Trading Automation Built for Results
This program walks you through building automated trading systems that handle real market conditions. You'll work with actual data feeds, write code that executes trades, and test strategies against market volatility.
Most people jump into trading with half-formed ideas and lose money trying to figure things out. This program gives you the technical foundation to automate decisions, backtest properly, and manage risk through code instead of emotion.
Market Data Integration
Connect to exchange APIs, parse tick data, handle order books. You'll build pipelines that pull live price feeds and store them in formats your algorithms can actually use.
Strategy Development
Write algorithms that identify entry and exit points based on technical indicators. Test mean reversion, momentum, and statistical arbitrage approaches with real historical data.
Execution Systems
Build order routing logic, manage position sizing, implement stop losses. Your code needs to handle slippage, latency, and partial fills without breaking.
Risk Controls
Program drawdown limits, portfolio exposure checks, and circuit breakers. Learn to build systems that shut down before small losses become account-destroying ones.
What You'll Actually Build
Each module focuses on solving real problems you'll face when automating trades. No theory lectures — just practical implementations you can run on live markets.
REST and WebSocket Connections
Handle rate limits, reconnection logic, and data validation for major exchanges including Binance, Coinbase, and Interactive Brokers
Backtesting Framework
Build event-driven simulation engines that account for transaction costs, market impact, and realistic fill assumptions
Signal Generation
Implement moving average crossovers, RSI divergence, and volume profile analysis with proper parameter optimization techniques
Portfolio Management
Code Kelly criterion sizing, correlation matrices, and rebalancing logic that maintains target allocations across changing market conditions
Performance Analytics
Calculate Sharpe ratios, maximum drawdown, win rates, and other metrics that tell you whether your strategy actually works
Live Sessions with Real Debugging
Sessions run twice weekly where we build these systems together. When your code throws errors or your backtest shows unexpected results, you get immediate feedback on what's wrong and how to fix it.
Group sessions cover new material and common implementation challenges everyone faces
Individual consultations let you work through specific bugs in your strategy code
Code reviews identify performance bottlenecks and logic errors before they cost you money
Access to private CBI community repository with working examples and tested utility functions
