This webinar focuses on how to take your systematic trading strategy live. The speaker will start with the pre-requisites needed to automate your strategy. He will then discuss the event-driven approach needed for automated trading and discuss the process of connecting with a broker, fetching real-time data, generating signals based on the data and finally placing an order with the broker. The speaker will round out the session by walking you through setting up a demo strategy for paper-trading in the markets with Blueshift. --------------------------------------------------------------------- Session Outline: ◉ Introduction to Automated Trading ◉ Pre-requisites for Automated Trading ◉ Connecting to a Broker ◉ How to get Real-Time Data? ◉ Generating Trading Signals ◉ Placing Orders ◉ Interactive Q&A --------------------------------------------------------------------- About the Speaker: Rishabh Mittal (Quantitative Analyst at Quantra by QuantInsti) Rishabh works in the content team at Quantra as a Quantitative Analyst. He is currently working on applying the unsupervised learning technique of K-Means on generating tradeable signals. He has also worked on creating algorithms for position sizing in the markets using various techniques like Constant Proportion Portfolio Insurance (CPPI), etc. Prior to this, he was developing systematic trading strategies in TradingView for clients. --------------------------------------------------------------------- IMPORTANT FREE Resources: ◉ Blogs on Automated Trading - https://blog.quantinsti.com/tag/automated-trading/ ◉ Free Resources to Learn Algorithmic Trading - https://blog.quantinsti.com/free-resources-list-compilation-learn-algorithmic-trading/ ◉ Essential Books on Algorithmic Trading - https://blog.quantinsti.com/books-algorithmic-trading/ ◉ The complete Algo Trading Workshop - https://blog.quantinsti.com/algo-trading-workshop-20-may-2021/ --------------------------------------------------------------------- Important Links: Link to our Blog: https://blog.quantinsti.com/ Like us on Facebook @ https://www.facebook.com/quantinsti/ Follow us on Twitter @ https://twitter.com/QuantInsti Follow us on LinkedIn @ https://www.linkedin.com/school/quantinsti/ Follow us on Instagram @ https://www.instagram.com/quantinstian/ E-mail us @ contact@quantinsti.com ---------------------------------------------------------------------

1. How To Automate A
Trading Strategy
Rishabh Mittal
QuantInsti

2. Agenda
● Why and what is automated trading?
● Pre-requisites
● Generating signals with real-time data
● Placing orders with the broker

3. What’s in Store Today?

4. Why and What!
Why! What!

5. Strategy | Broker with API | Python Skills

6. Brokers & Blueshift
link
Why do we need the Broker API?
● Getting the latest data
● Placing Trades
● Getting status of current
positions

7. Brokers & Blueshift
link

8. The Strategy

9. Breaking the Problem!

10. General Approach for Implementation

11. General Approach for Implementation
Loop to run
another function at
specific time
intervals.
The function that
contains all the
strategy logic. This
will be run each
time, say on the 15-
min candle
Calculate RSI | MAs | feed the
data to an ML model |
Volatility | the data is for your
imagination!
Use the broker function
to do this. You might
need to do this in a loop
if the broker doesn’t
allow multiple downloads
at once.
BE SPECIFIC WITH THE
CONDITIONS:
1. When to enter long
2. When to exit the long entry
3. When to enter short
4. When to exit the short entry
5. When to book losses
6. When to book profits
The last thing is to
use that broker
function to send
your trading decision
and wait for the
trade to execute

12. Q&A

13. Complete Webinar
Recording