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Course Outline

The Role of AI in Trading and Asset Management

  • Current trends in algorithmic and AI-driven trading
  • Overview of quantitative finance workflows
  • Essential tools, platforms, and data sources

Managing Financial Data with Python

  • Processing time series data using Pandas
  • Data cleaning, transformation, and feature engineering
  • Construction of financial indicators and signals

Supervised Learning for Trading Signals

  • Regression and classification models for market prediction
  • Evaluating predictive models (e.g., accuracy, precision, Sharpe ratio)
  • Case study: Developing an ML-based signal generator

Unsupervised Learning and Market Regimes

  • Clustering techniques for volatility regimes
  • Dimensionality reduction for pattern discovery
  • Applications in basket trading and risk grouping

Portfolio Optimization Using AI Techniques

  • The Markowitz framework and its constraints
  • Risk parity, Black-Litterman, and ML-based optimization methods
  • Dynamic rebalancing with predictive inputs

Backtesting and Strategy Evaluation

  • Utilizing Backtrader or custom frameworks
  • Risk-adjusted performance metrics
  • Mitigating overfitting and look-ahead bias

Deploying AI Models in Live Trading

  • Integration with trading APIs and execution platforms
  • Model monitoring and re-training cycles
  • Ethical, regulatory, and operational considerations

Summary and Next Steps

Requirements

  • Foundational knowledge of statistics and financial markets
  • Proficiency in Python programming
  • Understanding of time series data

Target Audience

  • Quantitative analysts
  • Trading professionals
  • Portfolio managers
 21 Hours

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