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Algorithmic Trading Week 1

This document provides an overview of an algorithmic trading course at UCLA. The course will teach students how to program trading strategies and test them to generate profits. Each week will cover a finance topic and how to code it in Python. The goals are to help students understand financial data, learn programming, explore algorithms on their own, and potentially break into the industry. Course material will draw from economics, statistics, and computer science courses to apply theories to market applications like equities and FX trading.

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290 views9 pages

Algorithmic Trading Week 1

This document provides an overview of an algorithmic trading course at UCLA. The course will teach students how to program trading strategies and test them to generate profits. Each week will cover a finance topic and how to code it in Python. The goals are to help students understand financial data, learn programming, explore algorithms on their own, and potentially break into the industry. Course material will draw from economics, statistics, and computer science courses to apply theories to market applications like equities and FX trading.

Uploaded by

deathslayer112
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPTX, PDF, TXT or read online on Scribd
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ALGORITHMIC

TRADING @ UCLA
WEEK 1
OVERVIEW

• What is Algo
Trading?
• Who we are &
what we are about
• Expectations
• Education
• Requirements
• Have Fun!
WHAT IS ALGORITHMIC
TRADING?
• You are programming a set of instructions to automate
the trading process, based on a set of conditions.
• With that being said, the main aim of it is to well…
make profit!
• To do this successfully, one needs to understand how to
program and have market intuitions.
• You come up with a strategy and test if it can make
money.
• If yes….. RETIRE
• If no…. Write an academic paper on it.
WHAT WE ARE ABOUT

• School is very good with theory, but somewhat lacking in


application.
• In particular, we couldn’t find many opportunities in regards to the
field of quant work, quantitative trading, algorithmic trading, real
world cases, and participating in competitions in the area.
• So we decided to teach ourselves and other students who would
be interested
• In particular, we are trying to combine the theories and
methodologies learned in class to applications in the market such
as: equities, futures, FX….
EXPECTATIONS
• We want to help students understand financial data
and learn to program
• Empower them with the skills, passion, and enthusiasm
to explore on their own and test out different algorithms
• Help students break into industry or program on their
own
• Create a community, where students can find others
interested and help each other out.
HOW ARE WE GONNA
DO THIS
• Each week we will be teaching about a topic and subject in finance
• We will be showing how to code in Python
• We will be encouraging others to follow suit
• NO TESTS OR QUIZES
• First half to be lecturing on theory the other half will be code it yourself
project
WHY PYTHON?
• Popularity
• Machine Learning Libraries
• Highly Demanded in Industry
• Comparatively Easy to learn
• Use in trading competitions
• You can use it for live trading by using Broker API’s
• Implement backtests in Quantopian, Quanconnect, or
in house
COURSE REFERENCING
• The topics we will be covering will borrow material learned
from different coursework:

• Economics – Economic Intuition, Framework, and


Understanding
• 103: Econometrics (data analysis)
• 144: Economic Forecasting (time series)
• 123: FX Forecasting
• 147: 106F,
• Statistics: 100A, 101A, 101C, 102B, 131, 183
• PIC: 16
• CS: 180, M146

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