QuantInsti – Trading Alphas _ mining-optimisation-system-design

QuantInsti – Trading Alphas _ mining-optimisation-system-design  Backtesting, adding stop-loss and profit-take using vectorised approachMining micro-alphas using trends, mean-reversion, correlation across assets, and cointegrationMetrics for analysing strategy which include total profit, sharpe ratio, sortino ratio, profit factor, drawdown, and profit per tradeParameter optimisation using machine learning techniques such as clusteringBuilding a trading system from scratchExplain software architecture, logging, storage, hardware, testing and version controlBrief study on execution models, implement parallel computing and describe different levels of logging