- [Michael] In this course we've talked about…what algorithmic trading is…and the opportunities to use…quantitative rules-based trading…in making investment decisions.…I hope that you've enjoyed this course,…and I hope that you've learned something…as we've gone along.…If you recall, we've now gone through…and met a series of milestones.…We've developed trading strategies…around pairs trades for ETFs,…for dual share classes and index products like the VIX.…We've also explained how to use regression analysis…to make key forecasts based on key performance indicators…like vehicle sales.…
We've done all this based on hard data.…And further, we've covered…real-world investment considerations…for algorithmic trading and investment companies…just like yours, from scenario analysis…and liquidity provision to trading considerations…when buying and selling.…
Author
Michael McDonald
Released
3/14/2018Professor Michael McDonald provides a brief primer on securities markets. He explains how data helps investors forecast performance and automate trading. Then he moves into the practical steps: coming up with algorithmic trading rules and developing and testing an algorithm. Finally, he shows how the algorithm can be applied and eventually expanded to other securities. Anyone working in financial services, or interested in investing in the stock market, will be able to use these tutorials to understand and develop simple trading algorithms of their own.
- Define what a share of stock is.
- Classify the type of trading that attempts to capitalize on the bid-ask spread.
- Name the rule that can be used as a metric for Fed interference in the market.
- State the first step in a data analysis project.
- Identify the type of characteristic algorithmic trading relies on.
- Break down how VAR is used to manage risk.
Skill Level Intermediate
Duration
Views
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Introduction
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Welcome45s
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1. The Basics of Securities Markets
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Basics of stocks4m 10s
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Basics of stock markets3m 40s
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Basics of trading stocks4m 54s
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Algorithms in Excel2m 52s
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Stocks and the Fed2m 50s
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Big data in finance2m 19s
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2. Investing and Securities
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3. Building Algorithms
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Gather data for an algorithm3m 53s
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Design an algorithm3m 49s
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Test algorithm accuracy4m 54s
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Predict economic variables4m 34s
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Advanced algorithms3m 46s
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4. Using Trading Algorithms
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Conclusion
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Next steps51s
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Video: Next steps