Mastering Backtesting for Algorithmic Trading

Unlock the Power of Historical Simulations – Hands on Approach

Created by: Hudson and Thames Quantitative Research
Developing sophisticated algorithms for quant traders.

What Will I Learn?

• Master the Art of Backtesting: gain the skills to design and run your own custom backtests using historical data, starting from the very basics to advanced.
• Spot and Avoid False Strategies: Uncover the secrets to identifying deceptive investment strategies.
• Learn from Leading Experts: Benefit from the wisdom of pioneers in the field. Our curriculum is built around groundbreaking research and publications.
• Infuse Causality in Your Strategies: Elevate your trading approach by integrating causal reasoning.
• Adopt Best Practices in Quantitative Research: Forge your path in quantitative equity strategies using industry best practices.
• Practical Insights and Real-World Application: This course doesn't just stop at theory. You'll get hands-on experience building your own backtester in Python
• Innovate with Confidence: Equip yourself with the knowledge to not just follow but innovate in the field of quantitative finance.

Requirements

• Familiarity with Python programming
• Basic understanding of financial markets and trading.
• Linear algebra and statistics is helpful
• Ability to read mathematical equations

Target audience

• Aspiring quant traders and analysts looking to understand backtesting.
• Finance professionals who want to incorporate data-driven methods into their trading strategies.
• Students and academics interested in quantitative finance.
• Hobbyists looking to learn more about algorithmic trading.