Rajandran R – QuantZilla
What is QuantZilla?
QuantZilla is a immersive mentor-ship program on designing trading systems, converting trading ideas into indicators and trading strategies, automating the trading systems.
Prerequisites
There are no prerequisites to this course. You can do this course if you have never coded or haven’t seen a console window. The learning curve is steep since you are learning a programming language and its usage in financial markets. It is recommended that you show commitment towards learning to gain most out of the course.
What You’ll Learn In Rajandran R – QuantZilla?
Quantzilla – Module 1 – Introduction to Quantitative Trading Development Platforms
- Introduction to Quantitative Analysis
- Investing Vs Trading
- Quantitative Trading Systems
- Trading System Development
- Introduction to Amibroker
- Features of Amibroker & Datafeed
- How to Scan in Amibroker
- How to Explore in Amibroker
- How to Backtest in Amibroker
Quantzilla – Module 2 – Introduction to Amibroker AFL Coding Development and Basic Amibroker Functions
- Basics of Amibroker AFL Programming.
- Understanding AFL Editor & Code Snippets
- Amibroker identifiers, constants, operators
- Amibroker Built-in Functions (Plot, PlotShape, LastValue, Cross, EMA)
- How to Plot Trading Signals
Quantzilla – Module 3 – Building Scanners and Exploration for Trading & Investing Opportunities
- Building Simple Scanners (Exploration)
- Understanding Filter Variable, Addcolumn function, Addtextcolumn function
- Customizing Scanners & Formatting Scanner output
- Real-time Scanners
- Difference between IIF, WriteIF, IF functions
- How to Write Nested IIF Functions
- Live Examples on Exploration (Live Coding)
- How to compare Current data with past datasets
Quantzilla – Module 4 – Understanding Trading System Development Functions
- Where to Get the Complete list of Amibroker Built-in Functions Understanding Valuewhen Function
- Understanding Barssince Function
- Understanding HHV, LLV, Highest, Lowest, Highestsince, LowestSince Understanding Param Functions & Controls
- Understanding Classical Indicators Built-in Functions (MACD, Bollinger, ATR, CCI..etc)
- Understanding Exrem Function
- Building Simple Donchian Channel Breakout Strategy
Quantzilla – Module 5 – Strategy Creation and Portfolio Backtesting
- Building Your First Trading Strategy
- Understanding Basic Building blocks in a trading strategy
- Backtesting your trading strategy
- Portfolio level backtesting
- Backtesting Ema Crossover, Supertrend Trading System
- Backtesting Vlintra V5 – Nifty & Bank Nifty 5min trend following system
Quantzilla – Module 6 – Measuring Key Performance Indicators (KPI) Metrics
- CAGR Overview
- Equity Curve and Drawdown
- Maximum Drawdown and CAR/MDD
- Risk-Adjusted Return
- Sharp Ratio and Sortino Ratio
- Payoff and Profit Factor
- Recovery Factor
- K-Ratio
Quantzilla – Module 7 – Creating Intraday Trading Strategies and End of Candle Execution Trading Strategies
- Different Backtesting modes available in Amibroker
- Creating your Backtesting Template
- Applying Stops and Targets to your Trading Strategy
- Building First Intraday Trading Strategy
- Building End of the Candle Execution Strategies
- Basic optimization techniques
Quantzilla – Module 8 – Creating Intra-Bar Execution Strategies and Multi Timeframe Functions
- Building Non-Repainting Strategies
- Building Intra-Bar Execution Strategies (Limit Order)
- Understanding Multi timeframe Functions
Quantzilla – Module 9 – How to Send Trade Alerts in Amibroker
- How to Send Alerts to Output Window
- How to Send Voice Alert
- How to Send Sound Alert
- How to Send Popup Alert
- How to Send Alerts to Smartphones using Push Bullet
- How to use AlertIF, Say, PopupWindow, SendEmail, Play sound function
- How to Configure Gmail SMTP and How to Install SSL Addon tool for sending Email Alerts using Amibroker
- How to use ParamTrigger & Param Toggle Function and what are the core differences between the two.
- How to use Javascript, VB Script inside Amibroker AFL
Quantzilla – Module 9 – Introduction to Optimization, Smart Optimization, Walk Forward Testing & Monte Carlo
- What is Optimization? and How to Perform Optimization?
- Exhaustive Optimization Vs Smart Optimization
- Smart Optimizers SPSO, TRIBES, CMA-ES
- What is Curve Fitting and How to Avoid Curve Fitting
- What is Walk Forward Testing? and the Importance of Walk Forward Testing
- Monte-Carlo simulation for Strategy Validation
- Importance of Slippage Handling and other Transaction Cost Analysis
Quantzilla – Module 10 – Introduction to API, Automated Trading & How to Send Automated Orders
- What is API?
- How to Create API from Algomojo
- What is Algomojo (Web Based Algo Trading Platform)
- How to send Automated Orders using Broker API
- How the Orders form Amibroker is sent via Broker API to Exchange
- Amibroker Configuration Settings for Automated Trading
- Video Links to Learn more about Algomojo Free API
Quantzilla – Module 11 – Introduction to GFX Functions and Designing Trading Dashboards
- Amibroker Low-Level GFX Functions
- How to use the Set the font, Set the GFX background mode
- How to use GFX Pen, Brush
- How to understand co-ordinates
- How to draw a Dashboard with Profit and Loss
- Difference between Last value and Selected Value Function
- Using the Status function to retrieve the pixel width and height
- Difference between Barcount and Barindex
- What is Quick AFL? How to turn off Quick AFL
- How to use advance looping
- How to plot trailing stop using the Advance loop method
Quantzilla – Module 11 – Introduction to Advancelooping
- Introduction to Advanced Looping
- How to use Advance looping to plot Supertrend
- Different Phases & Flags used in Advance looping to plot the Supertrend trailing stoploss
Quantzilla – Module 12 – Stoploss and Target Handling
- How to apply stop loss, profit target, N-Bar stop, Trailing Stop in Amibroker using Backtester Settings
- How to use Applystop Function in Amibroker (Types, Modes of Stoploss)
- How to plot initial stoploss
Quantzilla – Module 13 – How to Debug in Amibroker and File Operations?
- How to apply trace & tracef functions
- How to use Amibroker AFL Debugger
- Debugging Settings, Settings Breakpoints & Watching Variables
- File Operations in Amibroker
- Reading CSV,TXT files data using Amibroker
- Exporting CSV,TXT files data from Amibroker Database
Quantzilla – Module 14 – File Operations and How to Backtest Pair Trading Strategies
- How to Backtest Pair Trading Strategies in Amibroker
- Introduction to Correlation & Co-Integration Functions
- Unit Root Testing
- Augmented Dickey-Fuller (ADF) Test
Quantzilla – Module 15 – How to backtest multi legged option strategies
- What are the challenged faced while coding multi-strike options backtesting
- What are the solutions to fix multi-strike options backtesting
- Sample code walkthrough and how to create a template for Multi-Strike Options Backtesting
- How to Create a Portfolio of Symbols for Options Backtesting
- Ideas to implement the backtesting for multiple years of Options data
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