zorro automatic trading course?

Hi

I have seen there is some automatic trading courses around.
Have you guys considered to create one for zorro?

jmho, but I think it would be hard to come up with a one size fits all course. Some people want to use just the Z systems, some want to use TA, some machine learning. Some want to use the MT4 bridge, some R, etc, etc. But I think jcl has given us a great start in his tutorials.

One great thing about Zorro, is that its by and large community driven. Its almost like the developers are working for us (after all, they're giving it away for free, no?), not for themselves. An awesome concept

I vote for a course on how to develop a trading systems with zorro. This will interest to everybody, I guess...

I have been in discussions with a trading education provider about running an algorithmic trading course for their students. I have done some strategy development work for their fund, and as a result they have expressed an interest in me developing from scratch an algorithmic trading course. One course targeted at beginners, and another at the intermediate level. I have floated the idea of using Zorro for the course, since it is flexible, powerful and has a much smaller learning curve than other approaches to algorithmic trading.

If I were to go ahead and develop such a course, I would also like to offer a version of it for sale via my website. Would Zorro users be interested in such a course?

I plan to include both details of working with the Lite-C scripting language as well as the theory of strategy development using a statistically sound approach.

While I'm no expert in C programming in the league of jcl, I'm competent and have developed my own successful strategies using Zorro's base capabilities as well as the R bridge, machine learning algorithms and econometric tools.

Let me know if this is of interest to users and if there are any particular requests for topics to be covered. I could even tailor a course to an individual if there was sufficient interest. If you'd like to talk more about this, either send me a PM via the forum, or send an email via the contact form on my website.

Looking forward to some feedback!

Well, as you can imagine price, the agenda and delivery method of the course will play a role in the decision process, but, based on what you said, I am interested.

Ciao

Sure. Are there any particular topics that you are especially interested in? Please be as specific as possible.

Well, I am not an expert so I have several gaps to be filled.
From my perspective the goal of such course should be give the tools to develop a robust multi-assets, multi-algos trading systems.

So the main topics are:
- the research of new strategies
- putting together different strategies in a single TS and let them work together.

the second item is what I missing most. I really would like to see a zorro's TS coded (and explained) by a pro!

Hope this helps

Hi

Glad to know that there is some people interested in the idea. I do not actually have time for it but I'd love to join it in the future.

I know that the phylosophy of zorro is a platform to grow by sharing ideas between people and that zorro is a powerfull tool provided to us and so but not all of us or all of the potential zorro users have the skills to add such a value to the community, because the background is limited. However it may encorauge people to join the project.

Have you look at siminars.com? Is is really easy to create an online course over there where topics, skills to be obtained, excercises and goals can be easy defined with a day by day progress.

Nice, suggestion Nanitek. A professional packaging is as important as qualitative contenent. The platform seems powerful.

Ciao

MatPed, you read my mind on this one! I actually wrote into my proposal for the course that the goal of the intermediate stage should be to develop a multi-asset, multi-algo trading system.

I'm wondering if in your case, is it just a matter of needing help with the syntax needed to write a script that trades multiple algos? Or are you more interested in finding out about how to combine algos from a portfolio optimization perspective?

I hadn't seen that, but I'll definitely take a look. I just did a quick google search and it seems that there are a lot of tools out there to help build the material quickly.

The second, even I am far from perfect from a coding capabilities perspective.

from a single strategy on an asset to a multy-asset strategy and than to portfolio trading.

I have not been able to develop a tradable portfolio strategy even I have pieces of profitable strategies collected. I miss something
Take the zorros tranding course strategies and evolve them in a TS on the 13 assets as z12 would probably cover the largest gaps I can see in my mirror...

I agree that The intermediate stage should be multi-asset, multi-algo. Very interested.

I agree with you matped. I think this is a lack in the tutorial. It is clear how to find if a strategy has an edge or the steps to build a strategy from a simple idea. This is specially good described in the finantial hacker blog. I have found as well pieces that seems profitable but all looks different when I combine them.
However a combination of 10 algos and 10 assets is necesary to get a profitable strategy as it is described in the tutorial.
How to do that? That maybe the question

A quick update on where I am at with the development of my course:

I am putting the finishing touches on the introductory course and am planning to release it this weekend.

It includes two main parts:

Part 1 is devoted to the fundamentals of operating Zorro: what it is capable of, how it works, and how to use it to put together a trading strategy.

Part 2 is devoted to the science of algo development. That is, how to develop an algorithmic trading system that is robust and maximises your chances of success in live trading.

There are dozens of source code examples, including ten example strategies that you can use as templates or building blocks for your own systems.

One thing it doesn't touch on (yet) that has been requested above is portfolio trading with Zorro. It provides quite a lot of detail on what I would consider to be the basics of algo development, but I've deliberately left out portfolio management at this stage. It is something that I will add later on, but this first release is going to focus more on the basics.