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.
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