After doing these courses, I feel confident creating professional visualizations and dashboards
Shoebur RahmanProcurement Specialist, Giz Bangladesh
课程介绍
This course will cover the basics on financial trading and will give you an overview of how to use quantstrat to build signal-based trading strategies in R. It will teach you how to set up a quantstrat strategy, apply transformations of market data called indicators, create signals based on the interactions of those indicators, and even simulate orders. Lastly, it will explain how to analyze your results both from statistical and visual perspectives.
先修要求
课程大纲
课程大纲
1
Trading basics
In this chapter, you will learn the definition of trading, the philosophies of trading, and the pitfalls that exist in trading. This chapter covers both momentum and oscillation trading, along with some phrases to identify these types of philosophies. You will learn about overfitting and how to avoid it, obtaining and plotting financial data, and using a well-known indicator in trading.
- Why do people trade?50 经验值
- Identifying types of trading philosophies - I50 经验值
- Identifying types of trading philosophies - II50 经验值
- Identifying types of trading philosophies - III50 经验值
- Pitfalls of various trading systems50 经验值
- How to prevent overfitting50 经验值
- Getting financial data50 经验值
- Plotting financial data100 经验值
- Adding indicators to financial data50 经验值
- Adding a moving average to financial data100 经验值
2
A boilerplate for quantstrat strategies
Before building a strategy, the quantstrat package requires you to initialize some settings. In this chapter you will learn how this is done. You will cover a series of functions that deal with initializing a time zone, currency, the instruments you'll be working with, along with quantstrat's various frameworks that will allow it to perform analytics. Once this is done, you will have the knowledge to set up a quantstrat initialization file, and know how to change it.
3
Indicators
Indicators are crucial for your trading strategy. They are transformations of market data that allow a clearer understanding of its overall behavior, usually in exchange for lagging the market behavior. Here, you will be working with both trend types of indicators as well as oscillation indicators. You will also learn how to use pre-programmed indicators available in other libraries as well as implement one of your own.
4
Signals
When constructing a quantstrat strategy, you want to see how the market interacts with indicators and how indicators interact with each other. In this chapter you'll learn how indicators can generate signals in quantstrat. Signals are interactions of market data with indicators, or indicators with other indicators. There are four types of signals in quantstrat: sigComparison, sigCrossover, sigThreshold, and sigFormula. By the end of this chapter, you'll know all about these signals, what they do, and how to use them.
5
Rules
In this chapter, you'll learn how to shape your trading transaction once you decide to execute on a signal. This chapter will cover a basic primer on rules, and how to enter and exit positions. You'll also learn how to send inputs to order-sizing functions. By the end of this chapter, you'll learn the gist of how rules function, and where you can continue learning about them.
6
Analyzing results
After a quantstrat strategy has been constructed, it's vital to know how to actually analyze the strategy's performance. This chapter details just that. You will learn how to read vital trade statistics, and view the performance of your trading strategy over time. You will also learn how to get a reward to risk ratio called the Sharpe ratio in two different ways. This is the last chapter.
R
Financial Trading in R
课程完成
