Show findcourses.com as: Mobile

Trading Strategies using Python

London Financial Studies
Training overview
Professional Course
Classroom
2 days
From 4,070 USD
Start dates
New York City
4,070 USD
Please contact LFS

Course description

Trading Strategies using Python

This course examines different approaches to building trading strategies across all asset classes. Using Python you will learn how to interact with market data to perform data analysis and find trading signals. We will look at advanced strategies to maximize trade performance and examine the statistics around testing and evaluating trade performance.

The first day of the program begins with an overview of trading strategies and outlines various approaches used to look for trading opportunities. Through workshops we will implement data analytics using Python standard libraries including Pandas and Scipy.

On day two we investigate how to generate trading signals and analyze some of the dangers of overfitting the data. A workshop will focus on how to implement these trading signals in practice using real data. The afternoon examines methods for evaluating the performance of the trading strategies alongside methods of execution. We finish by exploring more advanced trading strategies and Machine Learning techniques in trading.

Who The Course is For:

  • Traders
  • Portfolio managers
  • Fund managers
  • Structurers
  • Quantitative analysts
  • Technologists and data scientists
  • Risk managers

Learning Objectives:

  • Gain familiarity with the various forms of trading strategies
  • Understand how to interact with standard Python libraries to perform data analysis
  • Learn how to generate trading signals from data
  • Perform back-testing and simulations and appreciate the risk of overfitting data
  • Learn how to measure performance of strategies and transaction cost analysis
  • Look into how machine learning techniques can be used to enhance trading signals
  • Implement a trading strategy in Python using signals and optimize performance

Prior Knowledge

A basic understanding of capital markets and securities trading. Some exposure to Python programming would be beneficial.

Who should attend?

London Financial Studies is registered with CFA and GARP Institute as an Approved Provider of continuing education programs.

Training content

Day One

Introduction to Trading Strategies

  • Fund investment
    • Active vs. passive strategies
    • Opportunity funds
  • Statistical arbitrage
  • Fundamental analysis
  • Technical analysis
  • Algorithmic trading
  • High frequency trading
  • Standard strategies
    • Trend following, Momentum
    • Mean reversion, moving averages, breakouts
    • Carry trading

Workshop: Python coding framework

  • Installation, IDEs
  • A rapid introduction to Python coding
  • Built-in libraries: datetime, dateutil
  • Python numerical libraries
    • Pandas
    • NumPy
    • SciPy
    • TensorFlow

Data Analysis

  • Forms of data
    • Market data
    • Trade data
    • Order flow
    • Economic data and news
    • Alternative data
  • Statistical approaches to data analysis

Workshop: Data and databases in Python

  • Importing data
  • Data formatting

Day Two

Trading Signals

  • What is a signal?
  • Backtesting
  • Dangers of overfitting data
  • In-sample vs. out of sample
  • Simulation and Monte Carlo
  • A/B testing
  • Walk-ahead testing
  • Constructing stronger signals

Workshop: Generating trading signals in practice

  • Data mining
  • Hypothesis testing

Advanced Trading Strategies

  • Execution strategies
    • Algorithmic execution
    • Venue choice
  • Volatility trading
  • Correlation and pairs trading

Trade Performance Metrics

  • Trading against a benchmark
  • Sharp ratio and maximum drawdown
  • Best execution
  • Transaction cost analysis

Machine Learning

  • Machine learning methods for trading
  • TensorFlow

Workshop: Trading against a signal

  • Paper trade simulation

About London Financial Studies

London Financial Studies

Global markets move quickly, evolving continuously and deepening in complexity. Over the past decades London Financial Studies has provided specialist executive education programs and short courses focused exclusively on global capital markets. Preparing only the highest quality and most relevant...


Read more and show all training delivered by this supplier

Contact this provider

Fill out your details to find out more about Trading Strategies using Python.

  Contact the provider

  Get more information

  Register your interest

Country *

Contact info

London Financial Studies


 Show phone number
www.londonfs.com

Contact provider

Have a question about this course? Fill out this form and the provider will get in touch with you shortly

Training reviews

No reviews available

Need help with your search?

findcourses.com offers a free consultancy service to help compare training for you and your team

Request a free quote

Request a free training quote