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Course Outline

Introduction

Core Concepts of Algorithmic Trading

  • Defining algorithmic trading
  • Markets and trading mechanics
  • Textual data and analysis

Python, R, and Stata in Trading

  • Stock trading applications
  • Bond trading applications
  • Investment analysis

Setting Up the Development Environment

  • Installing Quandl
  • Installing quantmod
  • Installing and configuring Stata

Algorithmic Trading with Python

  • Importing data
  • Using Quandl
  • Working with financial data
  • Creating databases for financial data

Algorithmic Trading with R

  • Importing data
  • Using quantmod
  • Working with regressions

Algorithmic Trading with Stata

  • Importing and cleaning data
  • Testing strategies
  • Working with regressions

Summary and Conclusion

Requirements

  • Experience with R
  • Experience with Python

Audience

  • Business Analysts
 14 Hours

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