Mô tả

Do you want to create quantitative FOREX strategies to earn up to 60%/YEAR ?

You already have some trading knowledge and you want to learn about quantitative trading/finance?

You are simply a curious person who wants to get into this subject to monetize and diversify your knowledge?


If you answer at least one of these questions, I welcome you to this course. All the applications of the course will be done using Python. However, for beginners in Python, don't panic! There is a FREE python crash course included to master Python.

In this course, you will learn how to use technical analysis and machine learning to create robust forex strategies. You will perform quantitative analysis to find patterns in the data. Once you will have many profitable strategies, we will learn how to perform vectorized backtesting. Then you will apply portfolio and risk management techniques to reduce the drawdown and maximize your returns.


You will learn and understand crypto quantitative analysis used by portfolio managers and professional traders:

  • Modeling: Technical analysis (Bollinger Bands), Machine Learning (Support vector machine).

  • Backtesting: Do a backtest properly without error and minimize the computation time (Vectorized Backtesting).

  • Risk management: Manage the drawdown(Drawdown break strategy), combine strategies properly (Sortino criterion optimization).


Why this course and not another?

  • This is not a programming course nor a trading course or a machine learning course. It is a course in which statistics, financial theory, and machine learning are used for trading.

  • This course is not created by a data scientist but by a degree in mathematics and economics specializing in mathematics applied to finance.

  • You can ask questions or read our quantitative finance articles simply by registering on our free Discord forum.

Without forgetting that the course is satisfied or refunded for 30 days. Don't miss an opportunity to improve your knowledge of this fascinating subject.

Bạn sẽ học được gì

Create Forex strategies from scratch using different techniques like Quantitative technical analysis and Machine Learning

Import Forex prices directly from your broker

Put your profitable strategies in Live Trading using MetaTrader 5 and Python

Plot financial data

Vectorized Backtesting

Manage financial data using Pandas

Create and use template of code to create complexe strategies in few lines of code

Manage the risk of the currencies

Incorporate the cost in your analysis

Combine Forex strategies using portfolio allocation optimization to optimize the Sortino ratio

Find when you need to stop a Machine Learning algorithm

Learn some risk management techniques like the Drawdown break strategy (Understand also their strengths and the weaknesses)None. You have to be motivated to lea

Yêu cầu

  • None. You have to be motivated to learn the techniques of quantitative analysts for currencies. That's it!

Nội dung khoá học

9 sections

Introduction

3 lectures
Read me
00:31
Install the environments
00:34
FREE E-book!
00:14

Python basics

15 lectures
Introduction
01:41
Type of Object: Number
05:01
Type of Object: String
11:54
Type of Object: Logical operations / Boolean
05:53
Type of Object: Variable assignment
07:23
Type of Object: Tuple and list
09:37
Type of Object: Dictionary
08:25
Type of Object: Set
05:16
Python structures: If / Elif / Else
07:02
Python structures: For
05:51
Python structures: While
03:05
Functions: Basics of function
06:14
Functions: Local variable
02:41
Functions: Global variable
02:10
Functions: Lambda function
02:17

Python for Data science

10 lectures
Introduction
00:51
Numpy: Array
11:58
Numpy: Random
08:00
Numpy: Indexing / Slicing / transformation
14:21
Pandas: Serie and DataFrame
05:14
Pandas: Cleaning and selection data
13:33
Pandas: Conditional selection
04:25
Matplotlib: Graph
03:08
Matplotlib: Scatter
02:22
Matplotlib: Tools
02:55

Your first Forex algo trading strategy

11 lectures
Introduction
00:39
Manage the data
11:49
Import data from your broker using MT5
01:55
Intuition behind the strategy
06:55
Bollinger bands creation
05:12
Signals computation
07:45
How to verify if we compute our signals correctly
03:11
Compute the profits of the strategy
08:48
Automate your strategy
04:51
Compute profits on a train set
03:30
Compute profits on a test set
03:05

Vectorized Backtesting

9 lectures
Introduction
01:01
Sortino ratio computation
08:25
Beta ratio computation (CAPM metric)
10:01
Alpha ratio computation (CAPM metric)
03:23
Drawdown: function creation
04:26
Drawdown: application
04:16
Backtesting Function (1)
02:36
Backtesting Function (2)
03:00
Backtest your Forex trading strategy
06:16

Advanced Forex algo trading strategies

6 lectures
Introduction
02:44
Preparation
02:39
Features engineering
03:28
SVM template explanation (more details in chapter: Machine Learning reminder)
04:20
Additional explanations about the strategy
01:45
Compute the profits
03:31

Portfolio / Risk management

7 lectures
Introduction
00:55
Portfolio optimization: Intuition
02:22
Portfolio optimization: Practice
11:22
Drawdown break strategy: intuition
03:48
Drawdown break strategy: Apply to portolio
09:01
Drawdown break strategy: Apply to portfolio + Individual asset
06:34
Drawdown break strategy Versus Stop loss: Complementary or substitutable
01:31

MetaTrader 5 Live Trading

10 lectures
Introduction
01:10
Install a library on Jupyter Notebook
00:43
Initialize the platform
01:52
Get data from your broker
02:50
Send orders on the market using Python and MetaTrader 5
05:26
Get current positions
02:18
Run structure positions
03:36
Close all positions
00:47
Live trading application: random signal
04:16
Live trading application: SVR
03:59

Machine Learning remind

8 lectures
Introduction
00:53
SVR: Theory
02:56
Features engineering: Create technical indicators
03:50
Features engineering: Standardization
06:17
Features engineering: Principal component analysis
05:31
SVR: Practice
02:49
Backtest the strategy
04:30
Automatization
03:40

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