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Decoding Equity Markets using Data Science

After uncovering some of the limitless possibilities of computer engineering, we began to put our wildest theories to the test and challenge the status quo. Using computers the culmination of these theories over generations has generated tremendous amounts of wealth. 

Stock market traders, investment bankers or even people interested in personal finance now have the ability to test and apply their strategies to the market. 

Using R, you now have the ability to analyze your own stocks, run them through your own strategies, based on your own investment capacity and risk tolerance. Through case studies, simulated investment projects, portfolio building tools and in-house investment strategies this course has been designed with only one thing in mind, giving you as an individual the ability to test your own theories without limitations.

New batch starts soon

Course Curriculum

Session 1

  •  Introduction to stocks 

  •  Introduction to data science

  •  Introduction to R, RStudio, tidyverse, and tidyquant

  •  Visualize stock prices using R

  •  Plot fundamental and Technical Indicators

  •  Assignment : Pick 30 NIFTY500 stocks and plot technical indicators of each 

Session 2

  • Deep dive into technical indicators

  • Momentum-based strategies vs. Mean reversion based strategies

  • Comparative returns analyses 

  • Application on large-caps and mid-caps (group discussion and code implementation)

  • Compare buy and hold vs. rule-based equity investment

  • Assignment : Develop investments rules, plot and compare the results against market benchmarks

Session 3

  •  Optimise parameters for each individual stock in a portfolio

  •  Backtesting and walk forward analyses

  •  Create multiple portfolios with risk constraints, compare and contrast amongst them.

  •  Simulate a black swan event from history

Session 4

  • Create a systematic investment strategy

  • Long term investments vs short-term trading positions

  • Decoding cryptocurrencies using data visualizations 

  • Inter-market analyses

  • Demos on advanced financial instruments 

New batch starts soon

About the instructors

Dr. Anand Lakshmanan
Founder & CEO - SIRPI

Dr. Anand Lakshmanan has helped academic institutions and corporations deep dive into their data and make better decisions. He has 17+ years experience in academia and industry. He has designed experiments and analyzed data in areas across domains.

Most recently he worked at Apple in Cupertino, California as an Antenna Design Engineer for 6 years. He has published or co-published several papers and holds 7 patents. He believes that all scientists and professionals need to be data-savvy to make decisions and persuade actions.

Anshuman Jhunjhunwala

Lead Instructor

Anshuman Jhunjhunwala completed his BE from R.V College of Engineering in the field of Industrial Engineering and Management. While in College statistics and simulation captured his imagination. After a couple of years of work, he was introduced to the financial markets and he could see that his passion for data analysis and simulation could be expressed through the field of finance.

 

In his first year of work in finance, he worked as a day trader, trading commodities futures on MCX and NCDEX. From there he went on to trade the stocks futures and then finally helping clients build portfolios and invest across asset classes.

 

He worked as an independent currency markets trade advisor and coach. He has mentored several people helping them to manage their own portfolios in a disciplined manner and follow a systematic approach to investing. 

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