Python has become the hottest programming language on Wall Street and is now being used by the biggest and best quantitative trading firms in the world. We’re going to teach you the benefits of Python and how it can make you a more successful trader and allow you to build better trading strategies.
Many of the top firms are now all requiring their traders and researchers to program in Python.
The reason they’re doing this is they obviously believe Python is leading to greater trading profits.
Here is What You Will Receive
Class Outline
Week One – You’ll gain the foundation in order to do your back testing, research and signal generation.
This foundation will lay the groundwork for you to scale into the upcoming weeks.
Your homework will include learning how to do technical analysis calculations in Python including moving averages, RSI, and the other major technical indicators used by professionals.
Week Two – You’re going to be back testing in Python!
You’ll be writing code in Python and testing strategies and signals to find market edges. For example, you’ll be writing code using a 2, 3, or 4 period RSI on various levels, such as RSI below 30, RSI below 20, etc.
By the end of week 2, you’ll be able to test various market conditions (for example overbought and oversold conditions) and calculate the historical edges that exist in those conditions.
Week Three – You’ll be writing full-fledged trading strategies. This includes allocating capital to trades, adding risk management tools, and analyzing portfolio returns.
At the end of Week 3, you will be able to run more advanced back tests of your trading ideas and strategies.
Week Four – In Week 4 you’ll be analyzing your back tests. This includes analyzing your cumulative returns, analyzing your risk (drawdowns, volatility, etc.), analyzing correlations through time, and a deep dive into analyzing individual signals in order for you to see when and how to best optimize your trading strategies.
Week Five – In Week 5 you’ll be writing more advanced back tests. This includes creating signal list generation and managing a portfolio of multiple securities. You’ll also learn advanced concepts on position sizing in order for you to optimize the edges you are finding in your strategies.
By the end of this course, you will have the ability to find your own market edges, build your back test, and do a deep analysis of the test results.
