using natural language processing to analyze annual reports.

Options & Derivatives Pricing
You’ll learn about options and derivatives, basic option pricing, and delve into models like Binomial and Black-Scholes-Merton. Explore Monte Carlo simulations, exotic options, interest rate derivatives, and finite difference methods for pricing. The section also covers volatility concepts, including implied volatility, and offers advanced topics for further exploration.

HFT and Market Making
You’ll explore ‘High Frequency Trading (HFT)’ and understand how to handle high-frequency tick data. Learn about latency measurement and simulation, the strategies behind HFT market making, and the concept of statistical arbitrage with high-frequency data. Dive into signal processing specific to HFT and real-time news processing.

Hands-On Learning with Applied Projects

Build & Backtest a Real Trading Algorithm
This project teaches practical skills in coding and understanding financial markets. By the end, students will have their own working trading algorithm that they’ve tested and can use in real trading.

Analyze Options & Plot a 3D Volatility Surface
A key part of the course is learning to plot a 3D volatility surface. This is a visual tool that shows how market uncertainty changes with different option prices and expiration dates. By the end of the project, students will be able to analyze options effectively and visualize market volatility in 3D, helping them make better trading decisions.

Design & Implement a Limit Order Book
The course will teach them step by step how to create their own book, focusing on how stock buy and sell orders are arranged. Students will also learn to make their Limit Order Book work using simple programming. By the end, they’ll know how to set up and use a Limit Order Book, helping them understand stock trading better and make smart trading choices.

Capstone Project
Build a Market Making Bot
In this final project, students will create their own Market Making Bot, a program used in trading stocks. Students will learn how these bots provide liquidity to markets by buying and selling stocks. They’ll then use their programming skills to build a bot that can make quick trading decisions. The project focuses on teaching how to balance risks and rewards, and how to make the bot respond to changing market conditions. By the end, students will have a working Market Making Bot that they’ve built themselves, giving them practical experience in finance and coding.

Meet Your Instructor
James is a quant trader and software engineer with years of experience in the world of algorithmic trading. With past experience at a major research lab and top tech company, he’s been independently trading equities and crypto using automated strategies since 2018. His passion for teaching and firsthand experience with the struggles that traders face when learning to code for the first time motivated him to create Python for Traders, knowing that there must be a better way to help his fellow traders turn better technology into better profits.