Overview
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Learn how to develop and test a rules-based trading strategy and program a simple trading algorithm for buying and selling stocks.
Syllabus
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Introduction
- Welcome
- Basics of stocks
- Basics of stock markets
- Basics of trading stocks
- Algorthims and the financial industry
- Algorithms in Excel
- Data analytics and algorithms
- Stocks and the Fed
- Big data in finance
- Predicting values with regressions
- Stationarity and the VIX
- Case study: ETF pairs trading with algorithms
- Case study: Dual share class pairs trading
- Common quantitative rules and strategies
- Gather data for an algorithm
- Design an algorithm
- Test algorithm accuracy
- Algorithm profitability and trading decisions
- Economic data and stock correlations
- Predict economic variables
- Advanced algorithms
- Buy and sell with an algorithm
- Expand the algorithm to other securities
- Scenario analysis in investing
- Next steps
