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PT101: Practical Python for Finance & Trading Masterclass
Chapter 1 > Here's What You Are In For!
AT101 or PT101?
Why Code for Trading? The New Mindset - Trading Ideas and Concepts (Part 1) (5:38)
Why Code for Trading? The New Mindset - Trading Ideas and Concepts (Part 2) (5:35)
Why Code for Trading? The New Mindset - Trading Ideas and Concepts (Part 3) (7:24)
The Real Holy Grail of Trading
The First Step - How To Start Your Journey?
Simple vs Complex - Overview and Approach to Strategies in this Course
Teaser Strategy: 1+3-3+1 Bond Futures Calendar Spread
Chapter 2 > Python Basics 1 - The First Step
Why Python over other Programming Languages
AlgoTrading101 Partners with Holistic Coding and Algo-Hunter
Get the Snake - Installing Anaconda (1:45)
Using the Command Line (13:37)
Overview of our Research and Execution Tool - Jupyter Notebook (12:03)
What Snakes are these? Anaconda vs Python
Fastest Way to Open Your Jupyter Notebook
Download Code for Chapter 2
The Basic Building Blocks - Variables and Expressions (6:55)
Know what You Can Do - Jupyter Notebook & Python Superpower List
Copy Others' Code - Python Libraries and Packages
Chapter 3 > No Data No Trading - Getting Some Basic Data In
Download Code for Chapter 3
Get Data from Quandl - Let's Get Apple's Stock Prices (8:22)
Quandl WIKI Database Limitations - Yahoo Finance to the Rescue
Installing Library for Yahoo Finance API (0:35)
Retrieving Data from Yahoo Finance API - Just a One-Liner (6:14)
Chapter 4 > Volatility Pairs Trading - Our First Strategy (A Teaser into Practical Pair Trading)
2 Behaviours - Correlation vs Cointegration (4:25)
Pair Trading - The Basic Cointegration Strategy (Part 1) (6:05)
Pair Trading - The Basic Cointegration Strategy (Part 2) (5:59)
Volatility Pairs Trading - Our Teaser Strategy (Intro)
Volatility Pairs Trading – Check it with our Eyes! (Visual Backtesting) - Part 1 (4:59)
Volatility Pairs Trading – Check it with our Eyes! (Visual Backtesting) - Part 2 (5:12)
Longing, Shorting and Spreads
Download Code for Chapter 4
Volatility Pairs Trading – Preparing for the Statistical Backtest
Volatility Pairs Trading – The Real Test! Running our Statistical Backtest (Part 1) (9:24)
Volatility Pairs Trading – The Real Test! Running our Statistical Backtest (Part 2) (8:31)
Volatility Pairs Trading – The Real Test! Running our Statistical Backtest (Part 3) (7:52)
Volatility Pairs Trading – The Real Test! Running our Statistical Backtest (Part 4) (8:53)
Volatility Pairs Trading – 10 Ideas to Level Up. Adapting to the Real-World
Chapter 5 > Python Basics 2 - Foundations
Just so you don't feel lost
Running all Cells
Download Code for Chapter 5
Counting stuff in Python (8:51)
Variables contain different Types of Info - Data Types (6:57)
The Simplest Table (Lists of Values) + Datetime Management (6:15)
The Simplest Tables with Unchangeable Values - Tuples (4:16)
If A happens, do B - Conditional Statements (17:11)
Printing stuff - Formatting your texts and numbers (7:56)
Meaning behind String Symbols
Do Something Many Times Using Code - For Loops (10:26)
Loops Practice 1 - Basic For Loops
Do Something Many Times in a Different Way - While Loops (10:04)
Loops Practice 2 - Basic While Loops
Looping Twice - Nested Loops (4:52)
Loops Practice 3 - Nested Loops
If A then B, Many Times - Loops with Conditionals (6:54)
Loops Practice 4 - Conditional + Nested Loops
Answers to Loops Practice 1 to 4 (11:19)
Loops with some Control (Continue, Break and Pass) (4:34)
Loops Practice 5 - Calculating Stock Metrics
Answers to Loops Practice 5 (12:30)
For Loops without the Range Method
When to use For vs While Loops
Get Data from CSV and TXT (10:32)
Exporting dataframe to CSV
Stuck at Programming? Self-Learning and Getting Help Guide
Elegant Code vs Learning Trading
Chapter 6 > Strategy Design I - Differentiating Luck and Skill
The Most Important Concept - Market Prudence
Market Inefficiency Discovery vs Exploitation
David vs Goliath – Can we outwit the Big Funds?
Us vs Hedge Funds: Why We Dislike Trading on Lower Timeframes
Outwitting the Masses – Second-Order Thinking
How to Choose What Markets/Strategies to Trade
Does this course suck? Or is it adding value to you?
Chapter 7 > Practical Statistics 101 - Making Sense of Key Figures
Calculating Long Term Expected Payout of a Robot (6:40)
Statistical Significance and Law of Large Numbers - More is better (6:58)
What is an Abnormal Move – Understanding Standard Deviations
Stock Returns Behaviour – Understanding Normal Distributions
Minimum Sample Size and Application to Trading (10:59)
Cointegration Simplified
Optional Readings on Statistics
What are Correlation and Sensitivity/Regression
The Real Role of Statistics in our Trading
Chapter 8 > A Library for Data Analysis - Pandas (Not the lazy animal!)
Generating Random Numbers
What is Pandas and Why Do We Need It?
Download Code for Chapter 8
Two Column Tables of Data - Dataframe (This one is important) (14:35)
Managing Dataframes - Editing our Tables (7:24)
Managing Dataframes 2 - Changing the Shape of our Dataframes (7:55)
Datetime Management - Adding Dates to Dataframes (7:54)
Pandas Exercise 1 - All You Need for Managing Dataframes
Changing Dataframe's Data Type
Not-a-Number? Dealing with NaN and NaT
Pandas Exercise 2 - Managing Non Numbers in your Data
What is a Pandas Series? (8:34)
Chapter 9 > Strategy Design II - Creating Alpha Out of Thin Air: The Magic of Synthetic Assets
Introduction to Synthetic Assets - Why Does It Produce Alpha (9:30)
Types of Synthetic Assets - Hedging in Different Ways (Part 1) (8:06)
Types of Synthetic Assets - Hedging in Different Ways (Part 2) (5:25)
Moving Beyond Spreads – Spread^2 and Others
Download Code for the Chapter
Practice 1 (Questions) - Dollar-Hedged Structure
Practice 1 (Answers) - Dollar-Hedged Structure (Part 1) (9:18)
Practice 1 (Answers) - Dollar-Hedged Structure (Part 2) (8:04)
Manipulating the Shapes of Structures using Multipliers (10:22)
Effect of Multipliers - Summary
An Impossible Structure - One Ranging and One Trending
Normalising the first value to 1
Market-Hedging and Other Hedges
Chapter 10 > Practical Cointegration Trading Ideas
3 Cointegration Trading Ideas that we can Implement
No-Code Trading Research Tools - Do Quick Research before Committing
Chapter 11 (Strategy) > Bond Futures Synthetic Structures - The Calendar Spreads I
Bond Futures Calendar Spreads (Part 1) - One of the Most Stable Synthetic Asset - Introduction
Bond Yields and Prices - They are Inverse!
Bond Futures Calendar Spreads (Part 2) - Understanding the Fundamental Idea
Finding Alpha in STIR Futures
Download code for this chapter
Code to download BAX data + 2 Coding tasks for you
Downloading and Cleaning BAX Data (10:46)
Calculating and Plotting a Double Butterfly in Python (Part 1) (6:06)
Calculating and Plotting a Double Butterfly in Python (Part 2) (6:53)
The Easy Way - Charting STIR Futures Structures on Tradingview
List of STIR Futures - Common and Less Common STIRs
Opening a Interactive Brokers Demo account to Trade STIR Futures
Using Interactive Brokers' Booktrader (aka price ladder)
Bond Futures Calendar Spreads (Part 3) - The Essence of the Strategy: Execution
Bond Futures Calendar Spreads (Part 4) - The Source of Alpha: Level Up Your Execution
Prepare for Battle - Set up your Interactive Brokers Layout (Part 1) (6:39)
Prepare for Battle - Set up your Interactive Brokers Layout (Part 2) (7:59)
Finding Your Asset in Interactive Brokers
Mental Sums - Calculating Price of Double Butterfly from Booktraders
Time for Battle! Demonstrating How to Execute a D.Butterfly (Part 1) (8:44)
Time for Battle! Demonstrating How to Execute a D.Butterfly (Part 2) (8:48)
Chapter 12 (Strategy) > Bond Futures Synthetic Structures - The Calendar Spreads II
New Weapon - Combination Order
Demonstrating the new weapon - The Combination Order (7:33)
Understanding the Combination Order
Bond Futures Calendar Spreads (Part 5) - Multi-Quarter Structures and Structures Equivalence
A New Weapon - Finding Opportunities in the Term Structure (Part 1) (6:07)
A New Weapon - Finding Opportunities in the Term Structure (Part 2) (7:05)
Term Structure and STIR Pricing
Bond Futures Calendar Spreads (Part 6) - Trading with the Drift
Bond Futures Calendar Spreads (Part 7) - Strategy Difficulties and Risks
Downloading and Storing BAX data in Bulk
How much $ do you need for this strategy - Capital Requirements
Bond Futures Calendar Spreads (Part 8) - Backtesting and other Considerations
STIR Trade Sizing and Non-Entry/Exit System
BAX End Note
Chapter 13 > Python Basics 3 - Functions and OOP
Those who are good at Python can skip this chapter
What are Functions - Our Little Factories
Download Code
User-Defined Functions - Learn to Code Your Own Factories! (20:29)
Functions Practice 1 - Questions
Functions Practice 1 - Solutions (Part 1) (9:02)
Functions Practice 1 - Solutions (Part 2) (10:56)
What are Scripts - Simple Python file (Also: How to import your own code) (10:18)
Uses of Python Scripts vs Jupyter Notebooks
Modules vs Libraries vs Packages - Understanding the Terminologies
OOP Series - Object-Oriented Programming (OOP) Simplified. Objects store values and/or does stuff (5:06)
OOP Series - Difference between Classes and Objects (2:40)
OOP Series - Why do we need to learn OOP? Ans: We have no choice
OOP Series - Object Variables: Storing Values (Part 1) (9:12)
OOP Series - Object Variables: Storing Values (Part 2) (11:40)
OOP Series - Object Functions: Doing stuff (11:18)
Objects Practice 1 - Object Variables (Questions + Solutions)
Objects Practice 2 - Object Functions (Questions)
Objects Practice 2 - Object Functions (Solutions) Part 1 (5:34)
Objects Practice 2 - Object Functions (Solutions) Part 2 (8:55)
Naming Conventions - How to name your classes, variables etc
Chapter 14 > Backtesting Theories - Our Aim and the Mistakes to Avoid
What is Backtesting - Simplified
The Aim of Backtesting - We are NOT trying to build the Ultimate Strategy
3 Big Mistakes of Backtesting - 1) Overfitting 2) Look-Ahead Bias 3) P-Hacking
Solution to the 3 Big Mistakes in Backtesting
Loops Practice 2 - Basic While Loops
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