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What you will learn

Create Forex strategies from scratch using different techniques like Quantitative technical analysis and Machine Learning

Import Forex prices directly from your broker

Put your profitable strategies in Live Trading using MetaTrader 5 and Python

Plot financial data

Vectorized Backtesting

Manage financial data using Pandas

Create and use template of code to create complexe strategies in few lines of code

Manage the risk of the currencies

Incorporate the cost in your analysis

Combine Forex strategies using portfolio allocation optimization to optimize the Sortino ratio

Find when you need to stop a Machine Learning algorithm

Learn some risk management techniques like the Drawdown break strategy (Understand also their strengths and the weaknesses)None. You have to be motivated to lea

Description

Do you want to create quantitative FOREX strategies to earn up to 60%/YEAR ?

You already have some trading knowledge and you want to learn about quantitative trading/finance?

You are simply a curious person who wants to get into this subject to monetize and diversify your knowledge?

 

If you answer at least one of these questions, I welcome you to this course. All the applications of the course will be done using Python. However, for beginners in Python, don’t panic! There is a FREE python crash course included to master Python.

In this course, you will learn how to use technical analysis and machine learning to create robust forex strategies. You will perform quantitative analysis to find patterns in the data. Once you will have many profitable strategies, we will learn how to perform vectorized backtesting. Then you will apply portfolio and risk management techniques to reduce the drawdown and maximize your returns.

 


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You will learn and understand crypto quantitative analysis used by portfolio managers and professional traders:

  • Modeling: Technical analysis (Bollinger Bands), Machine Learning (Support vector machine).

  • Backtesting: Do a backtest properly without error and minimize the computation time (Vectorized Backtesting).

  • Risk management: Manage the drawdown(Drawdown break strategy), combine strategies properly (Sortino criterion optimization).

Why this course and not another?

  • This is not a programming course nor a trading course or a machine learning course. It is a course in which statistics, financial theory, and machine learning are used for trading.

  • This course is not created by a data scientist but by a degree in mathematics and economics specializing in mathematics applied to finance.

  • You can ask questions or read our quantitative finance articles simply by registering on our free Discord forum.

Without forgetting that the course is satisfied or refunded for 30 days. Don’t miss an opportunity to improve your knowledge of this fascinating subject.

English
language

Content

Introduction

Read me
Install the environments

Python basics

Introduction
Type of Object: Number
Type of Object: String
Type of Object: Logical operations / Boolean
Type of Object: Variable assignment
Type of Object: Tuple and list
Type of Object: Dictionary
Type of Object: Set
Python structures: If / Elif / Else
Python structures: For
Python structures: While
Functions: Basics of function
Functions: Local variable
Functions: Global variable
Functions: Lambda function

Python for Data science

Introduction
Numpy: Array
Numpy: Random
Numpy: Indexing / Slicing / transformation
Pandas: Serie and DataFrame
Pandas: Cleaning and selection data
Pandas: Conditional selection
Matplotlib: Graph
Matplotlib: Scatter
Matplotlib: Tools

Your first Forex algo trading strategy

Introduction
Manage the data
Import data from your broker using MT5
Intuition behind the strategy
Bollinger bands creation
Signals computation
How to verify if we compute our signals correctly
Compute the profits of the strategy
Automate your strategy
Compute profits on a train set
Compute profits on a test set

Vectorized Backtesting

Introduction
Sortino ratio computation
Beta ratio computation (CAPM metric)
Alpha ratio computation (CAPM metric)
Drawdown: function creation
Drawdown: application
Backtesting Function (1)
Backtesting Function (2)
Backtest your Forex trading strategy

Advanced Forex algo trading strategies

Introduction
Preparation
Features engineering
SVM template explanation (more details in chapter: Machine Learning reminder)
Additional explanations about the strategy
Compute the profits

Portfolio / Risk management

Introduction
Portfolio optimization: Intuition
Portfolio optimization: Practice
Drawdown break strategy: intuition
Drawdown break strategy: Apply to portolio
Drawdown break strategy: Apply to portfolio + Individual asset
Drawdown break strategy Versus Stop loss: Complementary or substitutable

MetaTrader 5 Live Trading

Introduction
Install a library on Jupyter Notebook
Initialize the platform
Get data from your broker
Send orders on the market using Python and MetaTrader 5
Get current positions
Run structure positions
Close all positions
Live trading application: random signal
Live trading application: SVR

Machine Learning remind

Introduction
SVR: Theory
Features engineering: Create technical indicators
Features engineering: Standardization
Features engineering: Principal component analysis
SVR: Practice
Backtest the strategy
Automatization