Module 1 Backtesting
Backtesting
Unit 1 Back-testing trading models with evaluating point forecasts
Module 2 Measurement
Measurement
Unit 1 Executing and monitoring high frequency trading with market aggressiveness selection
Unit 2 Market impact costs
Unit 3 Maximum number of intraday Sharpe ratio
Unit 4 Measuring credit and Counterparty risk
Unit 5 Measuring credit and Counterparty risk
Unit 6 Measuring Market Risk with Risk Management
Unit 7 Information based impact
Unit 8 Performance attribution also known as benchmarking
Unit 9 Profitability in limit orders
Unit 10 Portfolio optimization in the presence of transaction costs
Unit 11 Sharpe ratio from Chapter 5
Module 3 Simpler Algo
Simpler Algo
Unit 1 Simple returns, log return, and average returns
Unit 2 Skewness, Kurtosis (fat tail analysis), Volatility is variance of log or simple returns
Unit 3 Periodic or simple rate of return
Price: $47.00
Quant Algorithm Course with Backtesting and Measurement
Quant Algorithm Course with Backtesting and Measurement
Module 1 | Backtesting |
---|---|
Backtesting | |
Unit 1 | Back-testing trading models with evaluating point forecasts |
Module 2 | Measurement |
Measurement | |
Unit 1 | Executing and monitoring high frequency trading with market aggressiveness selection |
Unit 2 | Market impact costs |
Unit 3 | Maximum number of intraday Sharpe ratio |
Unit 4 | Measuring credit and Counterparty risk |
Unit 5 | Measuring credit and Counterparty risk |
Unit 6 | Measuring Market Risk with Risk Management |
Unit 7 | Information based impact |
Unit 8 | Performance attribution also known as benchmarking |
Unit 9 | Profitability in limit orders |
Unit 10 | Portfolio optimization in the presence of transaction costs |
Unit 11 | Sharpe ratio from Chapter 5 |
Module 3 | Simpler Algo |
Simpler Algo | |
Unit 1 | Simple returns, log return, and average returns |
Unit 2 | Skewness, Kurtosis (fat tail analysis), Volatility is variance of log or simple returns |
Unit 3 | Periodic or simple rate of return |