Complete Recording
Check out the complete recording of the webinar here:
Presentation Slides
Downloadable Code
Blueshift
Access Blueshift here: https://blueshift.quantinsti.com/
About the Session
This webinar is to initiate you into the nuts and bolts of algorithmic trading. The speaker will start with the installation of Python and the libraries related to the financial markets.
He will then discuss the steps involved in formulating and testing a trading strategy. Following that, we will also walk through a trading strategy in Python which starts with data download and concludes with running backtests to compute some metrics to evaluate it.
The speaker will round out the session by alluding to what other factors to consider when evaluating a trading strategy.
Session Outline
- Installing Python and related libraries for financial market data analysis
- Working with market data
- Strategy development - From ideation to testing
- Detailed backtesting of a trading strategy
- Is that all it takes? (Hint: No.)
- The fine print: What I haven't touched upon
- Interactive Q&A
About the Speaker
Vivek Krishnamoorthy (Head of Content & Research at QuantInsti)
Vivek teaches participants data analysis, building quant strategies and time series analysis using Python. He has over 15 years of experience across India, Singapore and Canada in industry, academia and research.
He is the co-author of the books, “Python Basics: With illustrations from the financial markets (2019)” and “A rough-and-ready guide to algorithmic trading (2020)”
He has a Bachelors' in Electronics & Telecom Engineering from VESIT (Mumbai University), and an MBA from NTU Singapore.
This event was conducted on:
Thursday, August 26, 2021
9:30 AM ET | 7:00 PM IST | 9:30 PM SGT
