Algorithmic Trading with Python
Build a modular algorithmic trading research stack in Python, covering data handling, signal libraries, vectorized and event-based backtests, and paper-trading workflows.
This course introduces the building blocks of algorithmic trading as an engineering discipline: market data, rule-based signals, order types, execution and risk controls. You will turn plain-language trading rules into precise logic, run simple simulations in Python, and learn why costs, slippage and overfitting matter before any strategy is taken seriously. The goal is a solid mental model of how automated systems work and how to evaluate them responsibly.
4 modules · 16 lessons · 4 weeks. Curriculum preview; the final syllabus may change before enrollment opens.
Write a formal specification for a moving-average crossover rule, including edge cases
Build a bar-by-bar simulator in pandas that applies fixed transaction costs
Produce a short evaluation memo comparing results with and without costs and slippage
Quantzivo certificates are completion credentials issued by Quantzivo, not accredited qualifications. Courses teach technical and research skills; they do not promise investment returns or provide investment advice.
Build a modular algorithmic trading research stack in Python, covering data handling, signal libraries, vectorized and event-based backtests, and paper-trading workflows.
Learn a structured process for designing trading strategies: forming hypotheses, defining rules, choosing data and evaluation criteria, and documenting research honestly.
Learn to identify, measure and communicate market, credit, liquidity and operational risk using volatility, drawdown, VaR and stress testing concepts.