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Post Graduate Program in Algorithmic Trading (PGPAT)

Build your career as Quant Trader

Live Online Instructor-led Weekend Program
  • English

Quick Facts

  • Program Duration
  • Program Schedule
  • Program Timing
  • Program Start Date

PGPAT Program - Algorithmic Trading 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

Post Graduate Program in Algorithmic Trading Course Online

The PGPAT course or Post graduate program in Algorithmic trading online conducted by IIQF is taught by highly qualified and experienced market practitioners and is a job-oriented Masters in Algorithm Trading online 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. We do offer Certificate Program in Algorithmic Trading (CPAT) online with world class faculties. Enroll now.

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 finance 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.

Course Calendar

  • Student will get free access to the recordings of Python Programming Primer on course registration
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Batch Start Date Fee Mode Time

Who should attend

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

Why choose this course?

View what our learners have to say...

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Brief PGPAT Course Outline

Part 1

  • Module 301
    Introduction to Algorithmic and Quantitative Trading
    • What is "Algorithmic" Trading?
    • Market Structures
    • Evolution: Algorithmic Trading trends and their impact on the markets
    • Types of Algorithmic Trading Strategies
    • Lifecycle of Algorithmic Trading
    • Market Microstructure and Concepts
      • Order Book Dynamics
      • Bid-Ask Spread
      • Bid-Ask Bounce
    • Latency
    • Introduction to jupyter notebook
    • Introduction to IntelliJ IDE
      • Installing intelliJ
      • Basics of IntelliJ
      • Read stock data with IntelliJ and basic functionality
  • Module 302
    Technical Trading Strategies
    • 1. Overview of Systematic Trading indicators in Technical Analysis
    • 2. Trend following Strategies
    • 3. Momentum based Strategies
    • 4. Exploring strategies on stock price data
    • 5. Exploring such strategies on bitcoin data
  • Module 303
    Strategy Development and Back-testing
    • 1. Ideation and Strategy Creation
    • 2. Architecture of a back-testing System
    • 3. Common Pitfalls (Look-ahead bias, survivorship bias etc.)
    • 4. Implementing a back-tester
    • 5. Strategy Module
    • 6. Performance Measurement Statistics
    • 7. Parameter Optimization
    • 8. Transaction Cost Analysis
  • Module 304
    Money Management and Risk Management
    • 1. Optimal Capital Allocation
    • 2. Risk Management
  • Module 305
    Algorithm Trading Infrastructure Setup
    • 1. Algorithm Trading Mechanics
    • 2. Architectural design
    • 3. Basic platform design and architectural setup
    • 4. Operational considerations and pitfalls
  • Module 306
    Algorithmic System Design and Implementation
    • 1. Implementing Strategies
    • 2. Order Management
    • 3. Risk Management
    • 4. Error Handling
    • 5. API Integration

Part 2

  • Module 307
    Options Trading Strategies
    • 1. Options Pricing
    • 2. Options Greeks
    • 3. Options Trading Strategies
      • a. Market Neutral Strategies
      • b. Bullish Strategies
      • c. Bearish Strategies
      • d. Arbitrage Strategies
        • i. Cash Future Arbitrage
        • ii. Conversion Reversal / Put-Call Parity
  • Module 308
    Machine Learning for Quantitative Trading Using Python
    • 1. Introduction to Machine Learning
    • 2. Regression Models
      • a. Simple Linear Regression
        • i. Example with stock data and why linear regression not a good fit
        • b. Multiple Linear Regression
          • i. Example with stock data
      • c. Logistic Regression
      • d. Decision Tree Regression
      • e. Random Forest Regression
    • 3. Classification Models
      • a. Decision Tree Classification
      • b. Random Forest Classification
    • 4. Few examples on what not do fit to stock data
  • Module 309
    Optimization Methods
    • 1. Analytical vs Numerical Optimization
    • 2. Cost Functions for Regression
    • 3. Cost Functions for Classification
    • 4. Gradient Descent
    • 5. Stochastic Gradient Descent
    • 6. Adam Gradient Descent
  • Module 310
    Time Series Analysis Using Python
    • 1. Auto Regressive Models (AR)
    • 2. Moving Average Models (MA)
    • 3. MA as basic model for stock data predictions
    • 4. Auto Regressive Moving Average Models (ARMA)
    • 5. Auto Regressive Integrated Moving Average Models (ARIMA)
    • 6. Exponentially Weighted Moving Average Models (EWMA)
    • 7. Generalized Auto Regressive Conditional Heteroskedasticity Models (GARCH)
    • 8. Stock data examples
  • Module 311
    Deep Learning for Quantitative Trading Using Python
    • 1. Introduction to Deep Learning – Artificial Neural Networks (ANN)
      • a. Traditional Machine Learning Vs Deep Learning
      • b. Universal Approximation Theorem
      • c. Perceptron
      • d. Activation Functions
      • e. Cost Functions
      • f. Back Propagation
    • 2. Feed Forward Neural Network (FFN)
    • 3. Recurrent Neural Network (RNN)
    • 4. Long Short Term Memory (LSTM) Network
  • Module 312
    Quantitative Trading Strategies
    • 1. Introduction to Quantitative Trading
    • 2. Quantitative Directional Strategies
    • 3. Statistical Arbitrage Strategies
      • a. Pairs Trading Strategies
    • 4. Arbitrage Strategies
      • a. Index Arbitrage
      • b. Spread Arbitrage
    • 5. Gamma Scalping
    • 6. Volatility Trading
      • a. Risk Reversal / Volatility Skew Trading
      • b. Dispersion Trading
    • 7. Electronic Market Making Strategies
  • Module 313
    Algorithmic Execution Strategies
    • 1. Execution Algorithms
      • a. Percentage of Volume (POV)
      • b. Volume Weighted Average Price (VWAP)
      • c. Time Weighted Average Price (TWAP)

Algorithmic Trading Lab

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

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Admission Process

  • Send Your Application

  • Get on a call with a counsellor

  • Wait for Application Acceptance

  • Pay the fee & join the upcoming batch

Finance your Study

Educational Loans

We are very happy to help you progress to greater heights in your career in every way possible. Education loans available at 0% interest for full time Indian residents. Easy EMI plans available.

Student Aid

Encourages the full time students to enter this domain, benefits, if you are still pursuing formal education.

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Get Answers

  • What are the prerequisites for this program?

    For Indian Participants – Minimum Graduation in science / economics / commerce / engineering / management (students in Final Year of Graduation may also may apply) with mathematics as one of the subjects.
    For International Participants – Minimum Graduation or equivalent degree in science / economics / commerce / engineering / management from any recognized University or Institution in their respective country with mathematics as one of the subjects.
    Proficiency in spoken and written English. Basic knowledge of Statistics. Working knowledge of Excel
    Computer and an internet connection. We teach in Windows based platform. Mac users will need to Install Windows in Parallels Desktop for Mac.

  • Is the program suitable for non-programmers?

    Lot of people say, particularly those who do not have a programming background that it is extremely difficult to learn algorithmic trading. There is no denying the fact that if someone is technically sound then it is imperative that he will learn the techniques of algo trading much faster and they have a higher chance of succeeding in this field.
    While the truth is that though this is something not very easy to learn particularly for non-programmers, however if taught in a right way and in right context it is not impossible as well provided the learner is serious enough and given the modern tools that are available at ones disposal nowadays. What is required is serious and sincere effort and a zeal to learn.
    For participants who do not have a programming background, they will need to attend a primer module on basic Python Programming. For registered participants of the course, the access to the lecture recordings for the Python Primer module will be provided free of cost.
    The Python primer module is designed for people who do not have any kind of prior programming background and want to learn programming for developing applications related to finance. The aim of this program is to teach python in an easy, lucid and structured way so that people coming from even no-technical or non-programming background can learn and use the python language.

  • Is the program suitable for people having no background in finance?

    While any prior knowledge is always useful, however the course has been designed in a way that even people having no knowledge of finance can attend and learn from this program.
    The program includes modules on relevant areas of basic finance like theories of technical analysis, charting, financial markets, derivatives, option strategies etc. theories are brushed-up before we go into the advanced areas.
    The course is taught in an easy, lucid and structured way. We teach from basic to advanced levels in a way where people with limited background can also pick-up the skills.

  • Who should attend?

    If you are someone who is interested in making a career as a trader, whether you wish to take-up a job or you wish to trade on your own, then learning Algorithmic Trading is no longer a matter of choice it is almost a compulsion now.
    We have built this course with aim to teach Algo Trading to participants of all kinds of background, the only criteria are that the participant should have a zeal to learn.
    Whatever is your background, if you are someone who wants to learn Algo Trading and either work in an International Bank, Hedge Fund or Prop Desks or you wish to trade on your own or you wish set-up your own trading desk, we offer you the right course to fulfil all your requirements.
    It can be done by Finance, Banking, IT and other Professionals, Dealers, Arbitrageurs, Prop Traders, Retail Traders – those who aspire to become Quant/Algo Traders and work for the trading teams of International Banks, Hedge Funds, Prop Desks of Brokers or Analytics teams of Consulting Firms or IT Companies.
    Also, students from Engineering, Mathematics, Statistics, Economics, Finance, Commerce etc. background who aspires to work in International Banks, Hedge Funds, Prop Desks etc. in advanced Quant Trading/Algo Trading roles or in advanced analytical roles in Quant analytics, Derivative Pricing and Valuation, Model Validation, Treasury, etc. should do this course.

  • Why you should attend this program?

    • Highly qualified Industry Practitioner faculty
    • Advanced Curriculum including Data Science & Machine Learning
    • Covers end-to-end all aspects of Algo-trading, starting from strategy development, extensive back-testing, optimization, order management, risk management, error handling, platform integration
    • Training on industry leading algorithmic trading platform
    • Free access to Python Programming for Finance course - worth Rs 8000
    • Lifetime placement support for all participants
    • Hands-on training in Programming Algo-trading strategies in Python
    • We don’t believe in template-based teaching, our lectures cover hands-on implementation from scratch during the lectures.
    • Taught in an easy, lucid and structured way
    • We teach from basic to advanced levels in a way where people with limited background can pick-up the skills
    • Post Course support – We believe in imparting complete learning and offering support even after the course gets over

  • How is the course delivered?

    This program is conducted as a comprehensive online course offered via online live interactive lecture sessions on weekends. All lectures are recorded also and participants gets access to view the lecture recordings as well.

  • What is covered in the course?

    All aspects of Algo Trading, starting from strategy development, extensive back-testing, optimization, order management, risk management, error handling and integration with a trading platform. You also get to learn Quantitative Algorithmic Strategies and Machine Learning for Quantitative Trading Using Python.
    Training is provided on industry leading algorithmic trading platform.
    We don’t believe in template-based teaching, our lectures cover hands-on implementation of the entire development of algo cycle from scratch during the lectures.
    The course has a very advanced curriculum designed by Traders and Quant practitioners from top Wall Street Investment Banks and financial institutions and industry experts to prepare job-ready professionals.

  • Who are the faculty?

    The course is taught by Top-notch Traders, Quant Practitioners and Industry Experts from International Banks and Hedge Funds. The faculty team consists of leading traders and domain experts with top class education background from IIT’s, IIM’s and Ph.D.'s from top institutes.

  • What is the post course support?

    We believe in imparting complete learning and we offer support even after the course gets over. You get whole-hearted support not only during the course but after the completion of the course as well. Our faculty team goes out of their way to extend all possible help to serious learners. You can email us with your doubts and queries and you will be connected to the appropriate faculty for solving your doubts and queries.
    Will certificate be awarded on completion of the program? What are the certification criteria?
    The participant becomes eligible to get the certificate on completion of a capstone project that is given at the end of the program, participants who attend and follow all the lectures should be able to complete the project. So, to get the certificate you will also have to complete and submit the project.

  • Is there any placement support?

    We have dedicated placement team who provides strong support to all successful participants for getting relevant jobs in International Banks, Hedge Funds and Trading Desks of other financial institutions.
    You may work as Quant Trader, Algo Trader, Consultant, Domain expert and lead Quant and Trading Teams of International Banks, top Hedge Funds, Proprietary Trading Desks, Fund Managers and or fortune 500 Financial Consulting Firms and Leading IT Companies.

  • What is the course calendar?

    This course is offered 3 times in a year.

  • How long has this programme been around for?

    The first cohort of this program commenced in 2013.

  • What programming language does this program use?

    This program is entirely taught using Python. It provides complete hands-on training in Programming Algo-trading strategies in Python

  • What mode of payments do you accept?

    We accept all online payment modes like Bank Transfer, Credit Card, Debit Card, UPI

  • Is EMI facility available?

    Interest Free EMI payment option is available through our NBFC partners.

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