We offer comprehensive educational programs for individual traders and money mangers as well as corporate training programs. Our main educational course covers all steps essential for successful algorithmic strategies development:
Market structure and underlying processes: identifying true price drivers.
Available sources of information about markets and their structure, and their systematization.
Making conclusions from the collected information and identifying trade-able opportunities.
Trading strategies: creating algorithms using formal descriptions of those newly found trade-able opportunities. A number of sample fully working strategies are considered in details.
Back-testing from technical and statistical point of view. Understanding requirements to the strategy properties which ensure a reliable (realistic) result of back-testing.
Optimization: applicable cases and limitations of applicability. Avoiding over-optimization (curve fitting).
Risk diversification: using multiple markets and multiple strategies in one market to better diversify risk.
Genetic algorithm and its application to semi-automatic generation of robust highly diversified portfolios.
Assessing the robustness of trading strategies and portfolios, making reliable prognosis about the strategy’s future performance depending on various market regimes.
Automated trading: important features and typical issues, assessing and managing operational risks.
We also organize online and offline special courses for software developers in trading software design: trading applications in Python and C#, FIX protocol, connectivity, data handling, order management, error processing and other important topics are included.
Contact us about corporate training for your firm’s personnel.