Asiatic Stock & Securities LTD

info@asiaticstock.in

Offer courses /Education

Amibroker for Strategy Design and Automated Trading (Foundation Course)


Course Overview

14 session course, each session conducted online for one hour, 2 sessions each weekend.

Supplementary Resources

Amibroker installation

AFL examples

Strategy library (set of 10 AFLs)



Course Details


Session 1: Overview on Automated Trading with Amibroker

Session 2: Data Plugins, Database, Layouts, Explorations, and Scans

Session 3:AFL Structure and Coding Resources

Session 4:Professional Trading vs. Whimsical Trading

Session 5:Setting up Profit/Revenue Targets

Session 6:Strategy Design Process

Session 7:Selecting Indicators, Timeframes, Costs

Session 8:Coding Trading Rules- looping, flags, extreme, flip

Session 9:Back testing Practices

Session 10:Back testing Practices

Session 11:Optimization Practices

Session 12:Coding for Scaling and Scale out

Session 13:Using Strategy Library

Session 14:Debugging Practices (Trace, Print)

Session 15:API Integration

Instructor Profile


10 years of systematic trading experience, CMT charter holder since 2010

Vast experience in Global Markets- Forex, Equities and Commodities; worked at proprietary trading firms

Deployed diverse types of trading algorithms- from HFT to MFT to LFT

First-hand experience with latest trading technology in Indian and Global Markets

MARK-TO-MARK MARGIN


Mark to market loss is calculated by marking each transaction in security to the current market price. In case the net outstanding position in any security is nil, the difference between the buy and sell values shall be considered as notional loss for the purpose of calculating the mark to market margin payable.


Futures and Options

The actual margining and position monitoring is done on-line, on an intra-day basis. NSCCL uses the SPAN® (Standard Portfolio Analysis of Risk) system for the purpose of margining, which is a portfolio based system.