AT101 - Fundamentals of Algorithmic Trading
What will I learn?
The main essence of the course is the design theories behind the Trading Robots. These theories and knowledge come from years of industry practice. This course does not only teach programming. Programming is just the tool we use to execute our ideas.
At the end of the day, you will acquire the ability to generate a trading idea, code the idea (within 1 hour), test the idea, see the strengths and flaws in the idea, improve it and finally execute the idea.
Chapters – Full List (These are Sections NOT Lectures!)
Here’s What You Are In For!
Programming Basics 1: Variables and Conditional
Robot 1: Adeline – Our First Robot!
Uncommon Common Sense. Design Effective And Logical Robots
Garbage In, Garbage Out. Understanding Data
Programming Basics 2: Loops
Robot 2: Belinda – Utilising Volatility!
To Buy Big or Small? Position Sizing and Money Management
Robot 2A: Belinda Upgraded (No Gambler’s Ruin for Me!)
Where To Start? Idea Generation and Expectations
Programming Basics 3: Functions, Time and Self-Learning
Relevant Statistics 101!
Validating Your Robot: Backtesting!
Programming Basics 4: Arrays And Indicators
Robot 3: Clarissa
What A Mess – Managing Trades, Orders and Positions
Robot 4: Desiree
Design Theories – Improving Robots By Manipulating Time, Entries and Exits
Add A Twist To Your Orders – Advanced Order Management
Robot 5: Desiree 2.0
Buff Up Your Robot Responsibly – Optimisation Without Curve Fitting
Perfect Your Bet Sizing – Advanced Position Sizing Methods
Robot 6: Elizabeth
Programming Basics 5: Clean Up Your Codes! Simple Is Fast!
Garbage In, Garbage Out Again. Advanced Data Cleaning (Part 1)
Excel VBA – Using Excel Magic to Improve Our Trading
Garbage In, Garbage Out Again. Advanced Data Cleaning (Part 2)
I Like Colors And Shapes – Adding Graphics
Ring Ring! Notify Yourself When Something Goes Wrong (Or Right)