Office Hours - Python for Traders
Backtesting & Execution Modules
"Office Hours" is an initiative by Decibel Capital to help those traders who have no coding background/experience and are looking to learn Python for Trading. The aim is to teach concepts that would enable a trader to achieve end-to-end automation of backtesting & execution.
We are looking to build a small cohort of traders who learn to code and back-test their ideas. This is directed towards beginners with little to no-coding background or exposure to Python. The program aims to go from 0 to 100 when it comes to backtesting, research & execution.
Especially designed for NON-CODERS
This course is designed with an ELI5 (Explain Like I'm 5 years old) approach in mind and is well suited for people who have never written a single line of code. Most of the past students of the course did not have any coding background whatsoever, and are doing well with the current learning. We go through the entire journey together from how to install Python to how to automate your coding strategy.
Pre-requisites to join this cohort:
You should be a trader with NON-CODING background.
You are currently learning Python. Either have already begun or close to beginning.
Willing to spend at least 5-10 hours a week in trying to learn to code in Python
Module I - Backtesting & Research Module
This is the first and entry-level module of this course. The module aims to teach you fundamentals and building blocks of the Python framework with a focus on Backtesting & Research. We will train you to create your own backtesting engine such that you need not rely on any of the pre-canned libraries such as Backtrader, Ta-Lib etc.
We teach the absolute "FIRST PRINCIPLES" of the world of programming. By the end of this program, you will be able to:
Obtain, read, clean and process raw data into suitable format to perform data analysis.
Perform analytical research on the data at hand using:
Data Mining Approach
Code your own indicators & derivatives of indicators.
RSI of MACD or ADX
Backtest trading strategies from the scratch. Some of the examples pursued by past students include:
Create a long-only stock investment portfolio
Create a futures trading strategy with trailing SL
Create an Option Buying strategy with momentum edge
Create an Option Selling strategy with time/non-timed entries
Python is a vast framework that enables you to perform a variety of tasks. Several of skills that you learn during the program can't be pigeonholed in a few headlines. Here is a general outline of the module:
- Introduction to Python framework including Jupyter Notebook. Running your first "Hello World" program.
- Reading, Processing and Cleaning data for Backtesting and Research.
- Numerical Computing & Data Science concepts - Power of numpy and pandas
- Data Visualization - Because a picture speak a thousand words
- Data Processing and Cleaning prepare data for backtesting and create a pipeline for cash, futures and options trading.
- Data Fetching using Zerodha API or other allied sources of data
On a weekly basis specific topics are covered and relevant videos/articles from online Free resources are shared for students to conduct a self-study. Weekly assignments are provided based on the topics being introduced.
A LIVE Coding + Doubt Clearing session takes place on weekly basis in which you will learn novel approaches to solve some of the most pressing challenges faced during coding. The focus of these sessions will be to code for trading related applications. These sessions last anywhere between 1.5-3 hours depending on doubts and content being covered.
These sessions are recorded and shared for future reference of the students. The timings of sessions may be early morning or late night in your respective time zone. We will alternate classes on Weekdays and Weekends to ensure that all students get to their doubts cleared.
Students are added to a Slack Group for discussions during the course. All lessons, doubts and discussions would take place on this group.
At the commencement of the program, they are invited to join an esteemed group of traders - "The Office Hours Alumini", where they can continue to network and collaborate with traders.
The duration of this program is 8 weeks
Fees & Dates
There will be a Fee of INR 34,999 /- for the 8 week program.
Expected Start Date - 15th Nov 2022
Expected End Date - 31st Jan 2023
Module II - Execution & Automation Module
Research & Backtesting are some pre-requisites to Algo Trading. However, it is not sufficient to obtain an end-to-end understanding of automated algo life-cycle. While there are several platforms available to automate your execution, with sufficient Horsepower of Python knowledge, a trader can achieve superior results by using their own execution.
The module aims to teach you fundamentals of automating execution for a backtested strategy. By the end of this module, you will be able to:
Code your strategy for LIVE execution.
Integrate the code with a Broker of your choice. During the class, we will work with Zerodha as an example.
Deploy your algo on cloud using AWS services.
Generate daily P&L and other reports out of your trading account.
Code and LIVE implement your own version of famous 9.20 Straddle Option Selling Strategy.
Here is a general outline of the module:
- Introduction to building an efficient and robust execution engine.
- Integrate LIVE Tick data for your algo to take automated decisions during the day.
- Integrate Zerodha for firing LIVE orders. Learn to place market orders, limit orders, cancel and update orders, set TP & SL.
Super Early (10 seats)
Thanks for overwhelming response to the Winter-2022 Cohort. To ensure the quality of the instructions, we are not accepting any more registrations for this Cohort.
The next Cohort will run in February'2023. If you wish to be notified of the same, please join the Waitlist by submitting your email below.
By joining the waitlist, you will get notified ahead of public announcement of the batch details and any offers.
We realize that there are pocket of traders who are earnest, hardworking and are looking to hustle their way up in markets. However, not all of such traders have initial means to spend on a structured learning approach.
The Scholarship Program is an effort from our side to train & mentor a select set of such students. There are TWO seats reserved for Scholarship (85% Discount) for those who qualify for the scholarship on the basis of merit.
Due to the overwhelming response received for the past Cohorts (100+ applications) and low success rate (only 1 in 12 candidates were accepted), we will be implementing a screening process to filter candidates for Scholarship. The screening process consists of a short application, followed by a quick/call interview for those selected for initial shortlist. The aim of this screening process is to select a handful of traders who can not only gain the max out of this program, but can also contribute most to the learning of the entire cohort.
Deadline - Sunday 16th October 2022
If you have any other questions, you can write to email@example.com or read more FAQs at the bottom of this page.
WHAT TRADERS ARE SAYING
"I highly recommend office hours for aspiring coders. Ankit is an excellent mentor and the entire program is structured to get the best out of the cohort. The hands on practical approach teaches one how to apply programming to real life trading techniques"
Learning coding in current day and age has become necessity. The vast unorganised knowledge on internet makes it very scary to learn... Ankit organizes it only upto an extent which is perfect balance between spoon feeding and doing everything alone He'll solve your dumb doubts in the language you'll understand. The whole str of the cohort is semi organised one where you'll learn only when you put efforts Even if you're not going to build whole execution infra, I think backtesting should/could be done by yourself
" This course is just what you need if you are going for algotrading. Ankit explains every concept in layman's term. I attended the first cohort, and it was very objective and comprehensive."