Any online courses available that focus on developing and implementation of Algo Trading Strategies?

GoBarca

GoBarca

Joined
4/18/12
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Hi,

I am really keen on developing and implementation of algo trading strategies (with a greater focus on the implementation part since I have fair knowledge on the development aspect). Can someone please recommend online courses that one can take to strengthen the above two areas? Suggestions on some good books on this subject would also be most welcome.

Thanks!

P.S I have an intermediate knowledge of C++ and VBA
 
Jim's a great guy. I met him in February. One thing I learned from him, among many, is that if you want to learn about trading strategies, build one (or several). So, one thing you could do if you want to work on your stat arb knowledge/skills is try designing, optimizing, and testing an actual strategy. I just finished designing a volatility arbitrage strategy. I learned a tremendous amount and best of all it cost $0! Although, data is painfully expensive if you want granular stuff.

Edit:
I used R for my strategy, and I know Jim uses R a lot as well. It's a very nice language, similar syntax to MATLAB. You also have some nice packages that allow you to easily import market data, do time series analysis, etc. Also, it's an open source project :). Easy on the pocket book for students dishing out all their cash for an expensive MFE program.

More information:
http://cran.r-project.org/
 
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