AlgoCollege

Automated Trader now offers on- and off-line training for newcomers to automated and algorithmic trading.

Courses include:

Execution Algorithms 101

What are execution algorithms?
Should you be using them?
If so, where and how?

VWAP

What is it?
How does it work?
Where should you use it?

TWAP

What is it?
How does it work?
Where should you use it?

Implementation Shortfall

How do you define it?
Why does it matter?
Where is it appropriate?

Liquidity Sensing

Why is it needed?
How does it work?

Data

What do you need?
Assessing data quality
Data cleaning techniques and avoiding over-scrubbling
Interpolation techniques
Latency - where it matters and where it doesn't