Event Driven Trading Strategies | Course Structure | Radovan Vojtko | Quantra Courses

Описание к видео Event Driven Trading Strategies | Course Structure | Radovan Vojtko | Quantra Courses

This video is the preview of our brand-new course on Event Driven Trading Strategies which is available right now at a FLAT 60% just-launched discount: https://quantra.quantinsti.com/course...

The objective of this course is to equip you with the knowledge of various types of calendar or event-driven trading strategies. After completing this course, you will be able to explain fundamental reasons behind various calendar anomalies strategies.

Create and backtest eight-calendar anomalies strategies in equity, fixed and volatility markets. Enhance existing strategies to improve their performance.
Combine calendar anomaly strategies and create a composite strategy.
You will start this course with some of the well-known examples of seasonal and calendar trading strategies such as the January effect and Halloween effect. Then we move to the advantages and fundamental reasons behind that.

In the following section, you will explore some of the calendar anomalies present in equity markets.
You will start with the turn of the month effect, payday effect, federal effect, and options expirations week effect.
Next, you will learn seasonal anomalies in fixed income markets. The two seasonal anomalies that will explore are auction trading effect and end of the month effect.

In the next section, you will identify seasonal anomalies in the volatility markets. The strategies that you will learn are VIX futures expiration effects and The December effect.
Finally, you will learn to combine these strategies and develop a couple of composite strategies which improve the performance of the strategy and allocate capitals to various sub-strategies. You will also see the impact of trading cost on composite strategy.

At the end, we will analyse the impact of covid-19 pandemic on the overall market and our composite strategy. You will learn these anomalies through examples, fundamental reasons, and performance statistics.
Also, you will gain knowledge to enhance the trading signals of these strategies.
The trading strategies created in the course can be extended further and used for paper and live trading.
You will learn to automate these trading strategies on interactive brokers. At the end of the course, you can access the Jupyter notebooks created in different sections along with the data files from a single downloadable folder.

Let’s get started!

Quantra is an online education portal that specializes in Algorithmic and Quantitative trading. Quantra offers various bite-sized, self-paced and interactive courses that are perfect for busy professionals, seeking implementable knowledge in this domain.

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