In this course, you’ll learn how to code trading strategies from the ground up. We’ll focus on building a strategy around one of the most widely-used technical indicators: the RSI. You’ll also discover how to combine multiple strategies to balance risk and reward using portfolio optimization techniques like Sortino optimization, minimum variance, and Mean-Variance Skewness Kurtosis optimization.
Once the strategies are created, we’ll analyzing key statistics like the Sortino ratio, drawdowns, and beta. We’ll also take the best algorithm into live trading.
This course covers the tools and techniques used by portfolio managers and professional traders alike, including:
– Implementing live trading
– Importing and analyzing data
– Backtesting strategies
– Understanding stock risks
– Long and short positions
Who Should Enroll:
– Finance students
– Finance professionals
– Data science professionals
– Data science students
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