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Algo-trading, Theory and Practice [e-Learning]

Date:

14 Nov, 16 Nov, 21 Nov 2022 | 9am-5pm | Online

9 Dec, 16 Dec, 23 Dec 2022 | 9am-5pm | Online

Duration: 3 Days

Course Overview

Building wealth is one of the key priorities that every individual wants to accomplish. However, only a few have sufficient knowledge to successfully build it. It is essential to protect one’s wealth especially in uncertain times like today where the stock markets have experienced a huge drop due to recent uncertain times.

This course provides the participants with ample knowledge in the field of investing and what principles to follow in order to protect and generate wealth sustainably. Participants will learn the best practices in Algo trading and Wealth management.

With the evolution of technology, Algotrading became much more popular and is now used by many financial institutions and retail traders for making trading decisions. Algotrading has numerous benefits over manual trading including the elimination of human emotions and fast computation. However, it requires rigorous backtesting to develop a strategy that follows good practices and is not overfitted.

This course will provide an insight into how more robust algorithm trading models can be developed to generate higher risk-weighted returns.

The module is part of NUS FinTech SG Programme

Topics

  • Trading Concepts
    • Financial Markets
    • Exchange Terminology
    • Orders and Orders Matching
    • Leverage
    • Predictions
    • Introduction to Technical Analysis / Fundamental Analysis/ Machine Learning
  • Steps for Investing / Trading (IDMR)
  • APIs and Platforms ( investing.com, yahoo finance, google finance, Tradingview)
  • Drawbacks of Manual Trading
  • Quick Introduction
    • Algotrading
    • Python (Libraries: NumPy, pandas)
    • Atom / Jupyter Notebook /IDLE
    • Quantconnect
  • Fundamentals of Developing Strategies
    • BASS (Beta, Alpha, Std dev, Sharpe)
    • Correlation
    • Risk Reward Ratios
    • Rebalancing
  • Moving Average (MA) Example
  • Developing MA Strategy (Hands-On)
  • Diversification and Risk Management in Algotrading
    • Other Ratios – Sortino and More.
    • Volatility Target
    • Indicators as Variables
    • Trends
    • Portfolio weightage
  • Designing a diversified Portfolio

Who Should Attend

Students/Professionals who want to learn about Financial Markets and Algotrading

Prerequisites

1. Interest in Financial Markets
2. Ability to learn new concepts and programming language (python)

Course Convener

(Click their photos to view their short biographies)

eeeee Shashank Shekhar Tripathi

Mr Shashank Shekhar TripathiMr Shashank Shekhar Tripathi

Course Fees

International Students
Singapore Citizens and Permanent Residents
SkillsFuture Mid-Career Enhanced Subsidy (Singapore Citizens aged 40 and above)
Enhanced Training Support for SMEs
Total Nett Course Fee Payable, including GST, after additional funding from the various funding schemes
Participants must fulfill at least 75% attendance and pass all assessment components to be eligible for SSG funding.

To enquire, email soc-ace@nus.edu.sg

To register, click Register

For members of public and NUS Alumnus (without R&G Voucher), please follow the steps below:
Select Short Course / Modular Course -> Apply for Myself -> Browse Academic Modules, Short Courses -> Short Courses

Please download the user guide for NUS Online Application Portal after you click ‘Apply for Myself’ if you need assistance.

Course Fee Breakdown

Full Programme Fee
Less: SSG Grant Amount
Nett Programme Fee
7% GST on Nett Programme Fee
Total Nett Programme Fee Payable, Including GST 

Less Additional Funding if Eligible Under Various Schemes

Total Nett Programme Fee Payable, Including GST, after additional funding from the various funding schemes

International Students

Full Programme Fee

$2850.00

Less: SSG Grant Amount

-

Nett Programme Fee

$2850.00

7% GST on Nett Programme Fee

$199.50

Total Nett Programme Fee Payable,Including GST

$3049.50

Less Additional Funding if Eligible Under Various Schemes

-  

Total Nett Programme Fee Payable, Including GST, after additional funding from the various funding schemes

$3049.50
Singapore Citizens and Permanent Residents

Full Programme Fee

$2850.00

Less: SSG Grant Amount

($1995.00)

Nett Programme Fee

$855.00

7% GST on Nett Programme Fee

$59.85

Total Nett Programme Fee Payable,Including GST

$914.85

Less Additional Funding if Eligible Under Various Schemes

-  

Total Nett Programme Fee Payable, Including GST, after additional funding from the various funding schemes

$914.85
SkillsFuture Mid-Career Enhanced Subsidy (Singapore Citizens aged 40 and above)For more information, click here.

Full Programme Fee

$2850.00

Less: SSG Grant Amount

($1995.00)

Nett Programme Fee

$855.00

7% GST on Nett Programme Fee

$59.85

Total Nett Programme Fee Payable,Including GST

$914.85

Less Additional Funding if Eligible Under Various Schemes

$570.00   

Total Nett Programme Fee Payable, Including GST, after additional funding from the various funding schemes

$344.85
Enhanced Training Support for SMEs

Full Programme Fee

$2850.00

Less: SSG Grant Amount

($1995.00)

Nett Programme Fee

$855.00

7% GST on Nett Programme Fee

$59.85

Total Nett Programme Fee Payable,Including GST

$914.85

Less Additional Funding if Eligible Under Various Schemes

$570.00   

Total Nett Programme Fee Payable, Including GST, after additional funding from the various funding schemes

$344.85