QuantZilla is a 75+ hours of immersive coding mentor-ship program on designing trading systems, converting trading ideas into indicators and trading strategies, and automating the trading systems.
Starts on June 06, 20212| 06.00 – 09.00 p.m IST
What you will be learning in QuantZilla 2.0?
QuantZilla is classified into two categories
1)QuantZilla Basics: It is designed for traders who are noncoders and want to design their own trading systems or indicators, alerts, Trading Dashboard etc with zero coding experience.
2)QuantZilla Advanced: QuantZilla Advanced is designed for Automated Traders or Coders who want to learn various execution techniques, multi-legged options execution, hedging techniques etc. Prior Programming experience is a must or they should have already attended Quantzilla Basics.
QuantZilla 2.0 Basics Course Contents
Quantzilla – Module 1 – Introduction to Quantitative Trading Development Platforms
- Introduction to Quantitative Trading Development & Analysis
- Initial Preparatory Setups/Installation Guidelines
- Tools & Software Required
- Coding Design & Prototype Building Instructions
- Good Coding Practices & Managing Coding Versions
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
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
- Building Simple Donchian Channel Breakout Strategy
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 10 – 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 11 – 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 from 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 12 – Introduction to GFX Functions and Designing Trading Dashboards Amibroker Low-Level GFX Functions
- 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 13 – 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 14 – 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 15 – 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 16 – 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 17 – How to backtest multi legged option strategies
- What are the challenges 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
QuantZilla 2.0 Advanced Course Contents
Quantzilla Execution Strategies – Module 1
- What is Quant Trading?
- How Amibroker can be used for Automated Trading
- Trading Logic Vs Execution Logic
- Understanding the API Functions & API Documentation
- Testing the API using Postman
- Building your First Execution Module
Quantzilla Execution Strategies – Module 2
- Creating a Positional Trading System + Execution Module using Amibroker
- How to Read the Position Book and Bring Intelligence in Execution Modules
- How to handle stoploss based trading in Execution Modules
- How to Squareoff the Positions automatically by reading the position book
Quantzilla Execution Strategies – Module 3
- Creating a Bracket Order & Cover Order Execution Modules
- Creating a Intraday Trading System with BO/CO Orders
- How to Create Bracket Order & Cover Order Trading Strategies.
- Implementing ExitAllOrders, ExitALLBoOrders, ExitAllCoOrders
Quantzilla Execution Strategies – Module 4
- Implementing Slicing of Orders in Amibroker for Large Orders
- Time-Based Execution
- Creating Execution Modules for Pair Trading Strategies
- Introduction to Slippages and Slippage Handling with Algos
- Strategy Optimization, Walk forward and Monte Carlo
Quantzilla Execution Strategies – Module 5
- Option Basic Terminologies
- Option Payoff Graph
- Options Pricing
- How to Send Option Orders using Futures/Spot Charts
Quantzilla Execution Strategies – Module 6
- Understanding Options Greek and Creating Live Option Greek Charts using Amibroker
- Designing a Hedge Futures using Amibroker and the importance of Hedged Futures
- Designing a Trading System that fires orders in options based on Futures charts
Quantzilla Execution Strategies – Module 7
- Understanding Vertical Spreads, Calendar & Diagonal Spreads
- Scalping the Spreads using Amibroker
- How to Create an Expiry Day Automated Scalping System using Amibroker.
- Designing Multi Legged Option Trading Strategies with Risk Management
Quantzilla Execution Strategies – Module 8
- Portfolio Trading Strategies and Implementing with Execution Modules
- How to select a Portfolio of stocks
- Evaluating portfolio & strategy performance
- Risk Management: Risk evaluation & mitigation, risk control systems
- Position Sizing & Kelly Criterion
Quantzilla Execution Strategies – Module 9
- How to Implement Straddle & Strangle using Amibroker
- How to Implement Gamma Scalping using Amibroker
Quantzilla Execution Strategies – Module 10
- What is an Options Trading Adjustment
- How to Implement Option Trading Adjustments
- Best Trading & Coding Practices
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