AlgoTrading101 – PT101 Practical Python for Finance & Trading Masterclass

About Course:

PT101 Practical Python for Finance & Trading Masterclass

Chapter 1 > Here’s What You Are In For!

• Start AT101 or PT101?
• Start Why Code for Trading? The New Mindset – Trading Ideas and Concepts (Part 1)
• Start Why Code for Trading? The New Mindset – Trading Ideas and Concepts (Part 2)
• Start Why Code for Trading? The New Mindset – Trading Ideas and Concepts (Part 3)
• Start The Real Holy Grail of Trading
• Start The First Step – How To Start Your Journey?
• Start Simple vs Complex – Overview and Approach to Strategies in this Course
• Start Teaser Strategy: 1+3-3+1 Bond Futures Calendar Spread

Chapter 2 > Python Basics 1 – The First Step

• Start Why Python over other Programming Languages
• Start AlgoTrading101 Partners with Holistic Coding and Algo-Hunter
• Start Get the Snake – Installing Anaconda
• Start Using the Command Line
• Start Overview of our Research and Execution Tool – Jupyter Notebook
• Start What Snakes are these? Anaconda vs Python
• Start Fastest Way to Open Your Jupyter Notebook
• Start Download Code for Chapter 2
• Start The Basic Building Blocks – Variables and Expressions
• Start Know what You Can Do – Jupyter Notebook & Python Superpower List
• Start Copy Others’ Code – Python Libraries and Packages

Chapter 3 > No Data No Trading – Getting Some Basic Data In

• Start Download Code for Chapter 3
• Start Get Data from Quandl – Let’s Get Apple’s Stock Prices
• Start Quandl WIKI Database Limitations – Yahoo Finance to the Rescue
• Start Installing Library for Yahoo Finance API
• Start Retrieving Data from Yahoo Finance API – Just a One-Liner

Chapter 4 > Volatility Pairs Trading – Our First Strategy (A Teaser into Practical Pair Trading)

• Start 2 Behaviours – Correlation vs Cointegration
• Start Pair Trading – The Basic Cointegration Strategy (Part 1)
• Start Pair Trading – The Basic Cointegration Strategy (Part 2)
• Start Volatility Pairs Trading – Our Teaser Strategy (Intro)
• Start Volatility Pairs Trading – Check it with our Eyes! (Visual Backtesting) – Part 1
• Start Volatility Pairs Trading – Check it with our Eyes! (Visual Backtesting) – Part 2
• Start Longing, Shorting and Spreads
• Start Download Code for Chapter 4
• Start Volatility Pairs Trading – Preparing for the Statistical Backtest
• Start Volatility Pairs Trading – The Real Test! Running our Statistical Backtest (Part 1)
• Start Volatility Pairs Trading – The Real Test! Running our Statistical Backtest (Part 2)
• Start Volatility Pairs Trading – The Real Test! Running our Statistical Backtest (Part 3)
• Start Volatility Pairs Trading – The Real Test! Running our Statistical Backtest (Part 4)
• Start Volatility Pairs Trading – 10 Ideas to Level Up. Adapting to the Real-World

Chapter 5 > Python Basics 2 – Foundations

• Start Just so you don’t feel lost
• Start Running all Cells
• Start Download Code for Chapter 5
• Start Counting stuff in Python
• Start Variables contain different Types of Info – Data Types
• Start The Simplest Table (Lists of Values) + Datetime Management
• Start The Simplest Tables with Unchangeable Values – Tuples
• Start If A happens, do B – Conditional Statements
• Start Printing stuff – Formatting your texts and numbers
• Start Meaning behind String Symbols
• Start Do Something Many Times Using Code – For Loops
• Start Loops Practice 1 – Basic For Loops
• Start Do Something Many Times in a Different Way – While Loops
• Start Loops Practice 2 – Basic While Loops
• Start Looping Twice – Nested Loops
• Start Loops Practice 3 – Nested Loops
• Start If A then B, Many Times – Loops with Conditionals
• Start Loops Practice 4 – Conditional + Nested Loops
• Start Answers to Loops Practice 1 to 4
• Start Loops with some Control (Continue, Break and Pass)
• Start Loops Practice 5 – Calculating Stock Metrics
• Start Answers to Loops Practice 5
• Start For Loops without the Range Method
• Start When to use For vs While Loops
• Start Get Data from CSV and TXT
• Start Exporting dataframe to CSV
• Start Stuck at Programming? Self-Learning and Getting Help Guide
• Start Elegant Code vs Learning Trading

Chapter 6 > Strategy Design I – Differentiating Luck and Skill

• Start The Most Important Concept – Market Prudence
• Start Market Inefficiency Discovery vs Exploitation
• Start David vs Goliath – Can we outwit the Big Funds?
• Start Us vs Hedge Funds: Why We Dislike Trading on Lower Timeframes
• Start Outwitting the Masses – Second-Order Thinking
• Start How to Choose What Markets/Strategies to Trade
• Start Does this course suck? Or is it adding value to you?

Chapter 7 > Practical Statistics 101 – Making Sense of Key Figures

• Start Calculating Long Term Expected Payout of a Robot
• Start Statistical Significance and Law of Large Numbers – More is better
• Start What is an Abnormal Move – Understanding Standard Deviations
• Start Stock Returns Behaviour – Understanding Normal Distributions
• Start Minimum Sample Size and Application to Trading
• Start Cointegration Simplified
• Start Optional Readings on Statistics
• Start What are Correlation and Sensitivity/Regression
• Start The Real Role of Statistics in our Trading

Chapter 8 > A Library for Data Analysis – Pandas (Not the lazy animal!)

• Start Generating Random Numbers
• Start What is Pandas and Why Do We Need It?
• Start Download Code for Chapter 8
• Start Two Column Tables of Data – Dataframe (This one is important)
• Start Managing Dataframes – Editing our Tables
• Start Managing Dataframes 2 – Changing the Shape of our Dataframes
• Start Datetime Management – Adding Dates to Dataframes
• Start Pandas Exercise 1 – All You Need for Managing Dataframes
• Start Changing Dataframe’s Data Type
• Start Not-a-Number? Dealing with NaN and NaT
• Start Pandas Exercise 2 – Managing Non Numbers in your Data
• Start What is a Pandas Series?

Chapter 9 > Strategy Design II – Creating Alpha Out of Thin Air: The Magic of Synthetic Assets

• Start Introduction to Synthetic Assets – Why Does It Produce Alpha
• Start Types of Synthetic Assets – Hedging in Different Ways (Part 1)
• Start Types of Synthetic Assets – Hedging in Different Ways (Part 2)
• Start Moving Beyond Spreads – Spread^2 and Others
• Start Download Code for the Chapter
• Start Practice 1 (Questions) – Dollar-Hedged Structure
• Start Practice 1 (Answers) – Dollar-Hedged Structure (Part 1)
• Start Practice 1 (Answers) – Dollar-Hedged Structure (Part 2)
• Start Manipulating the Shapes of Structures using Multipliers
• Start Effect of Multipliers – Summary
• Start An Impossible Structure – One Ranging and One Trending
• Start Normalising the first value to 1
• Start Market-Hedging and Other Hedges

Chapter 10 > Practical Cointegration Trading Ideas

• Start 3 Cointegration Trading Ideas that we can Implement
• Start No-Code Trading Research Tools – Do Quick Research before Committing

Chapter 11 (Strategy) > Bond Futures Synthetic Structures – The Calendar Spreads I

• Start Bond Futures Calendar Spreads (Part 1) – One of the Most Stable Synthetic Asset – Introduction
• Start Bond Yields and Prices – They are Inverse!
• Start Bond Futures Calendar Spreads (Part 2) – Understanding the Fundamental Idea
• Start Finding Alpha in STIR Futures
• Start Download code for this chapter
• Start Code to download BAX data + 2 Coding tasks for you
• Start Downloading and Cleaning BAX Data
• Start Calculating and Plotting a Double Butterfly in Python (Part 1)
• Start Calculating and Plotting a Double Butterfly in Python (Part 2)
• Start The Easy Way – Charting STIR Futures Structures on Tradingview
• Start List of STIR Futures – Common and Less Common STIRs
• Start Opening a Interactive Brokers Demo account to Trade STIR Futures
• Start Using Interactive Brokers’ Booktrader (aka price ladder)
• Start Bond Futures Calendar Spreads (Part 3) – The Essence of the Strategy: Execution
• Start Bond Futures Calendar Spreads (Part 4) – The Source of Alpha: Level Up Your Execution
• Start Prepare for Battle – Set up your Interactive Brokers Layout (Part 1)
• Start Prepare for Battle – Set up your Interactive Brokers Layout (Part 2)
• Start Finding Your Asset in Interactive Brokers
• Start Mental Sums – Calculating Price of Double Butterfly from Booktraders
• Start Time for Battle! Demonstrating How to Execute a D.Butterfly (Part 1)
• Start Time for Battle! Demonstrating How to Execute a D.Butterfly (Part 2)

Chapter 12 (Strategy) > Bond Futures Synthetic Structures – The Calendar Spreads II

• Start New Weapon – Combination Order
• Start Demonstrating the new weapon – The Combination Order
• Start Understanding the Combination Order
• Start Bond Futures Calendar Spreads (Part 5) – Multi-Quarter Structures and Structures Equivalence
• Start A New Weapon – Finding Opportunities in the Term Structure (Part 1)
• Start A New Weapon – Finding Opportunities in the Term Structure (Part 2)
• Start Term Structure and STIR Pricing
• Start Bond Futures Calendar Spreads (Part 6) – Trading with the Drift
• Start Bond Futures Calendar Spreads (Part 7) – Strategy Difficulties and Risks
• Start Downloading and Storing BAX data in Bulk
• Start How much $ do you need for this strategy – Capital Requirements
• Start Bond Futures Calendar Spreads (Part 8) – Backtesting and other Considerations
• Start STIR Trade Sizing and Non-Entry/Exit System
• Start BAX End Note

Chapter 13 > Python Basics 3 – Functions and OOP

• Start Those who are good at Python can skip this chapter
• Start What are Functions – Our Little Factories
• Start Download Code
• Start User-Defined Functions – Learn to Code Your Own Factories!
• Start Functions Practice 1 – Questions
• Start Functions Practice 1 – Solutions (Part 1)
• Start Functions Practice 1 – Solutions (Part 2)
• Start What are Scripts – Simple Python file (Also: How to import your own code)
• Start Uses of Python Scripts vs Jupyter Notebooks
• Start Modules vs Libraries vs Packages – Understanding the Terminologies
• Start OOP Series – Object-Oriented Programming (OOP) Simplified. Objects store values and/or does stuff
• Start OOP Series – Difference between Classes and Objects
• Start OOP Series – Why do we need to learn OOP? Ans: We have no choice
• Start OOP Series – Object Variables: Storing Values (Part 1)
• Start OOP Series – Object Variables: Storing Values (Part 2)
• Start OOP Series – Object Functions: Doing stuff
• Start Objects Practice 1 – Object Variables (Questions + Solutions)
• Start Objects Practice 2 – Object Functions (Questions)
• Start Objects Practice 2 – Object Functions (Solutions) Part 1
• Start Objects Practice 2 – Object Functions (Solutions) Part 2
• Start Naming Conventions – How to name your classes, variables etc

Chapter 14 > Backtesting Theories – Our Aim and the Mistakes to Avoid

• Start What is Backtesting – Simplified
• Start The Aim of Backtesting – We are NOT trying to build the Ultimate Strategy
• Start 3 Big Mistakes of Backtesting – 1) Overfitting 2) Look-Ahead Bias 3) P-Hacking
• Start Solution to the 3 Big Mistakes in Backtesting