Course Outline
Introduction
Understanding the Basics of Trading
- Overview of Trading
- Understanding the Philosophies of Trading
- Overview of Various Trading Systems
- Learning the Pitfalls in Trading
- Avoiding Overfitting
- Obtaining Financial Data
- Plotting Financial Data
- Adding Indicators to Your Data
- Adding Moving Averages to Your Data
Creating Your First Strategy in Quantstrat
- Overview of the Quantstrat Package
- Initializing Your Data
- Initializing Time Zone and Currency
- Importing Data
- Initializing Data Using stock()
- Setting the Trade Size
- Setting Initial Equity
- Setting Your Account, Portfolio, and Strategy
- Using the rm.strat() Command
- Initializing Your Portfolio
- Initializing Your Account
- Initializing Your Orders
- Storing Your Strategy
Using Indicators
- Introduction to Indicators
- Implementing the Simple Moving Average (SMA) Indicator
- Implementing the Relative Strength Index (RSI) Indicator
- Visualizing Indicators
- Identifying Indicator Types: Trend or Reversion
- Implementing Pre-Written Indicators
- Coding Your Own Indicator
- Using RSI Averages
- Implementing the David Varadi Oscillator (DVO)
- Implementing Your Own Indicator
Using Signals in Quantstrat
- Overview of Signals and Signal Types
- Implementing the sigComparison Signal
- Implementing the sigCrossover Signal
- Implementing the sigThreshold Signal
- Using the sigFormula() Function
- Combining Signals
Using Rules
- Overview of Trading Rules
- Using the add.rule() Function
- Implementing an Exit Rule
- Using the Argument sigcol in the add.rule() Function
- Using the Argument sigval in the add.rule() Function
- Specifying Order Quantity
- Specifying Order Type
- Specifying Order Side
- Using the Argument replace in the add.rule() Function
- Using the Argument prefer in the add.rule() Function
- Implementing an Entry Rule
- Using Order Sizing Functions
Analyzing Trading Results
- Understanding How to Analyze Your Strategy's Performance
- Running Your Strategy
- Exploring the Profit Factor
- Using the Percent Positive Statistic
- Visualizing Your Chart Positions
- Adding Indicators to Your Chart Positions Plot
- Calculating the Cash Sharpe Ratio
- Calculating the Returns-Based Sharpe Ratio
Troubleshooting
Summary and Conclusion
Closing Remarks
Requirements
- A basic understanding of finance concepts
- A solid grasp of mathematics
- Basic programming experience
Testimonials (5)
The pace was just right and the relaxed atmosphere made candidates feel at ease to ask questions.
Rhian Hughes - Public Health Wales NHS Trust
Course - Introduction to Data Visualization with Tidyverse and R
Instructor interest in our dashboard to provide suggestions.
ELLEN CAROLINE SANTOS RIBEIRO - Aché Laboratório Farmacêuticos S.a
Course - FinOps
Machine Translated
Personal service and orientated to my needs
ANN - New Vitality Clinic
Course - GnuCash for Business Accounting
The pricing strategies. Need to have more real case examples on the strategies and the pricing methods.
Ruziham A Razak - Telekom Malaysia Berhad
Course - A Practical Guide to Successful Pricing Strategies
The flexible and friendly style. Learning exactly what was useful and relevant for me.