Premium CourseadvancedDec 2024 Updated

Algorithmic Trading in Python

Strategy Lifecycle

From Alpha Generation to Risk-Managed Execution. Master the lifecycle of an algorithmic strategy.

What you'll master

Explain the mechanics of Limit Order Books (LOB) and price formation

Implement various alpha signals (momentum, mean reversion, arbitrage)

Understand the impact of market frictions on signal decay

Prerequisites

basic programming fluency
comfort with technical self-study
willingness to complete implementation labs

Deep Dive

Market Microstructure & Signal Generation - Explain the mechanics of Limit Order Books (LOB) and price formation Backtesting & Strategy Evaluation - Design and implement a deterministic, event-driven backtester Execution & Risk Management - Master optimal execution algorithms (VWAP, TWAP, POV)

Final Deliverable

The Strategy Runner.