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ArthaQuant

Learn algotrading

A free course in twelve lessons, from your first data feed to execution algorithms. Lessons are being recorded now.

Traders shouting and signalling with raised hands in the crowded wheat pit of the Chicago Board of Trade, 1920
The wheat pit, Chicago Board of Trade, 1920

Beginner

What an algorithm is, the data it eats, and your first working setup.

  1. Introduction to algorithmic trading

    What an algorithm actually does, the common families of strategies, and what it takes to run your first one.

    Recording

  2. Market data and order types

    Bars, ticks and order books; market, limit and stop orders; and how each one changes what your strategy really gets.

    Recording

  3. Python for trading: getting set up

    A clean Python environment for research, the libraries worth knowing, and your first connection to a data source.

    Recording

  4. Technical indicators, honestly

    Moving averages, RSI and MACD: what they measure, and why most indicator rules fail once costs are counted.

    Recording

Intermediate

Backtesting properly, managing risk, and the two big strategy families.

  1. Build your first backtest engine

    Event-driven versus vectorised backtests, look-ahead bias, and the pitfalls that make results look better than they are.

    Recording

  2. Risk management fundamentals

    Position sizing, stops, portfolio heat and drawdown limits: the parts that keep you in the game.

    Recording

  3. Mean reversion in depth

    Pairs trading, basic statistical arbitrage and band systems, and how to tell reversion from a trend that has just begun.

    Recording

  4. Momentum strategy development

    Lookback windows, ranking, and portfolio construction for momentum strategies across stocks and futures.

    Recording

Advanced

Machine learning, latency, options and execution, without fooling yourself.

  1. Machine learning without fooling yourself

    Feature engineering, purged cross-validation and the many ways financial ML overfits.

    Recording

  2. Low-latency system architecture

    Where latency comes from, what co-location buys you, and when speed is the wrong problem to solve.

    Recording

  3. Options greeks and volatility

    Pricing, the greeks and volatility surfaces, and how delta-neutral and volatility strategies are built.

    Recording

  4. Execution algorithms and microstructure

    TWAP, VWAP and implementation shortfall, and how to trade size without moving the market against you.

    Recording

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