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How To Create A Trading Algorithm From Scratch | Webinar

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Webinar Recording

Presentation Slides

About the Session

Learn to create a trading algorithm from scratch and test on real market data. Learn about all the fundamental components of creating a trading algorithm. This session will explain various trading strategy paradigms like momentum trading and mean reversion trading with examples.

Session Outline

  • The spectrum of strategies
  • Momentum based strategies vs Mean reversion based strategies
  • Components of a trading algorithm
  • An example of momentum based algorithm
  • An example of mean-reversion based algorithm
  • Importance of back-testing and forward-testing
  • Interactive Q&A

About the Speaker

Ashutosh Dave (Senior Associate, Content & Research at QuantInsti)

Ashutosh has more than a decade of experience in the area of financial derivatives trading and quant finance. Apart from contributing to the overall content development at QuantInsti, he teaches Python in our flagship programme EPAT.

He has worked as a derivatives trader specializing in trading interest rates and commodities with a proprietary trading firm in London for several years before joining QuantInsti. His key areas of interest include applying advanced data science and machine learning techniques to financial data.

Ashutosh holds a Masters in Statistics with distinction from the London School of Economics (LSE) and is a Certified FRM (GARP). He is the co-author of the book “A rough and ready guide to Algorithmic Trading (QuantInsti, 2020)”.

You can read more about 5 Things to know before starting Algorithmic Trading.

This event was conducted on:
Thursday, July 22, 2021
9:30 AM ET | 7:00 PM IST | 9:30 PM SGT

For those of you who are looking for a comprehensive algo trading course, QuantInsti's EPAT programme is the best match. EPAT offers the best course curriculum in the industry and online classes are conducted by the leading industry stalwarts. You get a dedicated support manager to address all your doubts. Upon completing the certification programme you are eligible for life-time career assistance. To know more details about EPAT get in touch with a course counsellor today.

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