Learn how to make informed trading decisions by using software tools—like Excel, Python, R, and Stata—to build models or algorithms that use quantitative, testable investment rules.
Algorithmic Trading and Finance Models with Python, R, and Stata Essential Training
Overview
Syllabus
Introduction
- Getting started with algorithmic trading and finance
- What you should know
- Basics of algo trading
- Market making with algos
- An algorithm example
- Prop trading with algos
- Algos in practice
- Textual analysis and algo trading
- Algorithmic trading with qualitative and text data
- Careers in algorithmic trading
- One software option: Python
- Importing data in Python
- Quandl and Python
- CSVs and Python
- Financial data and Python
- Python and building financial databases
- One software option: R
- Importing data with R
- quantmod and R
- Data analysis in R
- Regressions in R
- One software option: Stata
- Getting currency data
- Cleaning up data for algorithms
- Strategies in currencies
- Testing strategies in Stata
- Regressions in Stata
- Next steps
Taught by
Michael McDonald
