Algorithmic Investment Management

What You Will Learn

• 1 Learn the core principles of algorithmic trading and the structure of automated investment systems.
• 2 Understand how to source, clean, and store financial data for algorithmic strategies.
• 3 Develop and backtest quantitative trading strategies using historical data.
• 4 Apply portfolio optimization techniques to allocate capital across multiple strategies.
• 5 Implement risk management frameworks to control drawdowns and ensure stability.
• 6 Explore machine learning models for generating predictive investment signals.
• 7 Analyze market microstructure and design optimal order execution algorithms.
• 8 Navigate regulatory requirements and ethical considerations in algorithmic investing.
• 9 Evaluate strategy performance using metrics like Sharpe ratio, alpha, and attribution analysis.
• 10 Examine advanced topics including high-frequency trading and alternative asset algorithms.