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Table of Contents
1.
2.
Syllabus .......................................................................................................................... 2
Unit 1.
Unit 2.
Unit 3.
Understanding the market structure and the forces that drive prices .......................................... 3
Unit 4.
Unit 5.
Unit 6.
Unit 7.
Unit 8.
Unit 9.
How to research, design, test, and trade effective strategies in any market
How to develop new robust trading ideas through advanced market analysis
How to transform your ideas into profitable automated trading strategies
When to start trading and when to stop and lock in your gains
How to avoid the three biggest pitfalls of live trading
Why one universal strategy is the most dangerous myth of trading
Advanced techniques for back testing, optimization, and proper risk management
Plus, you'll also master the essential programming skills you need to code your strategies and put them to
work immediately
2. Syllabus
Unit 1. Spotting the sources for technical trading ideas
UNIT 1
Students will develop strong analytical skills for information search, classification, and filtering.
Key Knowledge
Key Skills
UNIT 2
Students will adopt their analytical skills to recognize and understand the key non-price based
trading ideas heavily used by various market participants.
Key Knowledge
Key Skills
Page | 2
Internet search.
Processing large amounts of information.
Relevance analysis.
Classification and ranking.
Critical assessment of received information.
Ability to work with controversial data.
Unit 3. Understanding the market structure and the forces that drive prices
UNIT 3
Students will further develop their analytical skills in information classification and analysis in order
gain a deeper understanding of market structure and its impact on price fluctuations.
Key Knowledge
Key Skills
Internet search.
Processing large amounts of information.
Relevance analysis.
Ability to work with controversial data.
Ability to work with heterogeneous information.
Ability to make summarized conclusions based on
heterogeneous information.
UNIT 4
Unit 4. Understanding market processes and their relationships with technical trading,
macroeconomics and news
Students will learn how to connect technical trading ideas with fundamental market analysis and
behavioral analysis of key market participants, and learn fundamental trading algorithms as well as
their implementation in code.
Key Knowledge
Key Skills
Relationship analysis.
Dependencies analysis.
Hidden dependencies analysis.
Algorithmic thinking.
UNIT 5
Key Skills
Page | 3
General programming.
Algorithm design.
Meanings of technical indicators.
Practical applicability of technical
indicators.
Relationship analysis.
Dependencies analysis.
Algorithmic thinking.
Translating ideas from language into algorithms.
UNIT 6
Key Skills
Relationship analysis.
Dependencies analysis.
Algorithmic thinking.
Analysis of trading systems design.
UNIT 7
Students will discuss and understand overlooked factors in liquid markets, and how they can be
exploited by using directional trading systems.
Key Knowledge
Key Skills
Market analysis.
Ability to work with heterogeneous information.
Behavioral analysis.
Performing seasonality research using available
instruments.
UNIT 8
Using live examples, students will learn the theoretical foundations of backtesting to systematically
discover stable clusters of parameters using optimization algorithms. Students will prove their ability
to follow best practices and implement theoretical models.
Key Knowledge
Key Skills
Page | 4
UNIT 9
Students will learn methods for reducing computing time spent on backtesting and optimization by
means of genetic algorithms, and also alternate uses for standard optimization reports.
Key Knowledge
Key Skills
UNIT 10
Students will develop the analytical skills necessary to assess the robustness of trading systems.
Key Knowledge
Key Skills
Criteria of robustness.
Advanced statistical analysis.
Advanced stability analysis.
UNIT 11
Key Skills
Page | 5
Dependencies analysis.
Unit 12. Using variations of the same strategy for risk diversification
UNIT 12
Students will learn advanced approaches to risk diversification and reduction using concurrently
running trading strategy variations
Key Knowledge
Key Skills
Risk diversification.
Risk assessment.
Main and auxiliary parameters in a trading
strategy.
Best practices for "best candidates"
selection.
UNIT 13
Students will learn money management techniques and their applicability to individual instruments
and portfolios.
Key Knowledge
Key Skills
Risk assessment.
Relevance analysis.
Managing risk profile.
UNIT 14
Key Skills
Page | 6
atassn.com
Algorithmic Traders Association
CFTC RULE 4.41 HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT
REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN
MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF
HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.
Trading performance displayed herein is hypothetical. Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made
that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results
subsequently achieved by any particular trading program. One of the limitations of hypothetical performance trading results is that they are generally prepared with the benefit of hindsight. In
addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability
to withstand losses or to adhere to a particular trading program in spite of trading losses is material points which can also adversely affect actual trading results. There are numerous other
factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and
all of which can adversely affect actual trading results. The Algorithmic Traders Association is neither a registered Investment Advisor nor a Broker/Dealer. Readers are advised that all
information is issued solely for informational purposes and is not to be construed as an offer to sell or the solicitation of an offer to buy, nor is it to be construed as a recommendation to buy,
hold or sell (short or otherwise) any currency, future, equity, option or any other asset.
The risk of loss in trading can be substantial. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition. If you purchase or sell Equities,
Futures, Currencies or Options you may sustain a total loss of the initial margin funds and any additional funds that you deposit with your broker to establish or maintain your position. If the
market moves against your position, you may be called upon by your broker to deposit a substantial amount of additional margin funds, on short notice in order to maintain your position. If you
do not provide the required funds within the prescribed time, your position may be liquidated at a loss, and you may be liable for any resulting deficit in your account. Under certain market
conditions, you may find it difficult or impossible to liquidate a position. This can occur, for example, when the market makes a limit move. The placement of contingent orders by you, such as a
stop-loss or stop-limit order, will not necessarily limit your losses to the intended amounts, since market conditions may make it impossible to execute such orders.
2015 Algorithmic Traders Association