Indian Institute of Quantitative Finance
Indian Institute of Quantitative Finance
Center of Finance Excellence - Quantitative Finance and Risk Management
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Post Graduate Program in Algorithmic Trading (PGP-AT)
6 Months (Part Time)


The Financial Markets the world over have seen a major paradigm shift in how trading is done. Algorithmic Trading (abv. Algo Trading) also known as Program Trading or Automated Trading, essentially implies that the trading is done by computer programs. Currently a vast majority of the trades in some of the markets are algorithmic in nature.

These algorithms depend on quantitative techniques for formulating trading strategies, detection of profitable trade opportunities, generating trade signals, generating the trades and trade order execution. At each stage there is extensive use of technologies.

Algorithm Trading, both High-Frequency as well as Low Frequency, using Quantitative Methods is now a very lucrative career. A breed of traders known as the Algo-Traders or Quant-Traders has emerged who have certain skill-sets that are much sought after in the industry.

MoreInformation Course Highlights

Highly qualified industry practitioner faculty
Advanced Curriculum
Thoroughly hands-on training in programming algorithmic trading strategies in Python
Training on industry leading algorithmic trading platforms
Training in Simulation Lab
Live Trading experience in real market
50% Course Fee Refund by Master Trust*

MoreInformation About the Course
The PGPAT course, jointly conducted by IIQF and Master Trust, a leading Financial Services Firm, and taught by highly qualified and experienced market practitioners is a job-oriented course that aims to produce industry-ready Algo-Traders, who can join trading desks of various financial institutions or setup their own independent algorithmic prop trading desks.

MoreInformation Who Should Attend

Fresh Graduates Management Students Finance Professionals
Dealers Prop Traders Arbitrageurs
Retail Traders

MoreInformation Course Details
Duration6 Months (Part Time)
ScheduleSaturdays and Sundays
EligibilityGraduate degree in science / economics / commerce / engineering / managament (with mathematics as one of the subjects)

MoreInformation * Course Fee refund

Master Trust, a leading Financial Services firm, offers 50% course fee refund in the form of brokerage credit for students successfully completing the course and trading with Master Capital.

MoreInformation Brief Course Outline
Introduction to Algorithmic and Quantitative Trading Technical Trading Strategies
Options Trading Strategies Strategy Development and Back-testing
Money Management and Risk Management Algorithm Trading Infrastructure Setup
Algorithmic System Design and Implementation EWMA, ARMA, ARIMA, GARCH
Machine Learning for Quantitative Trading Using Python Quantitative Directional Strategies
Statistical Arbitrage Strategies Index Arbitrage
Spread Arbitrage Gamma Scalping
Volatility Trading Risk Reversal / Volatility Skew Trading
Dispersion Trading Electronic Market Making Strategies
Working with Tick Data Market Microstructure and Concepts
Order Book Dynamics Bid-Ask Spread
Bid-Ask Bounce Latency Considerations
Execution Algorithms

MoreInformation Algorithmic Trading Lab

Both Simulated Trading Lab as well as Live Trading Lab fully equipped with advanced algorithmic trading platforms and statistical analysis systems.

MoreInformation Faculty

Abhijit Biswas, is the founding Director and Head of Product Development at Risk Infotech Solutions, India’s pioneering company in Portfolio Risk Management Software Products. He is currently consultant to HPC Links which is involved in the development of Quantitative Finance solutions and services using High Performance Parallel Computing technologies in Algorithmic Trading, Risk Analytics, etc. He is also consultant to financial institutions for Quantitative Volatility Trading systems. He is also the founding Director of IIQF. He has been a consultant to major global financial institutions in risk management domain. More...

MoreInformation Learning Outcomes
Successful completion of the course will train the candidates to:
  • Carry out Statistical Analysis of Data using Statistical Packages to formulate Algorithmic Trading Strategies
  • Build, Back-test, Optimize and Implement Quantitative Algorithmic Trading Strategies
  • Integrate the Trading Strategies with Algorithmic Trading Platforms

  • MoreInformation Course Calendar
    Centre Start Date
    Online 14th October, 2017

    MoreInformation Registration Process

    You may register online for the course by filling up the form given here .

    Contact Details

    Mumbai Office:
    Module No. 624, Mastermind IV,
    Royal Palms IT Park, Goregaon (E),
    Mumbai - 400065

    Office Hours:
    Weekdays : 10:00 AM - 7:30 PM
    Saturdays & Sundays : 2:30 PM - 7:30 PM

    Contact Person:
    Nitish Mukherjee : +91-22-28797660 / +91-9769860151

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