Anyone interested in an automated trading course?

Discussion in 'Automated Trading' started by jcl, Sep 7, 2012.

  1. jcl

    jcl

    I'm currently doing a course about programming automated strategies on another forum, and could replicate it here if some are interested.

    The course is targeted towards beginners with no programming knowledge. So the first part is about learning programming in C, and covers variables, functions, branches, and loops. This knowledge can be used with most trading platforms, as the structures of most languages are similar. The second part will be about trading strategies, and cover trend trading, counter trend trading, optimizing, walk forward analysis, portfolio strategies, and money management. It uses new trading algorithms such as frequency filters.

    The course will go over about 2 weeks. The goal is to develop a simple portfolio strategy that trades several assets and generates about 400% risk adjusted annual profit. There's a third part planned about using artificial intelligence for trading systems, such as perceptrons and decision trees, but it's not fully finished yet and might come at a later time.

    I'm not sure if there's much interest here, as most forum members probably already know all that stuff. But if someone is interested, please post here. Of course all software tools you'll need to test and trade the examples are free.
     
  2. SatMir

    SatMir

    interested,but how skilled are you?
     
  3. jcl

    jcl

    Justified question. My programming experience is mostly in the AI and graphics section, but I also do trading system development, and have written some books. You might find some of my stuff on the web when you google my real name, Johann Christian Lotter. My colleague, George Pirvu, who's written the first part of the course, is a software magazine editor and specialist in scripting languages. We hope that we can present an adequate course.
     
  4. I'd be interested
     
  5. SatMir

    SatMir

    Thanks Johann,but how much time will it take to get it, for an average person?
     
  6. Not currently interested in automation. But sounds as it may have some substance and be a worthwhile thread to follow. One must be open minded.

    Welcomed change to they typical Newbie get rich quick threads.
     
  7. Count me in. I'm a java dev, so I will skip part one.

    P.S.

    If I purchase ZorroTrader (if I am not wrong, that is what it is called?), does it include source? I suppose not, but I thought I'd check anyway.

    In case, I want to make any changes or help fix bugs.
     
  8. jcl

    jcl

    About 2 weeks in our experience. To avoid misunderstandings: The course is not about "real programming" - that would take longer and involve some more complicated stuff that you'll never encounter in trading strategies. And it's also not about TA - we won't explain moving averages or the like. It's just about how to write a strategy script or generate a trading robot based on your system or idea.

    You can't purchase Zorro, as we don't charge money for it. But you're welcome to help fixing bugs by reporting them to us. Source code is only included for the indicators and the broker API, but you won't need it anyway - you can make any changes through a DLL plugin.
     
  9. Thanks for the clarification. Do let me know (or update this thread) if and when you start your online course!
     
  10. Strangely, the course taught in NUS Singapore, by the book writer Dr Ernest Chan talks more about Maths, strategies, and hypothesis in this Automated Algo course.
     
    #10     Sep 9, 2012