This program is designed to introduce participants to the core concepts and practical aspects of algorithmic and quantitative trading. It aims to build a solid foundation by covering essential topics such as trading strategies, market microstructure, and back testing techniques. Through hands-on sessions, participants will gain experience with the tools and platforms used to design, test, and deploy trading algorithms. The program also sets the stage for advanced learning in areas like high-frequency trading and AI-driven strategies, making it ideal for aspiring quants, traders, and finance professionals looking to enhance their skill set in this rapidly evolving domain.
Pedagogy:
The overall design will be experiential learning for participants. They'll be trained and developed in understanding financial variables in the initial session. In the second stage, the use of different cost techniques, finance and management tools essential to strategic decision-making will be the topic of sessions. Finally, participants will discuss real-life-based cases provided by the instructor from prominent sources.
Objectives:
Day 01: 29/01/2026 |
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Date |
Topic |
Faculty |
Time |
29/01/2026 |
Inaugural, Overview of the Programme, Setting Expectations for Learning Outcomes |
Dean / PIC – IC & EE / Prof. AJP/RKV/RM |
9.00a.m. to 10.30a.m |
Foundations of Algorithmic Trading; Evolution of Algo Trading: From Manual to Automated, Role of Algorithms in Modern Markets |
GF/ AJP/RKV/RM |
11.15am to 12.45p.m. |
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Market Microstructure Basics;
Trading Venues and Execution Systems, Pros and Cons of Algo Trading |
GF/ AJP/RKV/RM |
2.00pm to 5.15pm |
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Day-2: 30th Jan 2026 |
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30/01/2026 |
Types of Algorithmic Strategies: Trend-following: Moving Averages, Arbitrage: Statistical, Triangular, Index, Mean Reversion: Pairs Trading, RSI-based, Market Making & Liquidity Provision |
GF/ AJP/RKV/RM |
9.00a.m. to 10.30a.m |
Risk Management Basics; Stop Loss, Position Sizing, Value-at-Risk (VaR), Introduction to Strategy Evaluation Metrics; Sharpe Ratio, Alpha, Beta, Drawdown |
GF/ AJP/RKV/RM |
11.15p.m. to 12.45p.m. |
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Introduction to Back testing Platforms; Avoiding Overfitting and Look-ahead Bias, Walk-forward Testing and Paper Trading, Performance Metrics and Strategy Review. |
GF/ AJP/RKV/RM |
2.00pm to 5.00p.m. |
Industry professionals with up to 5 years of experience
Registration fees include the following:
For all the participants:
Registration Terms & Conditions:
C. IIM Mumbai is not responsible for any other expenses borne by the participants due to rescheduling/cancellation of its MDPs
2. Individual Registration
If you wish to register & make payment, please click here Register
3. Company-sponsored / Bulk Registration:
In the case of company-sponsored candidates, please share the nomination list and GST details to program@iimmumbai.ac.in for invoice generation.
Download the INVOICE DETAILS FORM
Mode | Online / Virtual |
Duration | 2 Days |
Programme Dates | Jan 29, 2026 to Jan 30, 2026 |
Program Chair | Prof. Ajaya Kumar Panda, Prof. Rakesh Verma, Prof. Rony Mitra |
Program Co-Chair | ---- |