TheDataScientist
UdemyADVANCEDDifficulty: ADVANCED

Algorithmic Trading Research With Python

Understand it. Code it. Backtest it. Honestly.

4.6720 students12h14 lessons

Python · Polars · DuckDB · vectorbt

Educational course

This teaches research methodology. It does not provide financial advice, trading signals, or any recommendation. Trading involves substantial risk of loss.

What makes this different#

Most trading courses teach you to build a backtest that looks good. This one teaches you to build one that tells the truth, which usually means learning that your strategy is weaker than you hoped. That is the skill.

Curriculum

5 sections · 14 lessons

  1. Research discipline

    • Stating a hypothesis
    • Multiple testing
    • What a backtest can and cannot tell you

  2. Data

    • Point-in-time universes
    • Survivorship bias in practice
    • Corporate actions

  3. Costs and execution

    • Commission, spread, impact
    • Why costs change which strategies work

  4. Validation

    • Walk-forward analysis
    • Regime breakdowns
    • Reporting degradation

  5. Risk

    • Volatility-scaled sizing
    • Position and portfolio limits
    • Drawdown analysis

Free material on this topic

Trading Systems

Algorithmic Trading Backtest Lab

A backtesting framework with transaction costs, slippage, walk-forward analysis and survivorship-bias handling — designed to stop a strategy looking better than it is. Educational research only.

AdvancedDifficulty: Advanced~24h buildPython · Polars · DuckDB
Code