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Cohort2.0 Syllabus

The document outlines a comprehensive curriculum for a course on Algorithmic Trading, covering topics such as the evolution of algo trading, market foundations, Python tools, strategy design, and case studies. It includes practical applications like building and testing trading strategies for Bitcoin and options, as well as evaluating and optimizing these strategies. Additionally, it addresses live trading execution and the establishment of a professional trading setup.

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prajapaticharvin1125
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14 views3 pages

Cohort2.0 Syllabus

The document outlines a comprehensive curriculum for a course on Algorithmic Trading, covering topics such as the evolution of algo trading, market foundations, Python tools, strategy design, and case studies. It includes practical applications like building and testing trading strategies for Bitcoin and options, as well as evaluating and optimizing these strategies. Additionally, it addresses live trading execution and the establishment of a professional trading setup.

Uploaded by

prajapaticharvin1125
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Module 1: Introduction to Algorithmic Trading

1. What is Algorithmic Trading?

2. Evolution of Algo Trading in India & Crypto Markets

3. Manual vs Automated Trading

4. Overview of Exchanges, APIs & Data Providers

5. Legal & Regulatory Framework (SEBI & Global Guidelines)

Module 2: Market Foundations & Quant Thinking

1. Understanding Market Microstructure

2. Basics of Derivatives, Options & Futures

3. Crypto Market Structure (with Bitcoin Example)

4. Position Sizing, Risk & Leverage

5. Statistical Thinking: Mean, Variance, Correlation, and Distribution

6. Backtesting vs Forward Testing

Module 3: Python & Tools for Algo Trading

1. Setting Up Your Trading Environment

o Python, Jupyter, Broker APIs

2. Important Libraries: pandas, numpy, matplotlib, ta-lib, backtrader

3. Fetching & Cleaning Market Data

4. Creating Indicators & Signals

5. Logging, Error Handling, and Execution Control

Module 4: Strategy Design Framework

1. Idea Generation and Hypothesis Building

2. Selecting Timeframes: Intraday vs Swing

3. Entry, Exit & Risk Rules

4. Optimisation, Walk-forward Testing, and Curve Fitting

5. Portfolio of Strategies & Diversification


Module 5: Case Study 1 —In-house Bitcoin Positional Strategy

1. Understanding Crypto Volatility & Liquidity

2. Strategy Concept: Neural Momentum / Trend Reversal / Breakout

3. Backtesting on 30-min & 5-min Data

4. Position Sizing & Stop-Loss Rules

5. Performance Metrics: CAGR, Sharpe, Calmar

6. Automation using Exchange API (Binance, OKX, etc.)

Module 6: Case Study 2 — In-house Option Selling Expiry Strategy


(Real Example Based)

Objective:
To teach students how to build and test a professional expiry-day
option selling system, similar to real proprietary strategies — purely
for educational learning, not trade recommendations.

Section A: Foundation

1. Understanding 0DTE (Zero Day to Expiry) Options

2. Why Tuesday (NIFTY) & Thursday (SENSEX) Are Key

3. Expiry Dynamics, IV Crush & Gamma Behavior

4. Real-World Risk Events: Gaps, News, Volatility Spikes

Module 7: Case Study 3 — Trend Following System

1. Concept of Trend Following

2. Identifying Trends using Moving Averages, ATR, or SuperTrend

3. Position Sizing & Pyramiding Techniques

4. Trade Management & Trailing Stop

5. Long-Term Backtest (Equity or Crypto)

6. Performance Review & Drawdown Analysis


Module 8: Strategy Evaluation & Optimization

1. Key Metrics: Sharpe, Sortino, Calmar, Win Rate, Drawdown

2. Walk-forward Analysis

3. Monte Carlo Simulations

4. Out-of-sample Testing

5. Robustness & Regime Analysis

Module 9: Live Trading & Execution Architecture

1. Order Management System (OMS) Design

2. Error Handling & Slippage Control

3. API Rate Limits and Retry Logic

4. Real-Time Logging and Trade Journal

5. Trade Monitoring Dashboard

Module 10: Building a Professional Algo Trading Setup

1. Cloud Deployment (AWS, GCP, VPS)

2. Data Storage & Performance Tracking

3. Building a Strategy Portfolio

4. Monthly Performance Review System

5. Compliance & Risk Reporting

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