Module #1 Introduction to Risk Management in Automated Trading Overview of risk management, its importance, and how it applies to automated trading
Module #2 Types of Risks in Automated Trading Identification and classification of different types of risks, including market risk, liquidity risk, and operational risk
Module #3 Understanding Automated Trading Systems Overview of automated trading systems, including types, benefits, and limitations
Module #4 Risk Management Frameworks Introduction to risk management frameworks, including Enterprise Risk Management (ERM) and Value-at-Risk (VaR)
Module #5 Setting Risk Objectives and Tolerances Defining risk objectives and tolerances, and how to set risk limits
Module #6 Market Risk Management Identifying and managing market risk, including equity risk, currency risk, and interest rate risk
Module #7 Liquidity Risk Management Managing liquidity risk, including identifying liquidity risk, and strategies for managing it
Module #8 Operational Risk Management Identifying and managing operational risk, including people risk, process risk, and system risk
Module #9 Position Sizing and Risk Allocation Strategies for position sizing and risk allocation, including fixed fractional position sizing and volatility-based position sizing
Module #10 Risk Monitoring and Reporting Importance of risk monitoring and reporting, including types of risk reports and metrics
Module #11 Stop-Loss Strategies Using stop-loss strategies to manage risk, including static and dynamic stop-losses
Module #12 Position Concentration Risk Managing position concentration risk, including diversification strategies and portfolio optimization
Module #13 Market Crash and Flash Crash Risks Managing market crash and flash crash risks, including strategies for navigating extreme market conditions
Module #14 High-Frequency Trading Risks Unique risks associated with high-frequency trading, including market making and statistical arbitrage
Module #15 Quantitative Risk Models Introduction to quantitative risk models, including Value-at-Risk (VaR), Expected Shortfall (ES), and Stress Testing
Module #16 Backtesting and Evaluating Risk Models Backtesting and evaluating the performance of risk models, including walk-forward optimization and model validation
Module #17 Regulatory Compliance and Risk Management Regulatory requirements for risk management in automated trading, including MiFID II and Dodd-Frank
Module #18 Case Studies in Risk Management Real-world examples of risk management successes and failures in automated trading
Module #19 Risk Management for Different Asset Classes Risk management strategies for different asset classes, including equities, FX, futures, and options
Module #20 Emerging Risks in Automated Trading Identifying and managing emerging risks in automated trading, including risks from AI and machine learning
Module #21 Implementing Risk Management in Practice Practical considerations for implementing risk management in automated trading systems
Module #22 Risk Management Tools and Technologies Overview of risk management tools and technologies, including risk management platforms and APIs
Module #23 Risk Management for Startups and Small Firms Risk management strategies for startups and small firms, including resource constraints and scaling risks
Module #24 Course Wrap-Up & Conclusion Planning next steps in Risk Management in Automated Trading career
