Course overview

Part 1: Basics You will learn why Python is an ideal tool for quantitative trading. We will start by setting up a development environment and will then introduce you to the scientific libraries.

Part 2: Handling the data Learn how to get data from various free sources like Yahoo Finance, CBOE and other sites. Read and write multiple data formats including CSV and Excel files.

Part 3: Researching strategies Learn to calculate P&L and accompanying performance metrics like Sharpe and Drawdown. Build a trading strategy and optimize its performance. Multiple examples of strategies are discussed in this part.

Part 4: Going live! This part is centered around Interactive Brokers API. You will learn how to get realtime stock data and place live orders.

Lots of example code

The course material consists of 'notebooks' that contain text together with interactive code like this one. You will be able to learn by interacting with the code and modifying it to your own liking. It will be a great starting point for writing your own strategies

While some topics are explained in great detail to help you understand the underlying concepts, in most cases you won't even need to write your own low-level code, because of support by existing open-source libraries :
TradingWithPython library combines much of the functionality discussed in this course as a ready-to-use functions and will be used throughout the course. Pandas will provide you with all of the heavy-lifting power needed in data crunching.
All the code is provided under the BSD license, permitting its use in commercial aplications

Course rating

A pilot of the course was held in spring of 2013, this is what the students got to say:


well designed course and good trainer. Definitely worth its price and my time
Jev obviously knew his stuff ... depth of coverage was perfect. If Jev runs anything like this again, I'll be the first to sign up.
John Phillips
Your course really got me jump started considering python for stock system analysis.