Executive Programme in Algorithmic Trading (EPAT™)
learn
- Six months online part-time course
- Experts and practitioners as trainers
automate
- Automate your own trading strategies
- Network with data providers & brokers
trade
- Start your own Algo trading desk
- Join Quant & Algo trading firms
It is more than a certificate
It's more than a certificate! EPAT has added a fundamental quantitative dimension to my existing skill-sets.
Rohit Gupta
EPAT™, 2017As seen in
1Python, R Programming
- Python and R programming using OHLC stock data basic
- Writing codes to build Quantitative indicators and Trading Strategies
- Object Oriented Programming and useful packages in Python for Trading
- Enables participant to implement strategies in the paper/live trading environment
2Technology
- System Architecture and Risk Management in Algorithmic Trading
- Order Flow Management, Latency, Data Management
- Specialization in Machine Learning & AI, cloud based execution
- In-house technological tools available for backtesting and simulation
3Basic Statistics
- Application of statistics in predicting future stock prices and approximations of risk/reward
- Using statistical tools in MS Excel & Python
- Core concepts: probability, random walk, Monte Carlo simulation
4Advanced Statistics
- Time series analysis and statistical parameters such as auto-correlation function, maximum likelihood estimation, Akaike Information Criterion.
- Difference between ARCH and GARCH, Non linearity of volatility, Gaussian Mixture Models (GMM)
- Quantitative Analysis Using Python: Compute Statistical parameters, perform regression analysis and PCA, calculate VaR
5Options, Derivatives & Risk
- Characteristics of different Option Greeks and their sensitivity to different factors.
- Option pricing models and their application in different scenarios
- Option portfolios, Implied Volatility, Smile, Skew, and Forward volatility
- Dispersion trading concepts, implementation and road-blocks
6Quantitative Trading Strategies
- Exposure to different strategy paradigms such as statistical arbitrage, market microstructure, trend following, momentum based, market making and machine learning
- Handle uncertainty focusing on risk management in trading
- Strategy Analysis: In Sample and Out sample data, performance and optimization of parameters, Stop Loss and Profit taking criteria
- Understanding of Equities Derivative Markets, ETF’s trading including arbitrage, market making and asset allocation strategies using ETFs.
7Business Development
- Understanding the business environment including Regulatory environment, capital investments required for setting up an Algorithmic Trading Desk
- Infrastructure requirements (hardware, physical, network, etc.)
8Hands-On Project
- Self-study project work under mentorship of a domain/expert
- Project topic qualifies for area of specialization and enhanced learning
“Hi, I'm Mohammed
EPAT™ grooms ambitious Algo professionals to gain that confidence and learning experience needed to kick-start their career.
Mohammed Shamim
EPAT™, 2016
“Hi, I'm Venkat
EPAT™ gave my career a springboard by adding value to my resume.
Venkat Giridhar
EPAT™, 2014
“Hi, I'm Hiren
Excellent course and I myself really came to know more about Algo trading, algorithms and HFT.
Hiren Mewada
EPAT™, 2012
“Hi, I'm Vikash
EPAT™ delivered a holistic framework to quantitative modeling and trading. Helpful faculty, a small batch size and excellent peer group were other positives.
Vikash Bairoliya
EPAT™, 2012Industry Focused
Industry Experts, Academics and Practitioners as faculty
Affordable
High value for money and opportunity to learn along with your full-time job
Dedicated Support
Live interaction with faculty, with 7-days a week support team
Hands-on
Learning by Doing, specialize in a strategy/asset class through project work
Benefits
Get Hired
Career cell helps participants to get placement in right kind of roles in the Quant and Finance industry
Upgrade your Skills
Algo/Quant and manual traders get exposed to various types of strategy paradigms in Algorithmic & Quantitative Trading
Automate your strategies
Learn to connect with brokers that offer automation and run your strategies in paper/live trading environment
Set up your business
Unleash the entrepreneur in you and ride the markets. Learn from the practitioners how to setup your own desk
For technocrats & coders
Use your programming and problem solving skills in a challenging role as a quant-trader-coder
And a lot more
advisors & directors
Dr. E.P. Chan
He is the managing member of QTS Capital Management LLC, Ontario, Canada. Author of “Quantitative Trading: How to Build Your Own Algorithmic Trading Business” and “Algorithmic Trading: Winning Strategies and Their Rationale”.
Rajib Ranjan Borah
Rajib is the Co-Founder & Director of iRage & QuantInsti. He’s the business head of iRage, which is one of the leading Algorithmic Trading players in India.
Nitesh Khandelwal
He is the co-founder & business head for QuantInsti. He also Co-Founded iRage, which today is one of the leading names in Algorithmic Trading space in India.
Anupriya Gupta
Anupriya adds pedagogical and behavioral analysis in content creation, customer acquisition and student engagement. Formally trained as mathematician and educator, she brings experience from Analytics and formal education system into practice at QuantInsti.
Prof. Gautam Mitra
Internationally renowned research scientist in the field of Operational Research in general and computational optimisation and modelling in particular.