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As discussed on the phone, would like to share the complete course curriculum to give you a
clear in-depth approach and assessment of learning outcomes from our EPAT course.

EPAT Structure

Courses Lectures Duration

PRIMER 1 Before the course starts

INTRO 4 1st month

STATS with EXCEL 3 1st month

ODR 4 2nd month

STATS with R 5 2nd month

ATP 8 3rd & 4th month

BE 1 3rd month

STRATEGIES 9 2nd to 4th month

PROJECT NA 5th & 6th month

Total No. of Lectures 35 -

*(Total 105 hours of Live Lectures)

PRIMER

The aim of this module is to make you comfortable with the basics of excel, statistics
and options which is a prerequisite for understanding the EPAT module.

The objectives are:

§ To understand the basics of Options- associated terminology, options pricing basic with factors
affecting option prices and their quantification (Greeks), simple option trading strategies.

§ To understand and implement basic statistics through examples. Topics covered include.

Ø Measures of central tendency – Mean/Median/Mode

Ø Covariance, Correlations and Regression and their physical significance in

financial markets with reference to Stocks and other tradable securities.

Ø Probability Distributions: Normal Distribution, Standard Normal Distribution,

Related parameters like Z-score, confidence interval and
their use and Hypothesis Testing.

§ Basics of Excel: Starting from the very basics, moving on to available options
and functions used with lots of examples to give you full clarity and understanding.

INTRODUCTION

In this module we will take you through the System Architecture requirements and Execution
Strategies for Algorithmic Trading.

The learning objectives are:

§ To understand in detail, the System Architecture of a Traditional Trading System and compar
e it to an Automated Trading System.

§ To understand the need, requirements, process, advantages and applications of Algorithmic Trad
ing.

§ Detailed understanding of ‘Orders’, ‘Pegging’, ‘Discretion Order’, ‘Blended Strategy’.

§ Introduction to some key strategy ideas and other important aspects of an algo trade.

BASIC STATS WITH EXCEL

The main tools for quantitative trading include Statistics and Excel. This module will take you through
the application of these tools and help you appreciate their importance.

The learning objectives are:

§ Basics of excel, application of some trading strategies in excel, coding in VBA. Using excel
to create back-testing module for a given hypothesis.

§ The art of visualizing data. Statistics and Probability concepts (Bayesian and Frequentist
Methodologies), Moments of Data and Central Limit Theorem.
§ Applications of Statistics- Random Walk Model for predicting future stock
prices using simulations and understanding results, Capital Asset Pricing Model.

§ Short Introduction to Modern Portfolio Theory - statistical approximations of risk/reward.

ODR (Options, Derivatives and Risk)

This module will take you through the world of trading in Options. Options trading strategies help
you to gain exposure to a specific type of opportunity or risk while eliminating other types of risks,
which means safer bets!

The learning objectives are:

§ Detailed understanding and comparison of various option pricing models and the applicability of
different models in different scenarios.

§ Characteristics of different Option Greeks - their sensitivity to different factors. Option price
sensitivities to various market factors. Building option portfolios on the basis of option Greeks.

§ Managing portfolio of option instruments when more than one underlying is

involved. Expressing views of concepts like correlation through options.

§ Dispersion trading concept, implementation and road-blocks. Hands on experience in designing a

risk management tool which will show sensitivity of options portfolio to different conditions
and allow the trader to modify his/her options portfolio to meet future market scenarios better.

Working with “R”

This session introduce will to you in detail, the concepts Programming in R; and Advanced Statistics.

The learning objectives are:

§ Introduction to high level Programming conceptualization and implementation. Understanding why

it's important to think like a mathematician while Programming - to seek maximum performance.
Useful R tips n tricks to navigate big data sets.

§ Understanding various estimates of volatility. Implementing a model using GARCH(1,1) model to

predict volatility using R and understanding the parameter estimates of the model.

§ Implementing a strategy based on GARCH predicted volatility filter and plot the
returns and equity curve.

§ Using "Quantstrat" package to code a trading strategy in R.

BUSINESS ENVIRONMENT

The learning objectives are:

§ Understanding the infrastructure requirements.

§ Understanding the business environment (including regulatory environment, financials, etc.) for
Algorithmic Trading desks.
STRATEGIES

This module is dedicated to Algorithmic Trading Strategies. It will not only take you through the
strategies in detail but also the core concepts, tools and thought process which will help you
develop the skill to formulate your own strategies.

The learning objectives are:

§ Detailed analysis of Trading Strategies in terms of, In-Sample and Out sample data, performance
and optimization of parameters, Stop-Loss and Profit taking criteria.

§ Understanding of Equities Derivative Markets, various parameters like OI,

Volume etc. and impact of market players on the derivative parameters.

§ Designing the rules for trading including discussion on special situation events occurring on the
expiry day.

§ Trend Strategy and Pair Trading Strategy modeling in detail.

§ Technology edge for trading profits- hardware and software innovations which can give you that
extra edge and help in increasing trading profits. Understanding latency requirement for different
strategies and how it can be improved while maintaining a good return on investment.

§ Understanding Market Microstructure Basics, Order Book, developing High

Frequency trading strategy based on Market Microstructure Theory.

§ Understanding statistical properties of HFT data, Bid-ask bounce behavior.

§ Working with HFT in terms of analyzing the properties and conceptual understanding of
various algorithms for optimization of HFT trading scenario.

§ Learning how to use AI to model data (including week for data modeling), hands-on experience with
modeling nifty and predicting tomorrow’s closing price.

ATP (Algorithmic Trading Platform)

The aim of this module is to help you implement your strategies in the live trading
environment. This will introduce you to the automated trading platforms such as Quantopian and
Interactive Brokers using Python Programming language.

The learning objectives are:

§ Introduction to “Quantopian”, its features, implementation of strategies using python on Quantopian

platform for backtesting and paper trading.

§ Using Python for building strategies and backtesting on “Anaconda” package.

§ Understand the difference between unsupervised and supervised machine learning, Coding
machine learning based algorithm and pair trading strategy on Quantopian

§ Creating a demo account on “Interactive Brokers” and test a high frequency trading strategy on the
same.

§ Coding, backtesting and optimizing “momentum” and “mean reverting” strategies using
“PyAlgoTrade”
We would be glad to address any queries you might have regarding the course, so feel free to reach
us at +91 9820903290 or +91-22-61691404.