1.
Create a Trading Strategy:
Hands-on Online Workshop

2.
Speaker Introduction
AVP, Content & Research at
QuantInsti
Ishan Shah is AVP and leads the content & research team at
Quantra by QuantInsti. Prior to that, he worked with Barclays in
the Global Markets team & with Bank of America Merrill Lynch.
He has a rich experience in financial markets spanning across
various asset classes in different roles.
Anupriya Gupta is Director and leads the Quantra product team.
She has 11 years of experience in edtech industry with interests
in pedagogy and consumer psychology. She has worked in
analytics team at Citigroup after completing her Masters in
Mathematics & Scientific Computing from IIT-K.
Product Manager, Quantra

3.
About QuantInsti
We are a group of traders, coders, analysts who love to teach and share their experience. QuantInsti was started by
iRage, India’s largest HFT firm.
To bridge the gap between theory and practice in Algorithmic Trading.
All retail investors use Quant & Algorithmic trading by upskilling themselves and by simplifying technology.

4.
Our products
Online classroom training for serious learners seeking to get a better role or start their own trading
business. 6-months long, 300+ hours content, personal learning coach, hands-on project work, 17+
faculty members, verified certification
Self-paced interactive courses on various topics, Python & Excel based modelling, courses offered by
various experts in the domain.
blueshift-support@quantinsti.com
quantra@quantinsti.com
connect@quantinsti.com
Free trading platform with daily and minute data from NSE, NYSE

5.
Agenda
➔ How to come up with an idea for a trading strategy?
➔ How to validate the idea using data analysis?
➔ How to create a trading system for backtesting?
➔ How to analyze the results?
➔ How to do this for your own trading?
Sample: https://github.com/QuantInsti/webinars/blob/master/Trading%20strategy/Strategy%20Notebook.ipynb

6.
Strategy Workflow
DATA
SCREENING
COMBINE ALPHA
ALPHA 1 ALPHA 2 ALPHA N
ANALYZE THE
PERFORMANCE

7.
Data
Price series: Open, High, Low, Close, and Volume
Source: Quantra Blueshift, Quandl, your broker etc.
Fundamental: Valuations, Income Statement, Cash Flow Statements, Earnings Calendar, Broker ratings, Analyst estimates, etc.
Source: Morningstar etc.
Sentiments: Trader mood
Source: stocktwits and PsychSignal
Legal, Regulatory, and Economic: Inflation rate, GDP, Fed meeting dates, etc.
Source: EventVestor

8.
Strategy Ideation
●
Sell in May and go away
January effect
If the market rises for two days then it will continue to rise
Buy and hold quality stocks
Mean-reversion
Trend following
Buy when there is a mild gap-down opening
●
Gap-down opening between -1% and -2% then buy
●

9.
Analyze Performance
●
Sharpe Ratio
Returns
Volatility
Sortino Ratio
Max Drawdown

10.
Agenda
➔ How to come up with an idea for a trading strategy?
➔ How to validate the idea using data analysis?
➔ How to create a trading system for backtesting?
➔ How to analyze the results?
➔ How to do this for your own trading?

11.
How to do this in your own trading?
You could be anywhere in this spectrum

12.
How to do this in your own trading?
● Backtest
● Optimize
● Paper Trade
● Live Trade

13.
How can Quantra help?
● Backtest: learn to code in a simple and effective manner
● Optimize: learn techniques to update your strategy based on performance
● Paper Trade: learn to connect to broker terminal
● Live Trade: use blueshift platform to minimize additional efforts

14.
How our learners have benefitted:
Great course! If you can't explain complex content to your
80-year-old Grandmother...You don't know it very well. Thanks,
Quantinsti I will be explaining intro to Python to my
Grandmother at Thanksgiving dinner.
- Jmal Chestnut, United States
I have taken many online courses and this is the best one that I
have taken so far, the videos are short and informative, there are
many quizzes to test your knowledge, PDF guides on important
concepts and online coding tests!
- Anjaneya Varma, India
Before taking this course I thought I knew a lot about Options and
Futures but after going through course material I got to many things
which I am unaware of and was glad that I knew about them before I
started trading in Options
- Sai Sampath Karumudi, India
Excellent, detailed course with strategies from a tested professional.
I will be implementing what I have learned here in my strategies
immediately.
- Brian Christopher, United States
Quantitative TradersFirst time programmers

15.
Video Link