New course!! Building Python algo trading system with Bitcoin an crypto currency focus

More details will follow on how to get access with dates of the live bootcamp editions. Note that the total number of videos in between 3-4 hrs.

Remember this is the first draft of this:

COURSE NAME – Cryptocurrency and Algo Trading Infrastructure with Python: A Practical tutorial for Python developers

Sub-title – Discover the secrets behind trading infrastructure components, high speed in-memory NOSQL database options, cryptocurrency exchanges and simple technical indicators, and more. And use the same techniques in your Python code.

AUTHOR NAME – Bryan Downing

DURATION –

OVERVIEW – As Bitcoin ruled the financial news cycle in recent times, many have had a peak interest in cyrpto currency along with systematic trading. There are many advanced trading research techniques including machine learning, AI, or quant. This course was created for the ‘newbie’ who has a basic understand in popular programming languages but easy to learn such as Python. A focus of technical analysis was chosen since it is popular among retail traders. It is also seems to offer more predictable results as opposed to harder to learn concepts such as quant or machine learning. In essence, a simpler with more effective techniques were purposely chosen to get someone with basic programming knowledge (eg. Python) to get ramped up faster! It is very hopeful any student will become more confident in their capabilities to complete this without the unnecessary complexities that usually hold back their success.

TARGET AUDIENCE – Python programmers (including data scientists etc.) who want to understand algo techniques and apply them into a primitive automated trading system. Pro or Retail traders who have an interest in learning the basics of Python and systematic trading.

KEY FEATURES

• Infrastructure modern component implementation fo an algo trading system

• Basic coverage of crypto currency Python packages and crypto currency exchanges

• Technical analysis library package use for strategy idea development

APPROACH –

Videos and sample Python source code scripts are made available at time of presentation. Note that scripts are meant to to be small and simple for easiest consumption. Advanced techniques are stripped out to ensure completion of this course. This can be used as a launching to pad to understand the components of a primitive algo trading system In short, it is devised in a way to get you up and running as quickly as possible.

WHAT WILL YOU LEARN

• The major components in any trading system

• Broker and asset class options

• How crypto currency (e.g. Bitcoin) has becomes a hotbed of profit potential

• Strategy coding basics to help in analyzing using popular techncial analysis techniques

• All software mentioned is open and source with the exception of ChartDirector which is used for visualization.

ABOUT THE AUTHOR –

SUMMARY OF CONTENT

1. Why Python for my algos and automated trading? Which tools for development? Why Python over other programming languages?

2. Intro to NOSQL for highest performance in your systematic/algo/automated trading

3. Crypto Currency Exchange Overview and Python CCXT Package

4. Crypto Idea strategy generation using forward looking data as similar to financial institutions who analyze and trade popular alt coins including Bitcoin

5. Read exchange data with flat files

6. Pretty trading charts with ChartDirector

7. Using TA-Lib like package popular technical analysis for strategy development
   

COURSE ROADMAP

SECTION 1 – Programming Language Overview

SECTION DURATION – 28 minutes

SECTION DESCRIPTION – Covers pros and cons of each language you may come across on your journey with algo/automated trading. I also ist items you will need to consider when you want do live trading as well using correct concepts of High Frequency Trading (HFT) I cover 5 languages including:

• R
• Python
• Java
• C#/.NET
• C and C++
• MATLAB

SECTION 2 – Python tools and methodology

SECTION DURATION – 43 minutes

SECTION DESCRIPTION – Covers all elements of Python 2 vs 3 including a high level of ‘HelloWorld’ example. Also covers from a newbie’s POV on non essential Jypter and Machine Learning packages.

• Python 2 vs 3
• PIP the package manager
• Python install options on operating systems
• Tools like popular editors/IDEs e.g. Sublime
• Simple Debugging techniques
• Very high level concepts of popular machine learning frameworks and Juptyr use cases

SECTION 3 – Options to Capture Market Data

SECTION DURATION – 28 minute

SECTION DESCRIPTION –Different options for market data including free vs paid

• IEX and IQFeed
• LMAX and Interactive Brokers broker overview options
• Dukascopy Forex.CFD broker Duka Python Package
• Intro to JForex platform to create CSV using Java example

SECTION 4 – How to create Pandas dataframe to manipulate data

SECTION DURATION – 10 minutes

SECTION DESCRIPTION – Simple Python script that does the following

• Read a comma separated value file (CSV)
• Apply statistical calculation and manipulate rows
• Export data to CSV or Excel format

SECTION 5 – Demo technical analysis indicator functions

SECTION DURATION – 7 minutes

SECTION DESCRIPTION – As the original TA-LIB can be complicated to build yet along with the buggy TA-Lib Python package, there was another alternative that came up. A much simpler approach with the popular TA-LIB shows a simpler demo of running various indicators. These examples include:

• Bollinger Band
• Exponential Moving Average
• Standard Deviation
• Relative Strength Indicator

SECTION 6 – Redis NOSQL Overview and Sample

SECTION DURATION – 30 minutes

SECTION DESCRIPTION –NOSQL Database of choice

• Why this is used
• Open source and benchmarks
• Compared against popular open source HFT project
• Server and client edition
• Python code demos

SECTION 7 – Funding Crypto Currency account

SECTION DURATION – 6 minute

SECTION DESCRIPTION –Options to cover to fund via bank credit card or use an anonymous credit card. Note that these option can be removed, invalid, or change without notification.

• Different credit card option sources
• Why banks block funding crypto currency via credit card
• Round about way to fund anonymously via credit

SECTION 9 – Crypto Currency Outlook and CCXT Python Package overview

SECTION DURATION – 20 minute

SECTION DESCRIPTION –Over of Python package working examples with no registration needed for popular exchanges

• Intro to CoinMarket.com to depend on volume
• Reliable exchanges at time of recording
• Advantages of Pyrhon option vs web programming languages
• Examples of CCXT Python Package

SECTION 10 – Crypto Currency trading idea with forward looking data tips for your strategy idea

Crypto Currency trading idea with forward looking data for your strategy

SECTION DURATION – 11 minutes

SECTION DESCRIPTION –This is a set of ideas where you can use forward looking data to see how institutions gauge Bitcoin. These include:.

• NVT Ratio
• Futures and Options market
• COT reports
• Use of CoinMarketCap.com

SECTION 11– Intro to ChartDirector for Python

SECTION DURATION – 19 minutes

SECTION DESCRIPTION –This is an overall demo of features and how to install commercial ChartDirector for Python.

• How to install on Mac or Linux/Unix like systems
• Advantages over other open source Python packages like Matplotlib or Seaborn
• Benefits of ChartDirector
• Hints of Developing Interactive Self Standalone chart with potential live charting
• Note that charts are generated via operating platform console terminal

This will vary on a product or Python package basiss. This example is relatively basic.

Minimum Hardware Requirements

For successful completion of this course, students will require computer systems with at least the following:

• OS: Any
• Processor: Minimal
• Memory: 2 GB but may need 4+ GB if you to choose to install VirtualBox with Ubuntu Linux
• Storage: Minimal

Recommended Hardware Requirements

For an optimal experience with hands-on labs and other practical activities, we recommend the following configuration:

• OS: In order of preference of MacOS, Linux (e.g. Ubuntu), and Windows
• Processor: Any
• Memory: 2 GB but may need more 4 GB if you to choose install VirtualBox with Ubuntu Linux
• Storage: 12 GB

Software Requirements

• Operating system: See above
• Browser: Any
• Python 2.7 but prefer 3.x.
• Sublime

Links and installation are provided in video module as required.

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!