Backtest Quantitative Trading strategies from Scratch

Course Title: Building Your Own Backtesters with a 20 Year Data Set and Large Scale Simulation Studies

Course Instructor: Cemal Arıcan

Headline: Dive into Quantitative Trading - From Data to Strategy with Real-World Backtesting! 🚀

Course Description:

Are you ready to embark on a journey into the world of quantitative trading? Backtest Quantitative Trading Strategies from Scratch is not just another course on financial markets. It's a comprehensive, hands-on guide designed to take you from zero to hero in building your own backtesters and applying them to real-world trading scenarios.

What You'll Get:

• A 20-Year Dataset: Gain access to an extensive dataset containing over 30 million rows of trading data from the US stock markets, covering the period from 2001 to October 2021 at daily intervals.
• Step-by-Step Backtester Development: Learn how to construct your own backtester from scratch, understanding each component and its role in the process.
• Real Trading Strategies: Apply your backtester to two popular trading algorithms: Moving Average Cross Over strategy and Pairs trading.
• Mathematical Foundations: Get a brief but comprehensive introduction to time series analysis to grasp the mathematical concepts behind Pairs trading, including pairs unit root and cointegration.
• Large Scale Implementation: Explore how to scale your algorithms using pipelines for a stock universe and learn about the infrastructure needed for large-scale backtesting.
• Capstone Project: Take on a real-life, take-home assignment that simulates the kind of tasks you'd encounter at a trading firm, focusing on high frequency data. You'll need to sort, clean, and analyze your data before determining how to trade two instruments effectively.

Course Outline:

• Week 1-2: Introduction to Quantitative Trading and Data Acquisition

  • Understanding the market landscape
  • Setting up your development environment
  • Accessing and working with the provided dataset

• Week 3-4: Building Your Backtester

  • Core concepts of backtesting
  • Implementing a basic backtester structure
  • Ensuring data integrity and performance optimization

• Week 5-6: Trading Strategies Explained 📈 Moving Average Cross Over Strategy: Learn how to implement this classic trading signal. 🚀 Pairs Trading: Discover the dynamics of cointegrated instruments and how to exploit them in the market.

• Week 7-8: Mathematical Foundations of Pairs Trading 📊 Time Series Analysis: Get a grip on time series with key concepts like unit root and cointegration.

• Week 9-10: Scaling Up Your Algorithms 🛠️ Pipeline Implementation for Stock Universe: Dive into creating and managing large datasets efficiently.

• Week 11-12: Real-World Application and Final Project ⚓️ Capstone Project: A take-home assignment that challenges you to apply all the skills you've learned in a real trading scenario.

Why This Course? This course is tailored for both aspiring quantitative traders and seasoned professionals who wish to refine their backtesting capabilities. By the end of this course, you'll not only have a solid understanding of how to build and implement backtesters but also be able to apply this knowledge to real trading scenarios with large datasets.

🌟 Join us on this thrilling adventure into the world of quantitative trading and transform the way you approach financial markets! 🌟

Enroll now and take the first step towards mastering backtesting in quantitative trading! 📉🎉