Learn the important components for building an algorithmic trading system from scratch. This couse has been built for newbies using the easiest programming language called AFL – Amibroker Formula Language.
What you will learn?
This course will give you an overview of the critical components needed for your own algo trading system. This will give thought on pieces that will make you successful as indie automated trader to control your own destiny.
Goals: Who would benefit from this course?
Professionals – To understand the mechanics of standard implementations of the single asset and portfolio based trading strategies. Recognize pros and cons of various approaches to designing strategies and the common pitfalls encountered by algorithmic traders.
Algorithmic Traders – To recognize what works and what doesn’t in Rule Based Trading. Understand the statistical properties of strategies and Robust strategy validation procedures. Acquire hands on experience in Algotrading API’s, Algo Trading Workflow and improve methods to prevent overfitting.
Academics/Students – To gain familiarity with the broad area of algorithmic trading strategies. Master the underlying theory and mechanics behind the most common strategies. Acquire the understanding of principals and context necessary for new academic research into the large number of open questions in the area.
Topics Covered
1) Introduction to Algorithmic Trading. Pros and Cons in Algorithmic Trading.
2) Setting up your Algorithmic Trading Desk and Test Environment.
3) Understanding Trading Components (Amibroker, Datafeed, Trading Bridge/API’s)
4) Algorithm Selection Process (Trend Following, Mean Reversion, Seasonal, Pattern Based Trading)
5) Intraday Trading Systems Vs Positional Trading Systems.
6) Automating your Investment Strategies.
7) Introduction to Orderbook Dynamics and Type of Orders
8) Backtesting and Optimizing your trading systems
9) Understanding the Risk Metrics (Risk Adjusted Returns, Sharpe Ratio, Max Drawdown, Expectancy, K- Ratio, Skewness… Etc.)
10) Out of Sample and Monte Carlo Validation procedures to check the robustness of trading systems.
11) Filters and Timing.
12) Integrating Trading API’s with Decision support tool (Amibroker)
13) Realistic modelling of Transaction cost (Trading Commissions, Slippages, Taxes… Etc.)
14) Ways to control slippages while execution.
15) Understanding VAR and CVAR concepts.
16) Dynamic Position Sizing, Importance of Portfolio Protection Strategies and Automated Hedging.
17) Evaluating Implementation of Trailing Stops, Profit Booking and Partial Profit/Loss in your trading system.
18) Trading the Equity curve feedback.
19) Holding Period Analysis, Multi Timeframe Strategies
20) Ranking, Position Score and automating stock selection process.
21) Rotational Trading System Models and Non Linear Trading Models.
22) Avoiding Survivorship Bias, Data Snooping, Curve Fitting.
23) Trading System Health and Detecting System Breakdown.
24) Common errors encountered in Algorithmic Trading
25) Automating Effective Money Management Rules.
26) Building an End to End Fully Automated Trading System with minimal Supervision.
About the Mentor
Rajandran is a Full time trader and founder of Marketcalls, hugely interested in building timing models, algos , discretionary trading concepts and Trading Sentimental analysis. He now instructs users all over the world, from experienced traders ,professional traders to individual traders.
Rajandran attended college in the Chennai where he earned a BE in Electronics and Communications. Rajandran has a broad understanding of trading softwares like Amibroker, Ninjatrader, Esignal, Metastock, Motivewave, Market Analyst(Optuma),Metatrader,Tradingivew,Python and understands individual needs of traders and investors utilizing a wide range of methodologies.
Pre-Requisites
Knowledge about Futures and Options Trading Concepts, Basics of Technical Analysis. Basic knowledge about Amibroker (Technical analysis tool). Deeply passionate to learn Automated trading.
Frequently Asked Questions
Should I attend the programme?
The course is a practitioner-orientated professional course that will enhance the short-term and long-term career prospects of anyone working in (or looking to enter) Algorithmic Trading Strategies.
How long is the course?
The course has a total of 14 hours of live lectures and 24+ hours of recorded webinars on How to Design your own trading strategies using Amibroker.
How do I contact the Instructor post the course?
1 Year of Slack Access will be provided to our private trading community where we will be discussing about algo trading , trading strategies , trading
api and best practices.
What is the fee structure?
There is a 20% Early Bird Discount (Coupon code : ATSW2017) until Friday 12th November.
Where do I attend the course?
16th and 17th December 2017
Venue
Fortune Select Excalibur
Sohna Road, Sector 49
Gurgaon-122018
Ph : 91 – 124 -4577777
Timings
09.00a.m – 6p.m
Contact : 9611786519 / 9738383344
13th and 14th January 2018
Venue
Caspia Hotel(Premier Inn)
Opp IFB Campus, 3, ITPL Main Road
Bangalore – 560048
Ph : 080 4348 8888
Timings
09.00a.m – 6p.m
Contact : 9611786519 / 9738383344
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Will there be any demo provided in the workshop about how to place bracket orders automatically. I do have a strategy which is working good with intraday bracket orders.
Will be presenting couple of prototype strategies and yes bracket orders will be covered as well.
Which one is good Algo Trading or Investing. Im not sure whether i should do investing or Algo Trading?
Investing is a season to benefit only from upmove (timeframe and holding period is typically higher) whereas Algo trading/System based trading is to benefit from both the side of moves (timeframe and holding period is typically lower to medium). It is upto a trader to decide whether to do investing or algo trading based upon their risk profile and the underlying passion.
Hi Rajandran
It is great that you are organizing this Automated Trading System Workshop in Bangalore and Delhi.
Will it be held in Mumbai anytime soon ?
What is the difference between the AmiBroker training and Algo Training ?
would u be holding any of your programs in Chennai.
Next year we have plans to do one in Chennai as well.
Hello
Have you finalized a date for the Automated Trading system workshop in Chennai ? Would be interested to attend. Please notify me once you have scheduled.
Thanks
Karthik
I want to go under Training for the Zerodha Pi script writing to use it for my personal trading
Amibroker AFL Programming is much efficient than tradescript. Tradescript is good for simple scanners and simple strategies which doesnt cover most of the
basic traders requirement in most of the cases.
Hi Rajandran , i wanted to attend this workshop , however would request you to please reduce the price and make it affordable so that maximum number of people can join the same . At the moment it seems even more costly than a 5 days PMP workshop 🙂
Anyways This is not a PMP workshop! It is much more sensitive and suits serious traders and professionals who want to automate their trading ideas.
i am interested in learning about ami broker and its scanner options. is this workshop right for me?
Yes it will be covered. However more focus is provided on How to automate your trading strategies using Amibroker.
And all the participants will receive access to 40+ hours of Recorded Webinars on Amibroker Basics, AFL Programming and Advanced AFL Programming
which satisfies most of your requirement.
sir i am ca student ,currently iam doing full time trading ,in future i decided to become full time trader, i don’t no anything about programming ,how i can learn algo trading, please suggest me pre-requisites for learning algo trading
Yes the course is designed for Non-Programmers to do algo trading and how to understand the nuances in algo trading. Pre Requesite try to learn amibroker
If you are new to amibroker start here http://www.marketcalls.in/amibroker/start-amibroker-from-scratch-video-tutorials.html
Hi can you help me out I am planning to make an EA advisor for automated trading in nifty futures I am planning to use renko bricks. Can you tell me how it will recognise the chart in MT4 I basically want to know the symbol as a normal candle symbol is Nifty for Renku candle chart will it be also Nifty or Nifty M2 please let me know I would be very grateful thanks and regards
if learn the automated trading programming from you than you will be provided that application for trading.(programming based)
Yes we will be assisting you in setting up the Algo Trading.
Just enrolled myself for Bangalore Workshop.
I have used Rajandran’s indicators for automated trading. Can’t wait to meet him in person. 🙂
Sir PL add chande krollstop loss indicator in your library with formula and screenshot it will be very useful for us
When is the next batch in Gurgaon? I would like to join.