Data science for algorithmic trading 2022
What you'll learn
- Use numpy to do scientific calculation
- Use pandas to import and organize data
- Use Matplotlib to visualize data
- Use, create, understand mathematical model
- Machine learning for algorithmic trading
- Features Engineering
- Statistics for finance
- Create an easy-to-reuse backtesting universe
- Automatically take sales and buy positions
- Data import with a API
Requirements
- No knowledge required
- Programming knowledge in python is advantageous
- Statistics and algebra is a advantageous
Description
It is with pride that I offer this data science course for algorithmic trading. It is the fruit of several years of work in the field to truly understand all the subtleties of the world of quantitative finance.
Using libraries will allow you to do complex mathematical calculations applied to finance in just a few lines of code. We will see how to create an algorithm for trading from data import to automatic positions. You will create an algorithm that will yield more than 50% annually on the Nasdaq 100 using an algorithm.
In summary, we will study:
The numpy library to do scientific calculations
The pandas library organize and visualize data
The Matplotlib library to make powerful graphics
Features engineering
Linear regression for finance
Machine vector support
Decision tree
Random Forest
Apply and understand the Sharpe ratio
Apply and understand the Sortino ratio
Understanding the volatility of a stock market asset
Understand and create a backtesting universe that is easy to use
Backtest the strategy using the most know metrics in trading
How to choose the best features for Machine Learning models
The basics in python language to follow the course and to do your own projects after the course.
The basics in python language to follow the course and to do your own projects after the course.
Who this course is for:
- Everyone
Instructor
![Data World](data:image/svg+xml,%3Csvg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 64 64"%3E%3C/svg%3E){kind=avatar}
- 3.7 Instructor Rating
- 231 Reviews
- 29,728 Students
- 6 Courses
Passionné de datascience et de finance j'étudie ses deux disciplines de manière très régulière.
Autodidacte, j'ai appris grâce à des livres et à des formations. Cependant, le chemin était parfois semé d'embuches c'est pourquoi je veux à présent vous transmettre mes connaissances afin de pouvoir vous aider au mieux dans vôtre cursus d'apprentissage.
J'ai à mon actif une cinquantaine de projet dont plus de trente dans le trading et je suis le fondateur du site Data-World.