Algo Trading

Algo Trading Course (APSAT) Objectives, FAQs, Schedule, Medium and Detailed Course Content are maintained on this page.

Objective

  1. Explain in-depth professional concepts with foundational content; but at the same time easy to grasp; covering AFL Coding+Technical Analysis+Quantitative Analysis+Portfolio Modeling
  2. Build strong foundation to start a career/business in algo trading
  3. Algo Trading Course suites audience from all programming backgrounds
  4. It is a short-term duration course(does not require commitment in time)
  5. It provides quality live data with strategy design software
  6. Affordable (does not require financial commitment)

Why Chose Amibroker for Algo Trading Course?

  1. It has world’s fastest portfolio backtesting and optimization engine.
  2. AFL, the scripting language of Amibroker, is an Array Based Language. This makes AFL concise and very efficient.
  3. You can get a large number of AFLs and excellent learning resources free over internet.
  4. It has inbuilt batch processor. You can schedule Amibroker to start automatically, do the analysis, and send email alerts while you are at work.
  5. It has an open ecosystem for developers. Amibroker is easy to integrate with Broker APIs and build Data Plugins.
  6. It is really inexpensive. The free trial of Amibroker is sufficient to learn everything in this course.

Algo Trading Course Schedule & Medium

14 sessions, each one hour long, conducted through interactive webinars in English. Complete training will be completed in two months. For each session, you will get lecture recording, code examples, code assignments and query resolution support.

Timing for International Participants: Saturdays and Sundays, CST 8:30AM-9:30AM; first session scheduled for 4th March, 2017

Timing for Indian Participants: Mondays and Fridays, IST 8:00PM-9:00PM; first session scheduled for 6th March, 2017

APSAT Product Details

  1. Amibroker For Professional Strategy Design and Algo Trading – Foundation Course (APSAT)
  2. Free Paper Trading Setup (with limit orders, market orders and execution strategies)
  3. Amibroker Setup Help
  4. Optional: Real-time data subscription for 6 months (either NSE+FO or MCX)
  5. Reading list of books
  6. AFL Code Examples and Exercises for each session
  7. Pro AFL Suite- set of 8 very good AFL Strategies
  8. Two-month query resolution support; Intensive group based learning
  9. Life-time access to professional forum of algo traders
  10. Accredited Certification for undertaking Algo Training

Algo Trading Course FAQs

For whom is the algo trading course useful?

It is useful for anyone who wants to start a career/business in algo trading.

  • The algo trading course suits students from non-programming background because it uses AFL as the tool for education.
  • At the same time, the course also suits students with strong programming skills in R/C++/Python/Java/Matlab. For students with programming background, professional trading concepts are introduced in AFL, which can be replicated in technology of their choice. For example, real-time handling of trade triggers and API integration is similar in most technologies

What are the pre-requisites for taking algo trading course?

None! students should be familiar with basic stock trading terminology, that’s all!

What if I miss one or two classes?

Recording for all sessions will be provided. Further, you will have access to a professional forum for discussion with other students/practitioners.

When is, the next batch starting?

Timing for International Participants: Saturdays and Sundays, CST 8:30AM-9:30AM; first session scheduled for 4th March, 2017

Timing for Indian Participants: Mondays and Fridays, IST 8:00PM-9:00PM; first session scheduled for 6th March, 2017

What are the Fees? How do I register for APSAT?

 

The course fee is Rs. 20,000. Contact us HERE to register.

Can I pay the Fee in installments?

No.

Will I learn AFL coding completely after taking Algo Trading Course

To learn anything completely, any course cannot be sufficient. Our commitment is, to provide you a strong foundation in AFL coding, as well as overall algo trading

How do you plan to deliver so much in just 14 hours?

We will not cover anything basic regarding Amibroker or Algo Trading. To cover basics in Programming, Amibroker & Technical Analysis- recources will be provided even before the training start. Further, training is supported with assignments, code samples and forum interaction. We could have completed the sessions in 2 days. But we spread it over 2-months so that students get ample time to practice.

Do I get a good afl strategy? Tell me about AFL strategies you provide

Yes, you will be given good AFL strategies… but please read this to know what we mean by a “good strategy”.

What do you cover for Quantiative Analysis/Python?

We will show you how to integrate Python with Amibroker, perform ADF tests for pair trading, regression analysis and time series detrending.

Would we be covering Kalman filters? ARCH/GARCH Models?

We have included how to integrate Amibroker with Python COM Server. Price data will be passed from Amibroker to Python. In Python, you can use statistical libraries like numpy/pandas for ADF and Kalman filter. Then pass calculations back to Amibroker for including these parameters in overall trading strategy. So basically you will be able to harness full power of python.

Will you teach me Python/R? Please provide resources for learning Python/R

In this course, we focus on strategy discovery, design and deployment using Amibroker. Given time constraints, we will not discuss Python per se; but rather its practical use by integration with Amibroker.

A separate course which uses Python as the primary tool is currently under development. Please email on algopro@algoji.com to keep you informed when course is started.

Algo Trading

I have zero programming background. What do you suggest for me?

A lot of our students come from a non-programming background. If you do not have a programming background, do not worry, we provide extra support tutorials on programming. You also recieve extra support on basic programming queries.

Further, AFL is an array processing language, similar to Excel formulas. It is easy to learn AFL coding even if you are willing to dedicate one hour daily for programming basics.

Appendix A: Detailed Content for Algo Trading Course

Session-1 Automated Trading using Amibroker

  1. Charting Features
  2. Backtesting Features
  3. Automatic Alerts Features
  4. Automatic Trading Features

Session-2 Database Settings, Layouts, Explorations, Scans

  1. Database Settings
  2. Displaying charts by AFL code
  3. Layouts- local and global
  4. Watchlists
  5. EOD Explorations for stock picking using indicators and price patterns
  6. Composite functions
  7. RT Exploration for trading

Session-3 AFL Structure and Coding Resources

  1. AFL Coding Tutorial- indicator, buy/sell, exploration, backtesting, optimization, live trading
  2. AFL Resources

Session 4: Coding Trading Rules- exrem, flags, looping, flags

  1. Uses of Exrem and limitations
  2. Where looping is necessary?
  3. Difference between if and iif
  4. Controlling SL, TSL through looping

Session 5: Debugging Practices (Title, Trace)

  1. Title for debugging AFL variables
  2. Common Coding Mistakes
  3. Trace for debugging RT functions

Session 6: Selecting Indicators, Timeframes, Costs

1. Measuring Volatility
2. Patterns vs Indicators
3. Indicators for Price Trends
4. Momentum and Oscillators
5. Scalping systems
6. Pair Trading and Mean Reversion
7. Multiple Time frames
8. Costs

Session 7: Strategy Design Process

  1. Trading Premise
  2. Design Guidelines
  3. Robustness of Strategy

Session 8: Backtesting & Optimization Practices

  1. All backtesting settings
  2. Visual backtesting, verifying data and trades
  3. In-sample and out-sample tests
  4. Walk-forwards
  5. Monte-Carlo
  6. Testing parameters for robustness
  7. 3D Optimization Graph
  8. Using Optimization Engine
  9. Smart Optimization and avoiding curve fitting

Session-9 Paper Trading and Execution Strategies

  1. Simulated Trading vs Actual Trading
  2. Using Paper Trading AFL- amibroker settings
  3. Using Paper Trading AFL- Verifying repainting signals, verifying future looking signals
  4. Using Paper Trading AFL- Verifying backtests
  5. Using Paper Trading AFL- improving execution at hi/lo, candle open/close without coding
  6. Using Paper Trading AFL- improving execution by using bid/ask prices

Session-10 The Bigger Picture- Portfolio Modeling

  1. Understanding Probabilities
  2. Setting up Profit Targets
  3. Portfolio Modeling
  4. Raising CAR/MDD upto 5x and beyond

Session 11: Live Trading Practices

  1. Focus on skill building
  2. Process Oriented
  3. Trading Psychology blah blah
  4. Keeping commonsense intact
  5. Trade journals
  6. Colleagues and Peers

Session 12: Quantiative Analysis

  1. Integrating AFL with VB Script
  2. Integrating AFL with Java Script
  3. Integrating AFL with COM objects
  4. Integrating AFL with Python
  5. ADF Tests for pair trading
  6. Detrending Time Series
  7. Neural Networks

Session 13: Using Pro AFL Suite

Session 14: API Integration

  1. Presto API Functions
  2. Managing limit orders
  3. IB API Integration
  4. Zerodha Pi Bridge Integration

Appendix B: Details of Pro AFL Suite

The Pro AFL Suite contains following 8 Strategies. The AFL code will be provided for the strategies in obfuscated file (to avoid spoon feeding). Strategies 3,7 and 8 are based on Quantiative Analysis, while others are based on Technical Analysis.

1. Level based trading strategy to trade on support/resistance levels with SL, TSL and target
2. Indicator based strategy
3. Strategy for selecting correct Option chain
4. Strategy executed on watchlist of 100 stocks through exploration
5. Pair Trading Strategy
6. Time based strategy using Elliott Waves
7. Pure Quantitative strategy
8. Mean reversion strategy

Appendix D: Trainer Profile for APSAT

Trainer name: Mr. Saurabh Lohiya

  • 10 years of systematic trading experience, CMT charter holder since 2010
  • Vast experience in Global Markets- Forex, Equities and Commodities; Worked at proprietary trading firms
  • Expertise in Trading Strategy Automation and Algorithmic Trading; Worked at a large brokerage house
  • Deployed diverse types of trading algorithms- from HFT to MFT to LFT
  • First-hand experience with latest trading technology in Indian and Global Markets