Model a Quantitative Trading Strategy in R

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10 Hours6 Videos74 Exercises4,271 Learners
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Course Description

R is widely used by analysts and traders around the world to develop quantitative trading strategies that can be executed manually or through program trading. This is an introductory course for beginners in R to get familiar with quantitative trading strategies and coding technical indicators in R. You will learn technical terms associated with trading strategies, work with data.tables in R, and manipulate the input data to create trading signals and profit-and-loss columns. You will also learn about optimizing parameters to be able to maximize profits. This course is for everyone interested in getting started with algorithmic trading. No prior knowledge is required!

  1. 1

    Introduction to R for trading

    This chapter equips you with basic programming skills in R before proceeding to strategy writing. This chapter covers reading a data.table, creating new columns in the table, calculating returns by different methods, loop functions, conditional functions, and plotting of datasets.
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  2. 2

    Code a basic trading strategy

    In this chapter, you’ll learn how to write a simple strategy based on stock price movements, learn how to generate trading signals and how to determine the trading quantity and price to place orders. Finally, learn to assess your strategy based on the accrued profit and loss. Use R as a statistical tool to write your first fully functional programming code that performs these tasks automatically.
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  3. 3

    Create a technical indicator

    Apply the knowledge you’ve learned to create a more sophisticated trading strategy based on point and figure charting. By the end of this chapter, you will appreciate the complexities involved in creating quantitative trading strategies and will be equipped with the skills to write your own trading strategies in R.
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Quantinsti Faculty

QuantInsti is one of Asia's pioneer Algorithm Trading Research and Training Institutes focused on preparing financial market professionals for the contemporary field of Algorithmic and High Frequency Trading. QuantInsti institute developed the curriculum for the Asia's first Executive Program in Algorithmic Trading (E-PAT) in 2009. As an initiative by financial markets professionals with stellar academic and professional credentials, the program aims to fulfill the pressing demands for highly specialized skill sets of a potentially lucrative domain. QuantInsti opened the doors to global participants in 2012 by introducing virtual classrooms for its flagship E-PAT course and have seen participation from all inhabited continents since then.
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