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Data Science Series: Algorithmic Trading
Using R

  • R, Machine Learning
  • 18-19 Sept 2018 | 6-9PM
  • 30 participants
  • Difficulty: Beginner
  • Language: Bahasa Indonesia
  • Investment: IDR 2,000,000 | 2 credits
2

Days

Course details :

Algorithmic trading makes use of data science in form of complex formulas, various mathematical models, and human oversight, to make a decision of buy or sell in the stock market.

Though it might be sound complicated and hard to execute on your own, it’s not that difficult once you dive in and grasp the idea. In this 2-days workshop, you will learn how to do algorithmic trading using the R programming language.

You will start from the basic level. Getting to know R first, then move forward to the practical example of algorithmic trading.

* The 2-day workshop will be taught in Bahasa Indonesia

“Data are becoming the new raw material of business. ”
~ Craig Mundie, Microsoft

Please bring along:

  • 1x Laptop
  • Purchased ticket (from organizer’s website)

Partners:

Schedule

  • Know your neighbor

    Registration and Networking

    Day 1 | 18:00 – 18:30

  • Introduction to R Programming

    Day 1 | 18:30 – 19:30

  • Quantitative Analysis using R

    Day 1 | 19:30 – 21:00

  • Know your neighbor

    Registration and Networking

    Day 2 | 18:00 – 18:30

  • Algorithmic Trading using R

    Day 2 | 18:30 – 19:30

  • Machine Learning for Algorithmic Trading

    Day 2 | 19:30 – 20:30

  • Some Practical Example

    Day 2 | 20:30 – 21:00

Event Ended
Explore other data science workshops

Trainer

R. Dimas Bagas Herlambang

bagas@algorit.ma

Detailed Syllabus

Syllabus: Algorithmic Trading Using R

Introduction to R Programming

  • Basic Programming in R language
  • Data Wrangling using Tidyverse
  • Graphical Analysis using GGPlot2
  • Handling Time Series Data using Tidyquant

Quantitative Analysis using R

  • Obtaining Stock Prices Data using Quantmod
  • Plotting Chart
  • Calculating Technical Indicators
  • Measuring Portfolio Performances

Algorithmic Trading using R

  • Order Strategy for Algorithmic Trading
  • Using Technical Indicators as Daily Trade Signal
  • Backtesting an Algorithm

Machine Learning for Algorithmic Trading

  • Best Practices
  • Preparing Features and Dataset
  • Training Environment for Caret
  • Decision Tree and Random Forest
  • Backtesting the Trained Model in Out-of-Sample Data

Some Practical Example

  • Predicting rise and fall in the stock market in day trading (real-life case example)
  • A Simple Workflow to Train our Data

This workshop will cost 2 workshop credits for subscribers. Non-subscribers are welcomed to participate at a cost of IDR 2,000,000.

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Workshop Receivables:

  • Workshop Lecturer’s Notes

    Including 2x Course Books (PDF), HTML files, course transcripts (if any).

  • Highly-accelerated Learning

    Learn under the assistance of mentorship of our lead instructor and a band of qualified teaching assistants throughout the 2-day course.

  • Certification of Completion

    Show current and prospective employers that you’ve completed the course with a signed certificate of completion.

  • Quality Learning Environment

    We pay meticulous attention to the logistical details of our workshops: quality audio and visual setups, comfortable sitting arrangements, small group size. Dinners are included for evening workshops.

  • Supplement Materials

    Receive supplement datasets to practice on, reference notes, working files (R Notebook or Jupyter Notebook), and other materials that will help you master the topics.

Data Science Series

Workshops in our Data Science Series are tailored to casual learners, working professionals and non-programmers that are taking their first steps into data science and machine learning.

Students are not assumed to have a working knowledge of R or prior proficiency in statistics / mathematics / algebra. At such the workshop follows a gentle learning curve and emphasize on hands-on, one-to-one tutoring from our team of instructors and teaching assistants.

Consider taking our Data Science Intermediate workshops instead for more advanced-level materials in statistical programming and machine learning.

Past Workshops in this Series:

Students work through tons of real-life examples using sample datasets donated by our team of mentors and corporate partners. We believe in a learn-by-building approach, and we employ instructors who are uncompromisingly passionate about your growth and education.

Get In Touch

PT. Algoritma Data Indonesia.
Menara Kadin, 4th Floor. Kuningan, DKI Jakarta 12950.
WhatsApp: 0816-692-471
Email: community@algorit.ma

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