Learn at your own pace with over 50 lectures and more than 7.0 hours of content.
At the end of this course you will be able to:
- Analyze trading strategies by defining indicators, detecting signals they generate and outlining rules that go with them.
- Explore strategies based on simple moving averages SMA, moving averages convergence-divergence MACD, Bollinger Bands®, relative strength index RSI and statistical arbitrage through z-score.
- Compute main trading statistics such as net profit and loss to maximum drawdown ratio and equity curve.
- Calculate principal performance metrics such as annualized returns, standard deviation and Sharpe ratio.
- Estimate key risk management metrics such as maximum adverse excursion MAE, maximum favorable excursion MFE and Kelly ratio.
- Maximize historical risk adjusted performance by optimizing strategy parameters.
- Minimize historically optimized strategy over-fitting through walk forward analysis.
This course is best for you as:
- Student at any knowledge level who wants to learn the subject.
- Finance intern or analyst who desires to review main concepts and refine skills.
- Do-it-yourself investor who wishes to take educated investment decisions.
- It is NOT aimed at investors looking for “get rich quick” magic trading formulas.
The requirements for this course are:
- R statistical software is required. Downloading instructions included.
- RStudio Integrated Development Environment is recommended. Downloading instructions included.
- R script files provided with course.
- Familiarity with software is recommended.
Feel free to take a look at course curriculum here!