Learn how to develop a back-tested, rules-based stock trading strategy and program a simple trading algorithm of your own.
Overview
Syllabus
Introduction
- Algorithmic trading
- Basics of stocks
- Basics of stock markets
- Basics of trading stocks
- Algorithms and the financial industry
- Algorithms in Excel
- Data analytics and algorithms
- Stocks and the Fed
- Big data in finance
- Predicting values with regressions
- Stocks and trading in practice
- Stationarity and the VIX
- Case study: ETF pairs trading with algorithms (OIH and XOP)
- Case study: Dual share class pairs trading (VIA and VIA.B)
- Common quantitative rules and strategies
- Visually examining trading relationships
- Gathering data for an algorithm
- Designing an algorithm
- Testing algorithm accuracy
- Algorithm profitability and trading decisions
- Economic data and stock correlations
- Predicting economic variables
- Advanced algorithms
- Evaluating models
- Buying and selling with an algorithm
- Expanding the algorithm to other securities
- Scenario analysis in investing
- Find trading strategies in research literature
- Short-term vs. long-term quantitative strategies
- Social media and drawing data from online platforms
- Does algo trading work?
- Algo trading in practice: Who uses it?
- Algo trading services for individual investors
- Next steps
Taught by
Michael McDonald