Successfully reported this slideshow.
Your SlideShare is downloading. ×

How to automate a trading strategy

Ad
Ad
Ad
Ad
Ad
Ad
Ad
Ad
Ad
Ad
Ad
Loading in …3
×

Check these out next

1 of 13 Ad

How to automate a trading strategy

Download to read offline

This webinar focuses on how to take your systematic trading strategy live. The speaker will start with the pre-requisites needed to automate your strategy.

He will then discuss the event-driven approach needed for automated trading and discuss the process of connecting with a broker, fetching real-time data, generating signals based on the data and finally placing an order with the broker.

The speaker will round out the session by walking you through setting up a demo strategy for paper-trading in the markets with Blueshift.
---------------------------------------------------------------------
Session Outline:
◉ Introduction to Automated Trading
◉ Pre-requisites for Automated Trading
◉ Connecting to a Broker
◉ How to get Real-Time Data?
◉ Generating Trading Signals
◉ Placing Orders
◉ Interactive Q&A
---------------------------------------------------------------------
About the Speaker:
Rishabh Mittal (Quantitative Analyst at Quantra by QuantInsti)

Rishabh works in the content team at Quantra as a Quantitative Analyst. He is currently working on applying the unsupervised learning technique of K-Means on generating tradeable signals.

He has also worked on creating algorithms for position sizing in the markets using various techniques like Constant Proportion Portfolio Insurance (CPPI), etc. Prior to this, he was developing systematic trading strategies in TradingView for clients.
---------------------------------------------------------------------
IMPORTANT FREE Resources:

◉ Blogs on Automated Trading - https://blog.quantinsti.com/tag/automated-trading/

◉ Free Resources to Learn Algorithmic Trading - https://blog.quantinsti.com/free-resources-list-compilation-learn-algorithmic-trading/

◉ Essential Books on Algorithmic Trading - https://blog.quantinsti.com/books-algorithmic-trading/

◉ The complete Algo Trading Workshop - https://blog.quantinsti.com/algo-trading-workshop-20-may-2021/

---------------------------------------------------------------------
Important Links:
Link to our Blog: https://blog.quantinsti.com/
Like us on Facebook @ https://www.facebook.com/quantinsti/
Follow us on Twitter @ https://twitter.com/QuantInsti
Follow us on LinkedIn @ https://www.linkedin.com/school/quantinsti/
Follow us on Instagram @ https://www.instagram.com/quantinstian/
E-mail us @ contact@quantinsti.com
---------------------------------------------------------------------

This webinar focuses on how to take your systematic trading strategy live. The speaker will start with the pre-requisites needed to automate your strategy.

He will then discuss the event-driven approach needed for automated trading and discuss the process of connecting with a broker, fetching real-time data, generating signals based on the data and finally placing an order with the broker.

The speaker will round out the session by walking you through setting up a demo strategy for paper-trading in the markets with Blueshift.
---------------------------------------------------------------------
Session Outline:
◉ Introduction to Automated Trading
◉ Pre-requisites for Automated Trading
◉ Connecting to a Broker
◉ How to get Real-Time Data?
◉ Generating Trading Signals
◉ Placing Orders
◉ Interactive Q&A
---------------------------------------------------------------------
About the Speaker:
Rishabh Mittal (Quantitative Analyst at Quantra by QuantInsti)

Rishabh works in the content team at Quantra as a Quantitative Analyst. He is currently working on applying the unsupervised learning technique of K-Means on generating tradeable signals.

He has also worked on creating algorithms for position sizing in the markets using various techniques like Constant Proportion Portfolio Insurance (CPPI), etc. Prior to this, he was developing systematic trading strategies in TradingView for clients.
---------------------------------------------------------------------
IMPORTANT FREE Resources:

◉ Blogs on Automated Trading - https://blog.quantinsti.com/tag/automated-trading/

◉ Free Resources to Learn Algorithmic Trading - https://blog.quantinsti.com/free-resources-list-compilation-learn-algorithmic-trading/

◉ Essential Books on Algorithmic Trading - https://blog.quantinsti.com/books-algorithmic-trading/

◉ The complete Algo Trading Workshop - https://blog.quantinsti.com/algo-trading-workshop-20-may-2021/

---------------------------------------------------------------------
Important Links:
Link to our Blog: https://blog.quantinsti.com/
Like us on Facebook @ https://www.facebook.com/quantinsti/
Follow us on Twitter @ https://twitter.com/QuantInsti
Follow us on LinkedIn @ https://www.linkedin.com/school/quantinsti/
Follow us on Instagram @ https://www.instagram.com/quantinstian/
E-mail us @ contact@quantinsti.com
---------------------------------------------------------------------

Advertisement
Advertisement

More Related Content

More from QuantInsti (20)

Recently uploaded (20)

Advertisement

How to automate a trading strategy

  1. 1. How To Automate A Trading Strategy Rishabh Mittal QuantInsti
  2. 2. Agenda ● Why and what is automated trading? ● Pre-requisites ● Generating signals with real-time data ● Placing orders with the broker
  3. 3. What’s in Store Today?
  4. 4. Why and What! Why! What!
  5. 5. Strategy | Broker with API | Python Skills
  6. 6. Brokers & Blueshift link Why do we need the Broker API? ● Getting the latest data ● Placing Trades ● Getting status of current positions
  7. 7. Brokers & Blueshift link
  8. 8. The Strategy
  9. 9. Breaking the Problem!
  10. 10. General Approach for Implementation
  11. 11. General Approach for Implementation Loop to run another function at specific time intervals. The function that contains all the strategy logic. This will be run each time, say on the 15- min candle Calculate RSI | MAs | feed the data to an ML model | Volatility | the data is for your imagination! Use the broker function to do this. You might need to do this in a loop if the broker doesn’t allow multiple downloads at once. BE SPECIFIC WITH THE CONDITIONS: 1. When to enter long 2. When to exit the long entry 3. When to enter short 4. When to exit the short entry 5. When to book losses 6. When to book profits The last thing is to use that broker function to send your trading decision and wait for the trade to execute
  12. 12. Q&A
  13. 13. Complete Webinar Recording

×