AMADEUS
QUANTITATIVE TRADING PROGRAM
DISCLAIMER
All information and content in this presentation should be viewed as educational only. Although the author, and other contributors,
believe the information and contents to be accurate, we neither guarantee their accuracy nor assume any liability for errors. There
is risk of substantial loss in trading. It should not be presumed that the methods presented in any manner will be profitable or that
they will not result in losses. Past performance is not a guarantee of future results. It is the responsibility of each trader to
determine their own financial suitability. Vihan Singh, Blackrose Technologies LLP and associated parties cannot be held
responsible for any direct or indirect loss incurred by applying any of the information obtained in the AMADEUS program.
Derivatives trading contains substantial risk, is not for every trader, and only risk capital should be used. Vihan Singh and Blackrose
Technologies LLP are not Registered Financial Investment Advisors, securities brokers-dealers or brokers. We recommend
consulting with a registered investment advisor, broker-dealer, and/or financial advisor. If you choose to invest, with or without
seeking advice, then any consequences resulting from your investments are your sole responsibility. Vihan Singh and Blackrose
Technologies LLP do not assume responsibility for any profits or losses resulting from this program. All information should be taken
as educational purposes only. This presentation is neither a solicitation nor an offer to Buy/Sell futures or options. No
representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this web
site. The past performance of any trading system or methodology is not necessarily indicative of future results.
“Sometimes you gotta run before you can walk.” – Tony Stark
AMADEUS
Table of Contents
Introduction
Course Structure
Content Breakdown
Contact
FAQs
Improved computing power & data infrastructure have revolutionized the world of trading.
Once dominated by loud-mouthed, trigger-happy jocks with market instinct and analyst
reports, trading has been stormed by rocket scientists with mathematical models making
a million trades every second.
The QUANTS have arrived. A feel for the market, belief in the company's management and
trading floors have been replaced by statistical analysis, strategy backtesting and execution
algorithms.
Get ready to explore the enigmatic world of quantitative trading...
What is AMADEUS?
AMADEUS is a comprehensive 12-month program designed to make you a quant trader by
building proficiency in Python programming, quantitative anlaytics and derivatives trading.
Unlike most courses on algorithmic & quantitative trading that focus on theoretical
breadth, the sole focus of AMADEUS is to impart hands-on, practical knowledge that
makes you capable of designing, testing and deploying fully automated trading systems.
Python Programming
Quantitative Analytics
TOPICS
Subjects of Focus
Trading Strategies
Automation & Execution
STRATEGY DESIGN.
Build strategies using various
analysis methods.
BACKTESTING.
Verify, optimize and stress-test COURSE
OBJECTIVES
the strategies you build.
API & EXECUTION.
Use a broker API to automate
your trading strategies.
VIHAN SINGH
The Instructor
BACKGROUND
[Link]. Mathematics & Computer Science
Founder & CEO, Blackrose Technologies
EXPERTISE
Machine Learning, Physics, Derivatives Trading
COURSE
STRUCTURE
START DATE: 4th February 2020
SCHOLARSHIP SEATS Available
MEDIUM OF INSTRUCTION
English, Hindi
BATCH DETAILS COURSE FEE
Rs. 13,500/- per month (all inclusive)
REFUND POLICY
The first month of the program comes with a 100%
moneyback guarantee. If you enroll in the program
and then realize it's not for you, you can ask for a
refund within the first 30 days of the program.
COURSE FORMAT
WEEKLY ONLINE PROJECTS TRADING
CLASSES* DELIVERY & EXAMS TOURNAMENT
CLASSES Sessions will be Regular readings, Quant trading
10-1 PM SAT & SUN hosted online on assignments, tournament at the
Youtube or Zoom. projects & exams to end of the program.
EXTRA SESSIONS** Recordings will be engrain concepts & Winner gets cash
7-9 PM TUE & THU made available to check progress. prize of Rs. 5 Lacs
all participants.
*Timings tentative. Final timings will be decided based on majority batch preference post registrations.
**For doubts & extra material.
FEB-APR'20
Python, Mathematics,
Statistics & Data Science
MAY-JUL'20
Data Scraping & Wrangling,
Financial Data Science & ML
COURSE AUG-OCT'20
TIMELINE Strategy Design, Backtesting,
Risk Management, Optimization
What's in store
353184452 NOV-JAN'21
API Integration, Automation,
Paper Testing, Going Live
MAR-MAY'21
Quant Trading Tournament
CONTENT
BREAKDOWN
GOOGLE SEARCH
CONTENT You're going to have questions. Google will
BREAKDOWN help you find anwers to (almost) all of them.
ANACONDA
PYTHON Setting up the Anaconda platform.
Getting Started
Fundamentals PIP INSTALL
Utilities
Learn to install new Python libraries.
Data Science
QUANT JUPYTER NOTEBOOK
STRATEGY Introducing our go-to coding environment.
This is where the magic will happen.
EXECUTION
CONTENT DATA TYPES
Overview of the different data types that you
BREAKDOWN will encounter in Python.
CONDITIONAL OPERATORS
PYTHON
Compare two values to check if they're equal,
Getting Started greater than, lesser than or not.
Fundamentals
Utilities
LOOPS
Data Science
Doing something over and over again.
QUANT
STRATEGY IF ELSE STATEMENTS
To do or not to do based on some condition.
EXECUTION
CONTENT FUNCTIONS & LIBRARIES
Run programs in a single line of code with
BREAKDOWN functions and libraries.
HANDLING ERRORS
PYTHON
What to do when things doesn't work out.
Getting Started
Fundamentals
PEP-8 AND COMMENTS
Utilities
Data Science Writing high-quality code and make sure you
can understand it years from now.
QUANT
STRATEGY PYTHON & EXCEL
Use XLWings to edit spreadsheets via Python.
EXECUTION
NUMERICAL COMPUTING
CONTENT Crunch numbers in high-dimensions and do
BREAKDOWN rapid computations using NumPy.
PANDAS DATAFRAMES
PYTHON
Meet Pandas - a data scientist's best friend.
Getting Started This is Excel on steroids.
Fundamentals
Utilities
DATA VISUALISATION
Data Science
Learn to use Matplotlib and Bokeh to make
QUANT pictures that speak a thousand data points.
STRATEGY
EXECUTION
MATHEMATICS
CONTENT Linear Algebra, Calculus & Probability 101.
BREAKDOWN
STOCHASTICS
Modelling random & probabalistic processes.
PYTHON
QUANT STATISTICS
Maths & Stats Theoretical foundations of descriptive and
Scraping & Wrangling inferential statistics.
Financial Data Science
Machine Learning
OPTIONS MECHANICS
STRATEGY Demystify options pricing, greeks & spreads.
EXECUTION
DATA SCRAPING
CONTENT Use Selenium to scrape website HTML and
BREAKDOWN BeautifulSoup to extract data you need.
DATA CLEANING
PYTHON
Dealing with missing or incorrect data.
QUANT
Maths & Stats DATA WRANGLING
Scraping & Wrangling How to format data for increased efficiency.
Financial Data Science
Machine Learning
GFDL F&O DATAREADER
STRATEGY Create a datareader for one of India's most
popular data providers.
EXECUTION
FINDING SIGNALS
CONTENT How to find profitable trading signals in an
BREAKDOWN ocean of noisy data.
OPTION OI & BHAV COPY ANALYSIS
PYTHON
Scrape & analyze option chains, open interest
QUANT and bhav copy data from NSE website.
Maths & Stats
Scraping & Wrangling CANDLESTICK PATTERN FINDER
Financial Data Science Build a pattern recognition program to find
Machine Learning custom candlestick patterns from price data.
STRATEGY
EXECUTION
LINEAR REGRESSION
CONTENT Learn one of the simplest algorithms; drawing
BREAKDOWN a straight line through the data.
LOGISTIC REGRESSION
PYTHON
Modelling probabilities of binary events.
QUANT
Maths & Stats ENSEMBLE METHODS
Scraping & Wrangling Find complex, nonlinear relationships in your
Financial Data Science data by combining algorithms.
Machine Learning
STRATEGY DIMENSIONALITY REDUCTION
Use PCA (Principal Component Analysis) to
EXECUTION
find variables that matter the most.
FUNDAMENTALS
CONTENT Build an intelligent investing system based on
BREAKDOWN financial statement analysis.
TECHNICALS & PRICE ACTION
PYTHON
Build systems using algorithmic technical
QUANT analysis, pivot points & candlestick patterns.
STRATEGY
QUANTITATIVE ANALYTICS
Design
Risk Management Use data analysis to build trading systems.
Backtesting
Optimization HYBRID TRADING SYSTEMS
Combine different analysis methods into a
EXECUTION
comprehensive trading system.
POSITION SIZE, STOP LOSS, TARGET
CONTENT Explore techniques that can optimize your
BREAKDOWN strategy's risk-adjusted returns.
CONCENTRATION & LIQUIDITY RISK
PYTHON
Ensure your portfolio is not over-exposed to
QUANT similar types of trades and you're able to exit
trades comfortably.
STRATEGY
Design
BUILDING A PORTFOLIO
Risk Management
Backtesting Combine instruments, assets and strategies
Optimization for the holy grail: diversification.
EXECUTION
CONTENT BACKTESTING PITFALLS
Understand the mistakes people make when
BREAKDOWN backtesting.
VECTORIZED BACKTESTING
PYTHON
How to quickly test simple trading ideas.
QUANT
STRATEGY EVENT-BASED BACKTESTING LVL. 1
Design Environment for testing complex strategies.
Risk Management
Backtesting EVENT-BASED BACKTESTING LVL. 2
Optimization How to backtest with multiple instruments,
dynamic variables, scaling in/out of positions.
EXECUTION
CONTENT OVERFITTING
The cardinal sin of strategy design and how to
BREAKDOWN avoid it.
WALK FORWARD OPTIMIZATION
PYTHON
Testing different parameter combinitions on
QUANT parts of the dataset to find the most robust
STRATEGY parameter settings.
Design
MONTE CARLO ANALYSIS
Risk Management
Backtesting Randomly sample your trade log to discover
Optimization the worst case scenario for your system.
EXECUTION
CONTENT COMPONENTS OF AN API
Learn what an API is and how it works.
BREAKDOWN
WHICH BROKER/API TO CHOOSE?
Selecting a broker whose infrastructure can
PYTHON
support your quant trading ambitions.
QUANT
STRATEGY DATA INFRASTRUCTURE
Building an infrastructure that can seamlessly
EXECUTION
handle your trading operations.
Broker API
Real Time Data
Paper Trading
Going Live
LIVE DATA STREAMING
CONTENT Using websockets to stream live tick data and
BREAKDOWN generating real time trading signals.
REAL TIME DATA VISUALIZATION
PYTHON
Build a dashboard to track orders, positions
QUANT and portfolio performance metrics.
STRATEGY
TRADING MULTIPLE SYSTEMS
EXECUTION
Trade multiple instruments/strategies while
Broker API minimizing latency & infrastructure load.
Real Time Data
Paper Trading
Going Live
MOCK TRADING OBJECTIVES
CONTENT Why paper trading is crucial when deploying
BREAKDOWN a new trading system and what are the most
important metrics to track.
PYTHON
EXECUTION ALGORITHMS
QUANT Creating customized execution algorithms to
improve trade entry and exit prices.
STRATEGY
EXECUTION SIMULATING REAL TRADING
Broker API Making sure your paper trading results are as
Real Time Data close as possible to the real world scenario.
Paper Trading
Going Live
CONTENT HOSTING YOUR TRADING SYSTEM
Pros and cons of hosting your trading system
BREAKDOWN locally vs on the cloud.
RECONCILIATION MODULES
PYTHON
Make sure your broker and your machine are
QUANT always in sync.
STRATEGY
FAILSAFE MODULES
EXECUTION
How to know when something goes south.
Broker API
Real Time Data
RUBBER MEETS THE ROAD
Paper Trading
Going Live Bringing it all together and going live.
LINK TO REGISTRATION FORM
[Link] CONTACT
ROLLING ADMISSIONS ON MONTHLY BASIS
LINK TO SCHOLARSHIP APPLICATION
[Link]
OPEN: 23 DEC'19
CLOSE: 10 JAN'20
SCHOLARS WILL BE ANNOUNCED ON 22 JAN'20
PHONE NUMBER / WHATSAPP
+91-9810171088 CONTACT
EMAIL ADDRESS
vihan13singh@[Link]
TWITTER HANDLE
@vihan13singh
LINKEDIN PROFILE
[Link]/in/vihan13singh/
WHAT IS A SCHOLARSHIP SEAT?
Scholarship seats are a merit-based, need-blind provision that allows
promising candidates to attend the AMADEUS program free of cost.
Scholarship seats are awarded on the basis of an open-book test found in
the application (link in previous slide) followed by a telephonic interview.
Scholarship seats shall be awarded based on my evaluation of the
FAQs
scholarship applications.
Once awarded, I reserve the right to rescind the scholarship seat of a
candidate if their performance in the program is not satisfactory.
WHAT ARE THE PREREQUISITES TO JOIN AMADEUS?
There aren't any hard pre-requisites as we'll start with the absolute basics
and build from there. If you have a basic knowledge of computers and are
willing to learn, you're good.
WILL YOU TEACH ME PROFITABLE TRADING STRATEGIES?
Not exactly. The core ethos of this program is to teach a man to fish, so
don't expect to be handed the answers - you'll be expected to work for
them. Similarly, you will not be provided with any profitable strategies
that you can plug and play.
However, if you diligently follow the content, put in time and effort, then
FAQs
by the end of this course you should be able to design automated trading
systems capable of delivering on average 40-60% annualized returns
without exceeding a 10% drawdown.
CAN I DROP OUT OF THE COURSE ANY TIME?
Yes. If at any point in the program you do not wish to continue, you may
drop out without any obligations. However, the monthly fees you've paid
up until that point will not be refunded unless you're dropping out in the
first month of the program. You will also lose access to all the resources
provided in the program.
WHAT IF I MISS A CLASS?
If you miss a class, you can watch the recordings & ask me any questions
you may have in the doubt sessions. All classes and doubt sessions will be
recorded and made available to all participants for the entire duration of
the program.
WHAT IS THE QUANT TRADING TOURNAMENT?
FAQs Think of it as the capstone project of the AMADEUS program. Broadly
speaking, the tournament will have people submit trading algorithms
which will be tested and traded on our infrastructure for 3 months and
the best submissions will be rewarded. Formal rules of the tournament
will be made clear once the bridge presents itself.
WHAT IS THE TIME COMMITMENT REQUIRED PER WEEK?
Expect to spend 6 hours every week (excluding classes) working through
assignments if you wish to extract maximum value from the program.
HOW IS AMADEUS DIFFERENT FROM OTHER ALGO TRADING
PROGRAMS?
Most other programs focus on theoretical breadth to prepare you for job
interviews in the algo trading/quantitative finance space. On the other
hand, the sole focus of AMADEUS is to give you practical knowledge that
will make you a consistently profitable quantitative trader.
FAQs WHAT RESOURCES WILL YOU PROVIDE IN THE COURSE?
You will receive reading material, Python code in Jupyter Notebooks and
recordings of all classes and doubt sessions.
WILL YOU HELP ME WITH STUFF THAT ISN'T IN THE PROGRAM?
I'm happy to help out the candidates beyond the program's curriculum if
time permits. However, I cannot make any promises so do not expect this
to be a one-to-one mentoring program.
P.T.O.
WILL YOU HELP ME FIND A JOB AS AN ALGO/QUANT TRADER?
No. That's neither the objective nor within the scope of the AMADEUS
program. My focus is to help you build the skillset of a capable quant
trader that will have firms running after you (I myself have turned down 4
job offers in the last 6 months by prop trading firms to set up their quant
trading division).
FAQs
However, exceptional candidates who complete the AMADEUS program
may be extended internship/research opportunities at Blackrose & other
partner firms.
CAN INTERNATIONAL PEOPLE JOIN?
Sure. Although the content primarily deals with Indian markets, the ideas
and concepts can be applied to any market.
P.T.O.
WILL YOU PROVIDE SUPPORT AFTER THE PROGRAM?
I'll be more than happy to help out any alumni with their quant trading
assuming time permits me to do so. More importantly, I envision an active
AMADEUS alumni community that helps each other out.
WHY AREN'T WE DIVING DEEPER INTO MACHINE LEARNING AND
DEEP LEARNING TECHNIQUES LIKE NEURAL NETWORKS?
FAQs Because time doesn't permit me to and I feel a cursory teaching of ML/AI
does more harm than good. Moreover, acquiring in-depth understanding
of ML/AI algorithms requires a math background far more sophisticated
than this program expects. ML/AI as a subject is fascinating and complex
enought to warrant a 12-month program of its own. [ Coming Soon ]
CAN I JOIN IN THE MIDDLE OF THE PROGRAM?
Yes, by paying for all the months up until that point. You'll have to watch
the recordings to come up to speed & can ask me doubts if you have any.
CAN I SEE AN EXAMPLE OF YOUR TEACHING?
Sure, you can view my YouTube videos via the following links:
Intro to Python for Algo Trading Pt. 1/2
[Link]
Intro to Python for Algo Trading Pt. 2/2:
[Link]
FAQs Numerical Computing with Python
[Link]
Building Quantitative Trading Systems
[Link]
How Data Scientists Beat the Market
[Link]
FIN.
