Expert developer course
of trading strategies

(for algorithmic traders)

If you are an algorithmic trader and want to hone your skills in developing trading algorithms, this is your course.

QUANTIFIED MODELS

Who is it for?

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To all those initiates who wish:

Enter correctly and successfully in the fascinating world of algorithmic trading.

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To all algorithmic trader interested in:

The optimal application of the scientific method in financial markets for your own benefit.

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To all the traders that want:

Successfully take advantage of automated trading in your daily operations.

Why this course?

One of the most widespread mistakes among beginning traders is to blindly trust a way of trading learned somewhere without first checking (even if only by eye) if that kind of trading had worked for him in particular in the past. After all, if he hadn’t, there’s no point in expecting him to in the future. However, since they do not perform such a check, most of them never succeed in trading.

Precisely because of such failure, more and more discretionary traders are becoming interested in algorithmic trading. At the end of the day, this is based on the application of the scientific method in financial markets, which are big words. But since they are unaware or poorly learned to apply this method correctly and successfully, they end up failing again without understanding the reason, even losing sight of the fact that others, on the other hand, succeed because they do something that they do not do or that they do not do correctly.

More than one makes the mistake of optimizing with all the history. Others are more knowledgeable, but mistakenly believe that just in-sample and out-of-sample optimization tests will suffice to find out what to expect from their trading strategies. And so we could continue mentioning more frequent errors resulting from erroneous preconceived ideas and/or poor training in the matter. Hence precisely the need for a course like this, which aims to successfully and correctly train algorithmic traders.

This is a journey that starts absolutely from scratch here. And that it will continue with you to optimally create and evaluate your own trading algorithms to then execute them automatically if and only if they have successfully passed all the scientific tests to which you submit them. And as long as they also adapt to your risk and investment profile.

It is finally in your hands to start such an exciting journey!

Proven learning method

Other users have already tried it with excellent results.

What are you going to learn?

At the end of the course, you will have learned:

  • The reality of trading (both algorithmic and discretionary) so that no one fools you.
  • A rigorous work methodology to correctly and successfully create, evaluate and optimize your own trading systems in order to invest or manage with them at a later stage.
  • Why the different trading techniques used work.
  • Logical suggestions both to create trading strategies from scratch when nothing occurs to us as well as to improve them once created.
  • Different ways to exit a position, as well as more than one possibility of making them dependent on the volatility of the market at all times.
  • How to correct a defect of trading platforms when optimizing.
  • How to significantly reduce or even avoid the risk of over-optimization incurred especially by non-professionals.
  • A faster and more efficient way of evaluating the goodness of a trading algorithm than the already classic one based on the analysis of a whole series of statistical parameters of an algorithm.
  • What is it for and how to apply the Monte Carlo Method.
  • How to manage the different risks that you will be exposed to when investing or managing in order to reduce them while maximizing the results.
  • 2 ways to make an optimal portfolio of trading systems: the classic one based on the efficient frontier theory, and an alternative without the problems inherent to the classic one.

How are you going to learn it?

  • At your own pace through sufficiently detailed videos, which you will be able to view more quickly or slowly depending on your level.
  • With the support and help of a teacher, to whom you can consult any question related to the agenda through a doubts forum (with a limit of 5 doubts per month), as well as live online once a month.
  • With tests for the first module with their respective solutions and examples in eminently practical videos related to the rest of the course.

Material that will be offered with the course

You will also receive both a PDF summary of all the central ideas of each lesson and non-audio-visual material of different types that will help you in your trading.

By way of example, thanks to it you will be able to quickly and easily determine without knowing anything about Statistics:

  • If the number of trades of your optimization is statistically significant.
  • The probability that your algorithms have a certain drawdown.
  • The probability that by entering a strong drawdown we will be taken out of the market for not having operated with sufficient capital.
  • The probability of getting a given number of consecutive negative or positive trades.
  • The probability of ending the year with a given return.

Frequently asked questions about the course (FAQs)

We solve all your questions

Can I do the lessons whenever I want?

Although the course could be done in much less time, we have scheduled it to be done in 2 months. And although it is true that every week a reasonably calm rhythm will be suggested to you to watch each video, since the lessons are recorded, you will be able to see them when you consider it appropriate, at any time of the day, any day of the week. .

However, there will be some live webinars to resolve doubts with the course teacher, but the time will be decided among all the participants, and such sessions will also be recorded so that they can be viewed later if necessary. And don’t worry if you can’t attend them live either, because you can always send your doubts in advance so that they can be resolved for you later.

Is there a limited time to complete the course?

By default, the course lasts 2 months, but if you haven’t been able to finish it, don’t worry because you will have access to their videos for 1 more month.

What’s more, as an alumnus, you will be able to sign up for our complementary monthly membership program in order to answer any questions you may have. And as an advantageous part, during said membership time you will be able to enjoy any training product that you have previously purchased, as well as its improvements and updates without having to pay its cost again. After all, the world of Finance is constantly evolving. And with this approach we are convinced that the student will be able to enjoy training of the highest quality while spending as little money as possible.

I haven't programmed before, is this course for me?

Yes, but we strongly recommend that you take the programming course before, since in this way you will get the most out of it more quickly and you will motivate yourself even more, since you will see results much sooner.

What knowledge do I need at the computer level?

We explain everything in detail, step by step and from scratch, so you will not need any specific knowledge in Computer Science. You may find some minimal knowledge of Excel useful to improve your learning curve, but it’s not necessary either. And, in any case, remember that you have a teacher who can help you if you need it.

Is the course for me if I don't use TradeStation or MultiCharts?

Undoubtedly, because the course is general for any trading platform, no matter what it is.

Why our training program?

We know very well what a student needs to be able to face trading successfully, and this is so because part of our team has been a student of many trading courses. Having been in your place before as students, we know, therefore, the shortcomings of this kind of course, and in turn, everything that a complete trading training program should contain so that every student who wishes to carry out his trading successfully algorithmic end up achieving it.

We also know that after hiring a trading course, many students leave it in the trunk of memories, and this is due to various reasons: from the teacher’s failure to clearly resolve many of our doubts , to the lack of enough clear and finished real examples, including the lack of an expert teacher to guide us throughout the continuous process of our learning so that it is much less hard for us over time.

We do not want this to happen to you with our training program, and for this reason, we have given it a completely different approach, always thinking of the benefit of the student as if it were ourselves.

There are two basic pillars of our training program. The first of these is punctual training through a complete course on the creation, evaluation and optimization of trading systems taught by an expert such as Fernando Bodí, who will periodically resolve the doubts of the students so that they can consolidate their knowledge with Over time. While the second is training and continuous practice through Quantified Models courses and membership programs, through which the appropriate environment they need to learn programming in a practical, professional and successful way is created for any student. . At the end of the day, we consider it vitally important that the student be able to continue his learning at the end of the course, in such a way that he acquires complete fluency as far as programming trading systems is concerned.

What are the advantages of contracting memberships as a student or alumni of this course?

Our core belief is that no one person can accomplish much in life compared to a group or team of people, as no one person has a monopoly on knowledge and cannot cover as much.

Collectively we can achieve much more than individually, we can disagree and the disagreements we have can make us stronger. That is why our training program is not just a program, but goes further, as it is a community of traders.

Hiring our complementary membership program has the advantage that, after the end of the course, you will be able to continue with your training and improvement for a small fee.

Another advantage is that during said membership time you will be able to enjoy any training product that you have previously purchased, as well as its improvements and updates without having to pay its cost again. After all, the world of Finance is constantly evolving, and with this approach we are convinced that the student will be able to enjoy the highest quality training while investing as little money as possible.

I'm a newbie, is some knowledge in finance or statistics required?

The course starts completely from scratch in algorithmic trading, so if you already have basic notions of discretionary or systematic trading, you won’t have any problem following it.

And as far as Statistics is concerned, we even provide you with Excel sheets that we explain in detail step by step so that you don’t even need to know Statistics.

If you know absolutely nothing about trading, you will need only a very basic knowledge of Technical Analysis, investment in the main financial markets and the terminology used.

In any case, you have a teacher to help you even with your knowledge base, so don’t hesitate to ask him if you need it.

Is this course worth investing in CFD's and Forex?

Without a doubt, as well as to do it in futures of anything, as well as in shares, ETFs and cryptocurrencies. And this because the techniques that you will learn are extensible to this kind of markets without being specific to any of them.

In this course am I going to learn to develop, step by step, trading systems?

This course establishes the general bases for it in a logical, orderly and rigorous way. But the experience of some of us as students of other courses has shown us that, although this is key, not all students find it enough to be able to function on their own. That is why we have created our membership program, in which all our students will close the circle of their learning by learning to develop complete winning strategies for themselves based on statistical advantages of all kinds that we teach our students. And always with a teacher to guide us through the process live.

Are you going to teach me how to create a diversified portfolio of winning strategies?

Of course. You can also go even deeper into the subject in our memberships, where you will find more concrete examples from scratch, apart from being able to be guided by our teacher so that you can finish strengthening your knowledge and understand each step you take.

Course content

What will we see in this trading systems development course?

Module 1: General framework of algorithmic trading
  • Lesson 1: Introduction. What is an algorithm, discretionary versus mechanical trading algorithms, advantages and disadvantages of automated trading, classification of algorithms, management with algorithms in the universe of investment strategies.
  • Lesson 2: Conceptual framework. Unpredictability of the markets, inefficiencies, fractal structure of the market, leptokurtosis in the profitability curve of the markets, problem with chance, positive mathematical expectation, what is a winning trading algorithm.
  • Lesson 3: Overview of the entire process. From the idea to the management, evaluation of statistical results, common mistake ignored when interpreting statistics.
Module 2: detailed process of creating, evaluating and optimizing trading algorithms
  • Lesson 4: Bases for the creation of trading algorithms. learning from discretionary trading, trend algorithms, anti-trend algorithms, volatility expansion or explosion algorithms, different methods to get out of a position and adapt to volatility, other techniques for creating algorithms: candlestick patterns, gaps, seasonal patterns, . .., general advice.

 

  • Lesson 5: The tests inside and outside the sample. The scientific method, learning from Physics how to put it into practice in financial markets, correct obtaining of the optimal parameters of our algorithms, validation of algorithms with fixed window and moving window optimizations, efficiency of the out-of-sample test, reoptimization frequency of algorithms, advantages and disadvantages of the different types of optimization.

 

  • Lesson 6: Montecarlo method. What it is, different procedures for its application.
Module 3: Additional questions
  • Lesson 7: Coarse versus fine optimization. The importance of risk management, distinction between an improvement and a variant, problems with the continuous history of futures and their solution, causes of overfitting, time to stop an algorithm, implicit risks in algorithmic management and how to combat them, optimization portfolio, limitations of the scientific method applied to markets.

 

  • Lesson 8. Recommended bibliography.

Training team

The main professor of the course will be Fernando Bodí, whose extensive experience in the world of algorithmic trading and his background in the most complex and abstract branch of Physics, Theoretical Physics, allow him to approach the study of financial markets from a rigorous scientific perspective.

Quantified Models - Equipo - Fernando Bodí

FERNANDO BODÍ

Degree in Physics, D.E.A. in Physics (doctoral postgraduate in Physics) and Algorithmic or Quantitative Trader. Since 2004 he has been working in the Research and Development of mathematical trading algorithms, having made different external collaborations with Interdin S.B.V. and Renta 4 Manager. After these collaborations, he ended up working as an alternative management fund manager at Renta 4 Gestora, focusing most of his time on quantitative issues. Subsequently, he began a new purely quantitative stage at Quark Technologies S.L., a company of which he was vice-president, co-founder and main technical manager, continuing his quantitative work as Quant Developer at the English Prop Trading company Saxon Financials Ltd. later he ended up dedicating to quantitative CTA management with automated trading algorithms at GesTrading Managemente Ltd., a company he co-founded in Miami (Florida – USA), having also worked for the R&D and automated trading system rental company GesTrading Strategies. He is currently focused on his doctoral thesis while collaborating on the GesTrading spin-off project founded by his partner Enrique Valdenebro: PattInvestor.

Course payment plan

Developers Membership

Oriented to ex-students of the programming and development course, with the aim of continuing their learning and improvement.

Includes:

  • Access to the Virtual Classroom
  • Access to the question forum
  • Meetings to develop trading systems based on technical advantages.
  • Monthly Technical Advantage

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