Executive Programme in Algorithmic Trading (EPAT®)

Step 1

learn

  • Six months online part-time course
  • Experts and practitioners as trainers
Step 2

automate

  • Automate your own trading strategies
  • Network with data providers & brokers
Step 3

trade

  • Start your own Algo trading desk
  • Join Quant & Algo trading firms
EPAT steps

It is more than a certificate

Audience participation is as important to the learning experience as the instructor. I find the participants at QuantInsti's courses highly motivated and many came prepared with insightful questions. This made for a great experience for all. 

Dr. Ernest P. Chan

As seen in

CURRICULUM

EPAT Curriculum

Curriculum

1 EPAT Primer
  • Basics of Algorithmic Trading: Know and understand the terminology
  • Excel: Basics of MS Excel, available functions and many examples to give you a good introduction to the basics
  • Basics of Python: Installation, basic functions, interactive exercises, and Python Notebook
  • Options: Terminology, options pricing basic, Greeks and simple option trading strategies
  • Basic Statistics including Probability Distributions
  • MATLAB: Tutorial to get an hands-on on MATLAB
  • Introduction to Machine Learning: Basics of Machine Learning for trading and implement different machine learning algorithms to trade in financial markets
  • Two preparatory sessions will be conducted to answer queries and resolve doubts on Statistics Primer and Python Primer
  • Data Visualization: Statistics and probability concepts (Bayesian and Frequentist methodologies), moments of data and Central Limit Theorem
  • Applications of statistics: Random Walk Model for predicting future stock prices using simulations and inferring outcomes, Capital Asset Pricing Model
  • Modern Portfolio Theory - statistical approximations of risk/reward
  • Data types, variables, Python in-built data structures, inbuilt functions, logical operators, and control structures
  • Introduction to some key libraries NumPy, pandas, and matplotlib
  • Python concepts for writing functions and implementing strategies
  • Writing and backtesting trading strategies
  • Two Python tutorials will be conducted to answer queries and resolve doubts on Python
  • Detailed understanding of ‘Orders’, ‘Pegging’, ‘Discretion Order’, ‘Blended Strategy’
  • Market Microstructure concepts, order book, market microstructure for high frequency trading strategy
  • Implementing Markow model and using tick-by-tick data in your trading strategy
  • Understanding of Equities Derivative market
  • VWAP strategy: Implementation, effect of VWAP, maintaining log journal
  • Different types of Momentum (Time series & Cross-sectional)
  • Trend following strategies and Statistical Arbitrage Trading strategy modeling with Python
  • Arbitrage, market making and asset allocation strategies using ETFs
  • Implement various OOP concepts in python program - Aggregation, Inheritance, Composition, Encapsulation, and Polymorphism
  • Back-testing methodologies & techniques and using Random Walk Hypothesis
  • Quantitative analysis using Python: Compute statistical parameters, perform regression analysis, understanding VaR
  • Work on sample strategies, trade the Boring Consumer Stocks in Python
  • Two tutorials will be conducted after the initial two lectures to answer queries and resolve doubts about Data Analysis and Modeling in Python
  • Modeling data with AI, index and predicting next day’s closing price
  • Supervised learning algorithms, Decision Trees & additive modeling
  • Natural Language Processing (NLP) and Sentiment Analysis
  • Confusion Matrix framework for monitoring algorithm’s performance
  • Logistic Regression to predict the conditional probability of the market direction
  • Ridge Regression and Lasso Regression for prediction optimization
  • Understand principle component analysis and back-test PCA based long/short portfolios
  • Reinforcement Learning in Trading
  • How to build trading Systems while not overfitting
  • System Architecture of an automated trading system
  • Infrastructure (hardware, physical, network, etc.) requirements
  • Understanding the business environment (including regulatory environment, financials, business insights, etc.) for setting up an Algorithmic Trading desk
  • Time series analysis and statistical functions including autocorrelation function, partial autocorrelation function, maximum likelihood estimation, Akaike Information Criterion
  • Stationarity of time series, Autoregressive Process, Forecasting using ARIMA
  • Difference between ARCH and GARCH and Understanding volatility
  • Introduction to Interactive Brokers platform and Blueshift
  • Code and back-test different strategies on various platforms
  • Using IBridgePy API to automate your trading strategies on Interactive Brokers platform
  • Interactive Brokers Python API
  • Different methodologies of evaluating portfolio & strategy performance
  • Risk Management: Sources of risk, risk limits, risk evaluation & mitigation, risk control systems
  • Trade sizing for individual trading strategy using conventional methodologies, Kelly criterion, Leverage space theorem
  • Options Pricing Models: Conceptual understanding and application to different strategies & asset classes
  • Option Greeks: Characteristics & Greeks based trading strategies
  • Implied volatility, smile, skew and forward volatility
  • Sensitivity analysis of options portfolio with risk management tools
  • Self-study project work under mentorship of a domain/expert
  • Project topic qualifies for area of specialization and enhanced learning
  • EPAT exam is conducted at proctored centers in 80+ countries
Tod Schneider

I was so excited to learn that some nights I couldn’t & didn’t sleep.

Tod Schneider

Senior Lecturer, The Ohio State University Fisher College of Business

USA

Rohit Gupta

EPAT has added a fundamental quantitative dimension to my existing skill-sets.

Rohit Gupta

Vice President, ARC Capital

Hong Kong

Rachel Tan

Highly recommended for working professionals who like to pursue Algorithmic Trading.

Rachel Tan

Vice President, J.P. Morgan

Singapore

Marcus Coleman

QuantInsti is the best place to learn professional algorithmic and quantitative trading.

Marcus Coleman

Founder, Gradient Laboratories

USA

Derek Wong

I started my own venture with a fellow EPATian - Maxime.

Derek Wong

Co-Founder, Golden Compass Quant

China

Maxime Fages

The learnings from EPAT led to the foundation of our own company.

Maxime Fages

Co-Founder, Golden Compass Quant

Singapore

Guillermina Amorin

I’m happy to achieve the EPAT certificate which empowers me to follow my passion for trading.

Guillermina Amorin

International Trader, Rosental Inversiones

Argentina

Jacques Joubert

The staff at QuantInsti really go the extra mile to help you.

Jacques Joubert

Lead Financial Data Scientist, Trafalgar Quantitative Research

United Kingdom

Dr Panashe Chiurunge

EPAT helped me start my own Algorithmic and High-Frequency desk.

Dr Panashe Chiurunge

Chief Executive Officer, Chartered Systems Integration

Zimbabwe

Eriz Zarate

The support during the EPAT course and after it are the things that I value the most about QuantInsti.

Eriz Zarate

CEO and Founder, Zárate-Mateo Algorithmic Systems

Spain

Kundan Kishore

The faculty members have been the driving force.

Kundan Kishore

Head of Equity Research, Wealthian

India

Farooq Ahmed

The EPAT course had been a great building block towards developing my expertise in areas of Quant and Algo Trading.

Farooq Ahmed

Senior Manager, Asset Liability and Capital Management, SABB

UAE

Industry 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

EPAT Benefits Get Hired

Get Hired

Career cell helps participants to get placement in right kind of roles in the Quant and Finance industry

EPAT Benefits Upgrade your Skills

Upgrade your Skills

Algo/Quant and manual traders get exposed to various types of strategy paradigms in Algorithmic & Quantitative Trading

EPAT Benefits Automate your strategies

Automate your strategies

Learn to connect with brokers that offer automation and run your strategies in paper/live trading environment

EPAT Benefits Set up your business

Set up your business

Unleash the entrepreneur in you and ride the markets. Learn from the practitioners how to setup your own desk

EPAT Benefits For technocrats & coders

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. Ernest P. Chan
Dr. Ernest 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 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
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 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
Prof. Gautam Mitra

He is the founder and the MD of OptiRisk Systems. He is an internationally renowned research scientist in the field of Operational Research in general and computational optimisation and modelling in particular.

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