AlgoTrading 101 · Level 1
Foundations
Minimum viable knowledge to design, test, and evaluate simple systematic strategies in AlgoLift. Deliverables: completed readings, one lab run, and the Level 1 Gate.
Readings
Introduction to Trading
Scope, actors, workflows, trade lifecycle.
Open
Markets & Instruments
Asset classes, contract specs, tick sizes, sessions.
Open
Microstructure & Order Types
Order book, spread, slippage, fill mechanics.
Open
Timeframes & Bars
Time, tick, volume, range bars; aggregation risk.
Open
Trading Math
Expectancy, variance, compounding, drawdowns.
Open
Strategy Categories
Trend, mean reversion, breakout, event-driven, stat-arb.
Open
Lab · Minimal Working Strategy
- Builder: select instrument, session, and bar type. Add one signal (e.g., MA cross or RSI threshold). Wire entries, exits, and an initial stop.
- Backtest: set conservative parameters. Enable commissions and slippage. Define test window and warmup.
- Review: record PF, Win%, Avg Trade, Max DD, Exposure. Save the run. Note observations in your Trading Journal.
Artifacts
- Trading Journal: hypothesis, bar choice, assumptions, key results.
- Saved Lab Run: reproducible configuration and metrics.
Level 1 Gate
- Quiz: microstructure, bar types, expectancy.
- Backtest with costs + slippage enabled; report PF, Win%, Avg Trade, Max DD, Exposure with coherent interpretation.
- Journal entry comparing two bar types or session filters and their effect on results.
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