Thic course contains:
Python Algo Indie Trading Business Course Infrastructure Building Blocks. This is tgetting started before we get into the trading strategies. First two modules focus on intro to programming languages with a deep discussion on resources to learn Python. I also introduce necessary building blocks including database, charting, Interactive Brokers, etc.
Note: This is where the 3 phases are for pair trading/arbitrage, futures/options, and FX macro.
| Module 1 | Programming Language Overview Pros and Cons |
|---|---|
| Unit 1 | Popular Programming Language Overview for Algos and Automated Trading |
| Module 2 | Why Python? Introductory Programming Resources and Environment |
| Unit 1 | Why Python for my algos and automated trading |
| Unit 2 | Setting up your Python environment |
| Unit 3 | Why Python Introductory Programming Resources and Environment video and material |
| Module 3 | Intro overview of MongoDB open source NOSQL database |
| Unit 1 | Intro overview of MongoDB open source NOSQL database |
| Module 4 | OPTIONAL Intro to Redis for highest performance in your algo trading |
| Unit 1 | OPTIONAL Intro to Redis for highest performance in your algo trading |
| Module 5 | Interfacing with Interactive Brokers TWS with Python and other demos |
| Unit 1 | Interfacing with Interactive Brokers TWS with Python and other demos |
| Module 6 | Market Data Source with Yahoo Finance |
| Unit 1 | Market Data Source with Yahoo Finance |
| Module 7 | Pretty trading charts with Matplotlib and PyQtChart |
| Unit 1 | Pretty trading charts with Matplotlib and PyQtChart |
| Module 8 | GUI Front End Customization with Qt Designer |
| Unit 1 | GUI Front End Customization with Qt Designer |
| Module 9 | Python Algo Indie Trading Business Course Phase 1 Arbitrage Pair Trading with Equities |
| Unit 1 | Europe government data |
| Unit 2 | US Fed FRED government data |
| Unit 3 | Hot Market Sector Scanning Source Code Walkthrough |
| Unit 4 | Pick Long and Short Pair source code walkthrough |
| Unit 5 | Initial demo of a technical analysis automated trading Python script |
| Unit 6 | Statistics in trading |
| Unit 7 | Position Management |
| Unit 8 | Source code walkthrough for R squared and implied volatility |
| Unit 9 | Kelly Criterion |
| Module 10 | Python Algo Indie Trading Business Course Phase 2 Options/Futures for Commodities |
| Unit 1 | History and Introduction to Futures/Options Algorithms |
| Unit 2 | Options Future Equation class library with Test Client |
| Unit 3 | Example of conversion for Treasury Bond Eurodollar and Foreign currency like Euro |
| Unit 4 | More Treasury bond and Eurodollar pricing change calculation examples |
| Unit 5 | Simple profit loss example of US dollar and Euro movement in future contract |
| Unit 6 | Demand for storage |
| Unit 7 | Intertemporal commodity pricing storage and how it affects a market |
| Unit 8 | Inter-temporal pricing theory detail |
| Unit 9 | Eaxmples of Cost of carry model, Interest rate parity, Eurodollar and Yen, |
| Unit 10 | Notes on yield curve |
| Unit 11 | Notes on random walk theory and Purchasing Power Parity |
| Unit 12 | Intro to hedging |
| Unit 13 | More hedging and optimal hedge |
| Unit 14 | Optimal Hedging |
| Unit 15 | Options on futures |
| Unit 16 | Options examples continue |
| Unit 17 | Additional Options concepts with comparison to Futures |
| Unit 18 | Option pricing more examples |
| Unit 19 | Call put parity |
| Unit 20 | Options trades |
| Unit 21 | Black Scholes option pricing with volatility defined |
| Unit 22 | Black Scholes continued with Delta Effect |
| Unit 23 | Hedging options |
| Unit 24 | Option Trading Example vs Future |
| Module 11 | C++ Python Futures Options Strategy |
| There are no units in this module. | |