Module 5: Market Microstructure and Data Analysis

• Order Books and Depth of Market (DOM)
• Tick Data and Bar Data
• Latency and Slippage in Trading
• Liquidity and its Impact on Strategy Execution
• Technical Indicators (Bollinger Bands, MACD, RSI, etc.)

Module 6: Strategy Development and Optimization

• Building Custom Trading Strategies
  • Trend-Following Strategies
  • Breakout Strategies
  • Arbitrage Strategies
• Risk Management Techniques
  • Position Sizing
  • Stop-Loss and Take-Profit Mechanisms
• Introduction to Optimization Techniques
  • Parameter Optimization (Grid Search, Random Search)
  • Walk-Forward Testing

Module 7: Backtesting and Simulating Trading Strategies

• Introduction to Backtesting Platforms (QuantConnect, Backtrader)
• Preparing Historical Data for Backtesting
• Writing Backtesting Scripts in Python
• Analyzing Backtest Results (Sharpe Ratio, Max Drawdown, etc.)
• Simulating Strategies on Paper Trading Accounts

Module 8: Execution Algorithms

• Introduction to Execution Algorithms (VWAP, TWAP, Iceberg)
• Smart Order Routing
• Market Impact and Execution Costs
• High-Frequency Trading (HFT) Concepts (Introductory)