Intro To Quant Algos

part-time 4 Weeks

Start: August 8, 2017

End: August 31, 2017

Location: New York

295 Madison Ave., 35 FL

This course will provide an introduction to quantitative algorithms for beginners.  It will also provide the necessary background to ramp up for our more intensive Quant Algos course created in partnership with a leading stats-arb fund.

In an Intro to Quant-Algos we will cover basic concepts of formulating an algorithm, and touch upon model fit analysis by walking through an example algorithm. We will also walk through the basics of the Pandas python library which will form the basis of all coding done in this class.   Other topics include:

  • Introduction to pandas
  • Integration, Cointegration, and Stationarity
  • Introduction to Pairs Trading
  • Example: Basic Pairs Trading Algorithm
  • The Dangers of Model Overfitting

The course will be led by our lead FinTech instructor who is also a veteran Wall Street technologist with years of experience at top-tier investment banks.

Schedule:  Tuesday & Thursday, 6:00 pm – 9:00 pm, 4 weeks

Tuition: $1800

 

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