Data science for algorithmic trading
Description
It’s with pride that I offer this data science course for algorithmic trading. It is the fruit of several years of work in the field in order to truly understand all the subtleties of the world of quantitative finance.
Using libraries will allow you to do complex mathematical calculations applied to finance in just a few lines of code. We will see how to create a algorithm of trading from data import to automatic positions. You will create an algorithm that will yield more than 50% annually on the Nasdaq 100 using an algorithm.
In summary, we will study:
It’s with pride that I offer this data science course for algorithmic trading. It is the fruit of several years of work in the field in order to truly understand all the subtleties of the world of quantitative finance.
Using libraries will allow you to do complex mathematical calculations applied to finance in just a few lines of code. We will see how to create a algorithm of trading from data import to automatic positions. You will create an algorithm that will yield more than 50% annually on the Nasdaq 100 using an algorithm.
In summary, we will study:
- The numpy library to do scientific calculations
- The pandas library to organize and visualize data
- The Matplotlib library to make powerful graphics
- Features engineering
- Linear regression for finance
- Machine vector support
- Decision tree
- Random Forest
- Apply and understand the Sharpe ratio
- Apply and understand the Sortino ratio
- Understanding the volatility of a stock market asset
- Understand and create a backtesting universe that is easy to reuse
- Backtest the strategy
Who this course is for:
- Everyone
