4-course Bundle In ADVANCED ALGORITHMIC TRADING

1y ago
216 Views
24 Downloads
1.14 MB
5 Pages
Last View : Today
Last Download : 4m ago
Upload by : Luis Wallis
Transcription

4-course bundle InADVANCED ALGORITHMIC TRADING STRATEGIES INPYTHONLearn to find alpha in financial markets using artificial intelligence and quantitativetechniques.Get trained by experts such as Dr. Ernest P. Chan, with decades of trading experience.Learn to code and backtest your own trading strategy in Python. Perfect for seasoned traders.Programme ContentCourse 1: Mean Reversion Strategies In Python By Dr. Ernest P. ChanCourse 2: Decision Trees Trading By Dr. Ernest P. ChanCourse 3: Neural Networks Trading By Dr. Ernest P. ChanCourse 4: Advanced Options Trading Strategies In Python

MEAN REVERSION STRATEGIES IN PYTHON BY DR. ERNEST P. CHAN(Level: Advanced, Duration: 5 hours)Course Objectives:This course will enable you to: Test for stationarity of a single price series and test for cointegration of two priceseries Create your own mean reversion trading strategies and understand practicalproblems encountered in live trading Create an index arbitrage strategy and difficulties which you need to consider whileimplementing index arbitrage strategy Form a long-short portfolio strategy and how to refine it Understand the role of stop loss while implementing mean reversion strategies Code all the learnt strategies in Python language Implement different statistical tools for checking stationarity and cointegration of aportfolio of instrumentsCourse details:Section 1: Stationarity of time seriesLearn the concept of stationarity, how to test stationarity using augmented dickey fuller [adf]test. Includes the implementation of a mean reversal strategy using bollinger bands.Section 2: CointegrationLearn how to detect co-integrated price series using cointegrated augmented dickey fuller[cadf] test. Calculate hedge ratio using linear regression and practical implementation of amean reversion strategy using bollinger bands on gld-gdx pair in python.Section 3: TripletsLearn why sometimes cointegration between pairs breaks with the example of gld-gdx pairsand learn possible remedies of surviving a breakdown.Section 4: Half lifeUnderstand the concept of half-life of a mean reverting series along with its practicalapplication. Learn to compute the half-life of the gld-gdx spread.Section 5 & 6: Risk management and best markets to pair tradeLearn the strategy behind a stop loss in mean reversion strategies. Know which are the bestmarkets/pairs to trade, along with their pros and cons.Section 7: Index arbitrageUnderstand the concept behind index arbitrage and the difficulties in trading an indexarbitrage strategy.Section 8: Long short portfolioGet introduced to the concept of cross-sectional mean reversion and learn how it is differentfrom time series mean reversion.

DECISION TREES TRADING BY DR. ERNEST P. CHAN(Level: Intermediate, Duration: 7 hours)Course ObjectivesThis course will enable you to: Use decision trees to identify best trading indicators or other features used to createtrading rules Create automated strategies using those insights and prediction models Enhance your existing prediction models or any other machine learning models usingadvanced techniques such as ensemble methods, hyperparameter tuning and crossvalidation Evaluate performance of trading strategies created using these techniques Install necessary softwares and run the Python strategy codes provided and modifyto suit your trading styleCourse DetailsSection 1 & 2: How Decision Trees decide?Greedy Algorithm, Divide & Conquer approach; Splitting criteria, Entropy, Gini Index &Information Gain; Stopping criteria; Pruning methods; Parameters that affect the accuracy ofthe tree.Section 3: Generate trading signals using Classification TreesCode in Python to: create input data for the model; train the model; test the model & checkfor its prediction accuracySection 4: Create a Trading Strategy using Regression TreesPredict next day returns using regression trees; compute Sharpe ratio and CAGR for thetrading strategySection 5: Avoid overfitting with Parallel ensemble methodsMethods: Bagging, Random Subspace, Random Forest; Code using Scikit Learn and improvemodel performanceSection 6: Avoid underfitting with Sequential ensemble methodsGet a better fitted model for more accurate predictions using methods: Adaboosting,Gradient Boosting; Code using Scikit LearnSection 7: Cross Validation & Hyperparameter tuningFrom core concepts to applications of decision trees, learn to cross validate your model andtune to find the best hyperparameters

NEURAL NETWORKS TRADING BY DR. ERNEST P. CHAN(Level: Advanced, Duration: 8 hours)Course ObjectivesThis course will enable you to: Identify trading opportunities from raw financial markets using neural networks anddeep learning Create automated strategies using those insights and prediction models Code artificial neural networks and deep neural networks using Sklearn and Keras Apply Recurrent Neural Networks and Long Short Term Memory (LSTM) model intrading Test these models on different data sets to optimize your prediction strategies Identify scenarios where these models perform best Install necessary softwares and run the Python strategy codes provided on yourpersonal machinesCourse DetailsSection 1: Neural Networks in TradingHow a neuron works; Forward propagation, Backward propagation; Prediction of next dayreturns using the Sklearn library in PythonSection 2: Deep Learning models in KerasUsing Keras to create deep learning models; Features of Keras: dense, activation, dropout,model checkpoint; Cross Entropy loss functionSection 3: Recurrent Neural networks for financial markets dataUnderstanding the vanishing & exploding gradients problem; Recurrent neural networks as asolution to that problem; continue coding in KerasSection 4: Long Short term memory modelSimplifying the working of the complex LSTM model; modelling it in Keras; and using it infinancial markets to predict the entries and exits of tradeSection 5: Hyperparameter tuning in KerasAutomating the hyperparameter tuning in Keras using Grid search and cross validationtechniques; understanding the different parameters which result in overfitting and poorresults in live markets

ADVANCED OPTIONS TRADING STRATEGIES IN PYTHON(Level: Advanced, Duration: 7 hours)Course ObjectivesThis course will enable you to: Learn dispersion trading in Python Predict option price using machine learning Study Exotic and compound options along with their valuation Manage portfolio risk using options Create scenario analysis to manage risk Learn derivation of Black Scholes Model using Binomial Trees Study derivation of Black Scholes Merton differential equation using Wiener Processand Ito’s LemmaCourse DetailsSection 1: IntroductionLearn essential mathematical concepts to derive options pricing models such as BinomialTrees. Learn Wiener Process and Ito’s Lemma to understand how Robert Merton expandedthe Black Scholes Model to Black Scholes Merton Model or BSM.Section 2: Dispersion TradingLearn a mean-reversion strategy on implied correlation known as Dispersion Trading. Anentire video lecture and an IPython notebook are dedicated to making you understand theworking and application of Dispersion Trading.Section 3: Machine LearningUnderstand how to predict the option price through decision tree classifier and practise itthrough interactive exercises which makes it easier to implement the same in your optionstrading.Section 4: Exotic OptionsLearn the concept and valuation of various exotic and compound options. Also learn riskmeasures such as VaR, Expected Shortfall, and learn how to code them in Python.Section 5: Risk ManagementLearn how Delta of a portfolio can be hedged to protect the portfolio's value from the changein the price of the underlying asset. Also, learn how to preserve the portfolio's value usingGamma Scalping and practise coding the same in Python. Additionally, learn how to make aportfolio Vega neutral.Section 6: Scenario AnalysisA video lecture on scenario analysis and how to use options to earn profits when majorevents impact the financial markets. .Enroll Here

ADVANCED ALGORITHMIC TRADING STRATEGIES IN PYTHON Learn to find alpha in financial markets using artificial intelligence and quantitative techniques. Get trained by experts such as Dr. Ernest P. Chan, with decades of trading experience. Learn to code and backtest your own trading strategy in Python

Related Documents:

Example 1.9. If E is any vector bundle on a space X, then the k-fold tensor product E E Eis naturally a S k-vector bundle on X where S k is the symmetric group permuting the factors of the product and X is regarded as a trivial S kspace. We can also do this over Xkwhere the vector bundle is the k-fold external tensor product of E. This bundle .

Pre-insulated tubing and pipe are our only business First to manufacture tubing bundle First patents on pre-insulated & traced tubing bundle First to produce a field cut CEM bundle First Class 1, Div 1 tubing bundle First

CSA C22.2 No. 83.1 ANSI C80.3 NEC Article 358 WW-C-563 Trade Size Metric Designator Nominal OD Nominal ID Nominal Wall Thickness Nominal Wt. per Foot Feet in Sub-Bundle Qty. in Master Bundle Feet in Master Bundle Nom. Wt. per Master Bundle Banding Tape Color mm in. in. i

AOCNS Certification Review Bundle (first four courses plus CNS-specified professional practice course) AOCNP Certification Review Bundle (first four courses plus NP-specified professional practice course) Purchase the full bundle to get the most

Ultra Practice Bundle PDF for All Bank Prelims Exams Page 5 of 382 Click Here For Grand Bundle PDF Course for All Upcoming Bank Exams 2021 Click Here For Best Standard Online Test Series If there are any suggestions/ errors in our PDFs Feel Free to contact us via this email: [email protected] (d) 3 (e) 1 24.

Advanced metering for SMEs The Impact of advanced metering for SMEs 0 Executive summary 02 Introduction to advanced metering 7.06 The potential benefits 06 .2 Use of advanced metering in businesses 06 .3 SupplierPrinciples of advanced metering 07 .4 Analysing advanced metering data 07 .5 Sources of energy savings 08 .6 Advanced metering technology 08 .7 Advanced metering services 09

Physiology of the Cardiovascular SystemChapter 19 595 Internodal bundles Sinoatrial (SA) node (pacemaker) Atrioventricular (AV) node Interatrial bundle Purkinje fibers Right and left branches of AV bundle (bundle of His) S R L I Figure 19-1 Conduction system of the heart. Specialized cardiac muscle cells in the wall of the heart rapidly

This digital lesson bundle serves as an extension to the Grades 3–5 Time to Create digital lesson bundle (Educator Guide and Lesson PowerPoint) by reinforcing learned concepts and strategies and introducing new ones. While this lesson is recommended as a follow up to Time to Create, it can also serve as a stand-alone module.

Art Appreciation Printable Worksheet Bundle, 8 – Free! The Art Appreciation Printable Worksheet Bundle from the Art Curator for Kids is a free collection of 8 ready-to-use worksheets in your homeschool or art classroom. This resource is available for free by signing up for the e-mail

the USB 2.0 Micro Bluetooth Adapter from AZIO). The Toshiba Bluetooth Stack installer is provided in the application bundle. Installation involves unzipping the WiiGraph application bundle and running the Setup.exe program shortcut provided at the root of the bundle. An InstallSh

Jul 29, 2015 · Business Bundle Your Business Bundle package includes simply everything you need for affordable business-class connectivity. This guide is designed to help you get your new services up and running quickly. If you have any que

Efficient Optimization for Robust Bundle Adjustment handed in MASTER’S THESIS . optimization routine of linear algebra, which leads to a extremely slow optimization . and some new optimization strategies in bundle adjustment. They also analyze the accuracy

Maternity Care Bundle & Doula Benefit SUMMARY AND FAQ Overview Starting January 1, 2021, Microsoft members who elect the Health Connect Plan will be eligible for a new maternity care benefit, called the Maternity Bundle. T

Speech and Language Kids Thanks for downloading my speech therapy bundle for speech and language skills. This bundle is a compilation of my best middle school resources. Inside, you’ll find resources for teaching: Writing Narratives Making Inf

Rogers Custom Wireless Solution –Business Bundle Option 2 Rogers- Custom Business Bundle Plan 2 Unlimited Local Minutes . Apple Apple iPhone 6S Plus 128GB 1059.00 529.00 Apple Apple iPhone SE 16GB 599.00 99.99 Apple Apple iPhone SE 64GB 649.00 149.99 Apple iPhone 7 32GB 919.00 399.00File Size: 2MBPage Count: 10

Raychem tubing bundles are available in a wide range of tubing and heater options (see bundle ordering options on page 4). Trace-heating components Raychem tubing bundles use the full range of standard XTV and BTV power connection and end seal kits. Bundle accessories Raychem bundle accessories includ

Screw in the Raychem Bundle seal 1.60 leaving about 5 feet. Mark the tubing bundle and strip back the black coating and insulation. DO NOT CUT INTO HEAT TRACE. Carefully cut foil coating exposing tubing and Heat Trace. Slide the 2 legged Raychem TS1-SB2 boot over the tubing and Heat Trace. Heat shrink the boot to the bundle.

G,,-bundle kZ-0 IP 1 by a 1-PS 2: G,,--,G. Let us denote this G-bundle by E . . G-bundle E S x lP 1, with S connected, such that E E s and E' E s, for some s, s'eS. We prove (Theorem 7.7) that the algebraic equivalence classes of Zar- iski locally trivial G-bundles are classified by the fundamental group of G (i.e. . formulation so that it .

Simply plug the Motorola ML1000 into a phone jack and wirelessly connect desk phones and handsets. The wireless ML1200 is included in this bundle, and is part of a system. Build a 1 - 4 line phone system Motorola ML1200 Cordless Handset Accessory 4-Line Motorola ML1250 Bundle Pack Digital receptionist Easily route your calls to the right people

Multicore Bundle Adjustment C. Wu, S. Agarwal, B. Curless, and S. Seitz University of Washington * Google Presented by Rory Pierce CS791v Parallel Programming Instructors Dr. Fred Harris and Lee Barford October 4, 2011. Outline Bundle Adjustment Overview . Large-scale problems GPU speed-up of 10x-30x Multi-threaded CPU solver 1/3 speed of .