Quantitative Trading

  • Level: Intermediate
  • Study time: 8 hours  
  • Access: 1 Year
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Recognize the various quantitative trading techniques used in the market and how differing business models and needs influence the use of different techniques.

  • This course is only suitable for desktop use.

Course Outline

Quantitative trading is a subset of the broader topic of quantitative finance, and covers all aspects of using mathematical methods in trading markets. In today’s world, this generally means using computers to perform the necessary calculations and often the trading itself.

What You Will Learn

Topic 1: An Introduction

  • Key Definitions & Terminology
  • Sell-Side Quantitative Trading
  • Buy-Side Quantitative Trading
  • General Quantitative Trading Techniques

Topic 2: Sell-Side

  • Sell-Side Business Model
  • Pricing

Topic 3: Buy-Side

  • Buy-Side Business Model
  • Trading Strategies

Topic 4: Algorithmic Trading

  • Execution Desks & Technology
  • Evolution & Development of Algo Trading
  • Execution Algorithms

Topic 5: Arbitrage & HFT

  • Arbitrage
  • High Frequency Trading (HFT)

Topic 6: Data & Machine Learning

  • Overview
  • Alternative Data
  • Big Data & Expert Data
  • Biases
  • Machine Learning (ML)
  • Supervised & Unsupervised ML
  • Dimension Reduction
  • Data Clustering

Topic 7: Risk Management

  • Risk & Risk Management in Trading Businesses
  • Risk Numbers
  • Risk Calculations
  • Portfolio Risk
  • Using Risk Numbers

Topic 8: Portfolio Construction

  • Risk & Portfolio Construction
  • Modern Portfolio Theory (MPT)
  • Sharpe Ratio
  • MPT Assumptions
  • Portfolio Constraints
  • Portfolio Construction Challenges
  • Other Portfolio Management Concepts

Topic 9: Case Studies

  • Market-Making: Fat Fingers & Poor Operations
  • Pricing: Inappropriate Models
  • Hedging: Unsuitable Infrastructure
  • Rule-Based Risk Management: AAA-Rated Securities
  • Asset Management: Hedge Fund Collapse
  • Lessons Learned

Gain a professional asset allocation certificate

Gain Industry Knowledge and a Certification

 Test your knowledge throughout each tutorial with
regular review questions. 
  End each tutorial with a short, graded test designed to enhance knowledge retention.
  Gain a shareable professional certification.

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