Course Running Time: 12 Hours 45 minutes
Goals: This course is for those who wish to
Professionals - Understand the mechanics of standard implementations of the single asset and portfolio based risk-premia trading strategies. Recognize pros and cons of various approaches to designing strategies and the common pitfalls encountered by algorithmic traders. Be able to devise new and improved algorithmic strategies.
Algorithmic Traders - Recognize the reasons commonly-used strategies work and when they don't. Understand the statistical properties of strategies and discern the mathematically proven from the empirical. Acquire and improve methods to prevent overfitting.
Academics/students - Gain familiarity with the broad area of algorithmic trading strategies. Master the underlying theory and mechanics behind the most common strategies. Acquire the understanding of principals and context necessary for new academic research into the large number of open questions in the area.