Algorithmic Trading & Quantitative Finance (Live project)
I’m Sayantam Datta. I'm a Data Scientist at a FinTech company.
In this live project, you will work with me to execute algo trading strategies using Python. To build the hypothesis, you will do quant research to explore price movement relationship between different instruments on the basis of certain metrics.
To guide you in the project, I will also teach basics of quant finance, python and machine learning through live classes along with assignments of quant research. I will personally help you understand the fundamentals, complete the project and prepare for quant interviews.
- Classes on Finance and Data science concepts
- 1 Live Project on Quant Research and Algo Trading
- Mentorship and interview preparation for quantitative finance jobs
- Project Certificate
- 100% money-back guarantee within 7 days
Statistics and Python with a focus on quant finance jobs.
Statistics: Distributions, law of large numbers, central limit theorem etc.
Python: Basic python data structures, some pandas operations, vectorization etc.
Basics of financial products: stocks, futures, options.
Pricing of option using binomial tree method, greeks, Implied Volatility
Black Scholes model
Trading model of different horizons(HFT, MFT, LFT), mean reversion and momentum strategies
Machine learning: Regression , Classification basics, Linear regression maths, logistic regression maths, neural networks, activation function etc.
Time series modeling: stationary time series, basics of arima model.
Live Project review (Project will be introduced in earlier classes and progress discussed every week)
Interview preparation: Puzzles, Algorithms and other quant questions.
Resume review and profile building for quant finance roles
Quant research to explore price movement relationship between different instruments on the basis of factors like price movement of other stocks and Implied Volatility of Options.
You will further execute the trading hypothesis using historical market data on Python.
I’m Sayantam Datta. I'm a Data Scientist at Innoplexus before which I did a Masters in Computational Finance in Europe and Bachelors from IIT Bombay.
From getting a 40 lac MS scholarship to working directly with the Ex-Director of Deutsche Bank on algo trading, I have built a strong profile in quantitative finance. I’m passionate about using my learning experience to help others learn and build their career.
What you'll learn
- Quant Finance, Statistics, Python and Machine learning
- Basics of algorithmic trading
- Application of data science in trading
- Prepare for quant interviews
- How to do quant research and execute algo trading strategies through a live project
Who should apply
Those who want to start a career in quantitative finance or gain practical knowledge about algo trading and applications of data science in finance.
This live project will give you an advantage while applying for jobs like Quant Researcher, Analyst, Trader at FinTech companies.
Applicants are expected to be either pursuing or have completed a program in engineering, finance or science. Knowledge of Python or Finance is not a necessity.
In a week, 2 hours in class and 8 hours outside class