Description

QuantInsti – Trading Alphas _ mining-optimisation-system-design

• Backtesting, adding stop-loss and profit-take using vectorised approach
• Mining micro-alphas using trends, mean-reversion, correlation across assets, and cointegration
• Metrics for analysing strategy which include total profit, sharpe ratio, sortino ratio, profit factor, drawdown, and profit per trade
• Parameter optimisation using machine learning techniques such as clustering
• Building a trading system from scratch
• Explain software architecture, logging, storage, hardware, testing and version control
• Brief study on execution models, implement parallel computing and describe different levels of logging