Course curriculum – 50 Lectures
Programming A Full Algorithmic Trading System with Multi Brokerages and Multi Strats
Chapter 1: Introduction
1: Obtaining S&P 500 Tickers
2: Obtaining the S&P Dataset
3: Filling Missing Data and Supplementary Statistics
4: Utility Functions and Pickling Data
5: Developing Your Own Private Code Library
Chapter 2: Designing Flexible and Robust Quantitative Systems
6: System Architecture and Version Tracking
7: Implementing the Strategy API Interface
8: A Calculator for Indicators
9: Integrating the Strategy to Our Driver (CHECKPOINT 1)
Chapter 3: Strategy Implementation; Getting Alpha Signals
10: LBMOM Strategy; Vol Targeting and Voting Systems
11,12: Calculating PnL, Strat Vol and Debugging (CHECKPOINT 2)
Chapter 4: Brokerage Implementation; Oanda
13: Integrating with Oanda. Writing Wrapper Classes for the Oanda REST API
14: Implementing the Wrapper Functions and Getting Oanda OHLCV (CHECKPOINT 3)
15: Writing Oanda Config Files
16: Implementing the Oanda Database Pipeline (CHECKPOINT 4)
Chapter 5: Working with FX and Non-USD Contracts
17: Adding FX Information to Data
18: Writing a Master Config File
19: Implementing an FX Calculator (CHECKPOINT 5)
Chapter 6: Adding Multi Strategies
20: Integration, Refactoring and Debugging
21: Implementing the LSMOM Strategy (CHECKPOINT 6)
22 Implementing Diagnostic Tools
23: Debugging (CHECKPOINT 7)
24: Implementing the SKPRM Strategy (CHECKPOINT 8)
More courses from this author: HangukQuant
Course Features
- Lectures 1
- Quizzes 0
- Duration 10 weeks
- Skill level All levels
- Language English
- Students 0
- Assessments Yes