In Quants & Algo
The Executive Programme in Algorithmic Trading (EPAT)
Advanced- English
- 0 Learners
- Validity: 180 days
-Course Highlights
- Duration – 6 months
- Specialization – Particular asset class and/or trading strategy through the project work under expert mentorship
- Online Delivery – A focused learning experience consisting of practical sessions conducted through web-meetings and virtual learning environment.
- Expert Faculty - The EPAT® faculty is an acclaimed team of subject matter experts (academicians and practitioners) like Dr. Ernest P. Chan, Dr. Euan Sinclair to name a few
- Student Portal – All relevant lecture notes, query forms, recorded lecture videos, assignments and supplementary readings are easily accessible through a personal account on the learning management system
- Certification – Assessment comprises of the assignments, quizzes, and attendance during the course in addition to the final exam at the nearest available centre. On successful completion, participants will receive a certificate from QuantInsti Quantitative Learning Pvt. Ltd.
- Industry Recognition - EPAT® is CPD(UK) Accredited and Recognized under FTS by IBF Singapore.
Introduction
The Executive Programme in Algorithmic Trading provides the most comprehensive training for professionals looking to grow or planning to start their careers in the field of Algorithmic and Quantitative Trading.
Started in 2010 with the aim to fulfil the pressing demands for highly specialized skill sets of a potentially lucrative domain, QuantInsti introduced virtual classrooms for its flagship EPAT course and has seen participation from all inhabited continents since then.
It focuses on inspiring traders towards a successful trading career, by focusing on derivatives, quantitative trading, electronic market making, trading related technology and risk management.
QuantInsti is also a proud member of CPD certification service, the leading independent CPD accreditation institution operating across industry sectors to complement the Continuing Professional Development policies of professional institutes and academic bodies.
Features
- Practical Exposure: Acquire the knowledge and learn the tools & techniques used by traders in the real world.
- Verified Certification: Verified certification with Prometric for EPATians provides an edge to your profession.
- Support: Dedicated Support Managers for each EPATian, a standalone 7-days support team for all your queries and guidance to ensure you gain the best from EPAT.
- Career Services: Our lifelong career services, job resources and guidance from market experts become available to you the moment the course starts and lasts throughout your professional career.
- Life-long learning - Access to an updated content (as per industry changes) for future reference for the participants.
- Alumni chapters - EPAT comes with access to the global community of Algo traders.
- Statistics & Econometrics
- Algorithmic & Quantitative Trading
- Financial Computing & Technology
EPAT Faculty
- Mr. Anil Yadav
- Mr. Brian Christopher
- Dr. Ernest P. Chan
- Mr. Eric Hamer
- Dr. Euan Sinclair
- Mr. Gaurav Raizada
- Dr. Hui Liu
- Mr. Ishan Shah
- Mr. Nitesh Khandelwal
- Mr. Nitin Aggarwal
- Mr. Prodipta Ghosh
- Mr. Rajib Ranjan Borah
- Dr. Thomas Starke
- Mr. Varun Divakar
- Mr. Vivek Krishnamoorthy
- Dr. Yves J. Hilpisch
What Will You Learn?
- Reshape the concept and knowledge of essential data available to develop trading algorithms and systems
- Create and implement trading strategies on different asset classes
- Perform back and forward testing
- Inspire traders towards a successful trading career by focussing on derivatives, quantitative trading, electronic market-making or trading related technology and risk management
Topics Covered
- Data Analysis and modelling in Python
- Time series analysis and statistical functions
- Stationarity of time series, Autoregressive Process
- ARIMA, ARCH and GARCH and Understanding volatility, Non-linearity of volatility, Gaussian Mixture Models
- Understanding of Equities Derivative market
- Different types of Momentum (Time-series & Cross-sectional)
- Trend following strategies and Statistical Arbitrage Trading strategy modelling with Python
- Arbitrage, market making and asset allocation strategies using ETFs
- Decision Trees and Supervised learning algorithms
- Confusion Matrix framework for monitoring algorithm’s performance
- Model Cross-Validation techniques and variable selection
- Logistic Regression to predict the conditional probability of the market direction
- Strategy building using Principal Component Analysis
- Linear Discriminant Analysis for linear combinations
- System Architecture of an automated trading system and Infrastructure (hardware, physical, network, etc.) requirements
- Understanding the business environment (including the regulatory environment, financials, business insights, etc.) for setting up an Algorithmic Trading desk
- Evaluating portfolio & strategy performance
- Risk Management: Sources of risk, risk limits, risk evaluation & mitigation, risk control systems
- Options Pricing Models: Conceptual understanding and application to different strategies & asset classes
- Implied volatility, smile, skew and forward volatility
- Order book concepts and Market Microstructure
- Quantitative Strategy modelling
- Random Walk Model
- Various asset pricing models including Capital Asset Pricing Model and Three-Factor model
- Using Excel for back-testing and optimization
- Hands-on on various backtesting and trading platforms
Intended Participants
The Executive Programme in Algorithmic Trading (EPAT) is designed strategically to accept participants with high intellectual curiosity possessing strong interest in finance and have analytical skills. Although there is no specific degree requirement most participants joining the program belong to various quantitative disciplines such as mathematics, statistics, physical sciences, engineering, operational research, computer science, finance or economics. Participants from other disciplines should be familiar with calculus, spreadsheets and computational problem solving, if they wish to pursue EPAT.
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Next batch details will be updated soon. Please check this space after a few days.
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