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Certified Algorithmic Trading And Strategies Program (Cats)

COURSE DESCRIPTION

This is a practical hands-on program taking a participant through with the entire algorithmic trading lifecycle, with the ultimate objective of building an algorithm that can be deployed in live markets. Participants receive a certificate from Moody's Analytics and EduEdgePro on successful completion of the program.

STRUCTURE AND BROAD COVERAGE

3-month intensive classroom program, covering

  • Volatility Models
  • Option Trading Strategies
  • Technical Analysis
  • High Frequency Execution

DEVELOP “OWN” ALGORITHMS

The course is designed to help you design and develop your own algorithms across multiple asset classes and markets that you could immediately deploy post the completion of the program.

HAND-HOLDING PERIOD (DURING AND POST PROGRAM)

We will help you develop and deploy your strategies across Equities, Commodities, FX and Volatility.

INDUSTRY READINESS

The course is developed, keeping in mind, the evolving financial markets, requiring individuals to be “job ready” in the field of Algorithmic Trading and Strategies.

OPTIONAL INTERNSHIP OPPORTUNITY

2 months of Internship opportunity at AmarGlobal Investment Advisors, a niche Algorithmic Trading prop-shop, designed specially to impart practical knowledge in the field of Algorithmic Trading.

COURSE COLLATERALS AND HIGHLIGHTS

    • Volatility Models
    • Real algorithms that can be deployed across NSE/MCX
    • Trend-following algorithms
    • Quantitative and statistical algorithms
    • Arbitrage and Spreading algorithms

    COURSE OBJECTIVES

    • Apply default probability concepts to Applied Quantitative Risk Modeling
    • Help with Conceptualization of various Trading strategies such as Systematic Trading strategies, Trend-following strategies, Technical Analysis strategies, Quantitative strategies, Options Trading Strategies and Execution Strategies.
    • Understand Order Book dynamics and Execution Algorithms for Market Microstructure strategies.
    • Study and Implement Quantitative strategies such as Volatility Trading, Statistical Arbitrage, Systematic Momentum/Mean Reversion and Advanced Options strategies.
    • Conceptualize, Develop, Back-Test and Deploy Algorithms through robust Order Management and Risk Management.
    • Apply Monte Carlo simulations pricing Baskets and Path dependent options

    WHO SHOULD ATTEND

    This program is extremely useful for participants who want to build careers in
    • Sales-Traders
    • High-Frequency Trading
    • Proprietary trading
    • Market Making
    • Broking
    • Investment Management
    • Quantitative Fund Management
    • Commercial banking – Treasury
    • Investment Banking – Global Markets

    Fast Facts

  • Certified by : Moody’s Analytics and EduEdgePro
  • Broad Coverage:
  • Introduction to Algorithmic Trading
  • Trading Approaches and Management
  • Systematic Trading Strategies
  • Algorithmic Execution Strategies
  • Quantitative Trading Strategies
  • Option Trading Strategies
  • Strategy Development
  • Backtesting and Optimization
  • Infrastructure and Deployment

DETAILED CURRICULUM

Introduction to Algorithmic Trading
  • Concept of Algorithmic Trading
  • Market Structures
  • Evolution of Algorithmic Trading
  • International Standards for Accounting
  • Lifecycle of Algorithmic Trading
  • Algorithmic Trading Architecture
  • Technical Architecture
Trading Approaches and Management
  • Order Types
  • Order Management
  • Position Sizing and Management
  • Basket Management
  • Backtesting and Optimization
  • Simulation on markets
Systematic Trading Strategies
  • Overview of Systematic Trading Strategies
  • Trend Following Strategies
  • Price Action based Strategies
  • Momentum and Mean Reversion Strategies
  • Strategies based on Technical Analysis
Algorithmic Execution Strategies
  • Market Microstructure and concepts
  • Order Book Dynamics
  • Algorithmic Trading Dynamics
  • VWAP/TWAP/Implementation Shortfall
  • HFT Algorithms
  • Other HFT Strategies
Quantitative Trading Strategies
  • Systematic Trading Strategies
  • Statistical Arbitrage strategies
  • Index Replication strategies
  • Options Trading strategies
  • Volatility Trading strategies
Option Trading Strategies
  • Options Markets and Conventions
  • Framework for Option Payoff Calculation
  • Option Trading Strategies – Basic
  • Option Arbitrage
  • Option Greek profiles and PL Analysis
  • Advanced Options Trading Strategies

Strategy Development

  • Conceptualization of Trading Strategy
  • Pseudo-code Development
  • Development of Strategy module
  • Order Management module
  • Risk Management module
  • Position Sizing module
  • Take-Profit and Stop-Loss Targeting
Backtesting and Optimization
  • Trading Performance Indicators
  • Decoding the Equity Curve
  • Maximizing the Sharpe and pitfalls
  • Backtesting Trading Strategy
  • Enhancing Strategy Performance
  • Strategy Optimization
  • Creating Portfolio Strategy Basket
  • Simulating markets and strategies
  • Live Testing
Infrastructure and Deployment
  • Architectural Design
  • Technical Design
  • Unit Testing modules
  • Operational considerations and pitfalls
  • Transaction Cost Analysis
  • Error Handling
  • Latency Considerations
  • Algorithmic Deployment
  • Maintenance and Updation

MODES OF DELIVERY

  • A. CLASSROOM TRAINING
  • B. E-LEARNING
  • C. CUSTOMISED IN-HOUSE TRAINING FOR A GROUP

Let us bring our classes to you! Our in-house training is ideal for groups of 10 or more people. We can provide Off-the-shelf training in the form of our classic courses, or we can provide bespoke training, tailored to your organizational goals and objectives. Please contact us for further details.