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QTS Institute of Securities Market

Advanced

Algo Trading

Rule-based algorithmic trading: Python data pipelines, strategy backtesting, execution slippage, broker API connectivity, and automated risk guardrails.

Algo Trading

Who it is for

Systematic traders, software developers, and quantitative finance practitioners wanting automated execution.

Modules

  • Python for market data: NumPy and pandas
  • Statistics before any model
  • Machine learning: features, a hold-out test, and overfitting
  • Algorithmic rules: data, entry, size and exit
  • Backtests with costs and slippage
  • Broker connectivity, WebSockets and the order lifecycle
  • Automated risk limits and a kill switch

Course structure

Python, machine learning and algorithmic trading sit in every program as methods. Depth follows the subject. They are not a return.

  • Python

    Work that needs a calculation is done in Python. Load a table, state the assumption, and compute the result with NumPy and pandas. A notebook is a worksheet. It is not a signal.

  • Machine learning

    A model is a function fit to past data. The class covers features, a split between the data you fit and the data you score, and why a fit on history is not something you can spend. It is a method, not a tip.

  • Algorithmic trading

    A strategy is a rule a computer can follow: data, entry, size, exit, and a hard risk stop. A test includes costs. The execution lab is the Algo Trading program. Every other program uses the same standard: write the rule before any code.

You leave with

  • Build an event-driven backtesting and execution engine in Python
  • Connect to live broker APIs via WebSockets and REST for automated order routing
  • Implement automated risk controls, hard stop-losses, and circuit breakers
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