Podcast
Questions and Answers
Match each PADSS element with its scoring criteria:
Match each PADSS element with its scoring criteria:
Vital Signs = BP and pulse within 20% of pre-anesthetic value Activity Level = Steady gait, no dizziness, or meets preoperative level Nausea & Vomiting = Minimal / treated with P.O. medication Pain = Pain acceptable
Match the bleeding descriptions to their corresponding scores:
Match the bleeding descriptions to their corresponding scores:
Minimal bleeding = 2 points Moderate bleeding = 1 point Severe bleeding = 0 points No bleeding = 2 points
Match the respiration descriptions to their corresponding PAR scores:
Match the respiration descriptions to their corresponding PAR scores:
Able to take deep breaths and cough = 2 points Dyspnea = 1 point Apnea = 0 points Normal breathing = 2 points
Match the activity level to its PAR scoring:
Match the activity level to its PAR scoring:
Match the oxygen saturation levels to their corresponding PAR scores:
Match the oxygen saturation levels to their corresponding PAR scores:
Match the circulation descriptions to their corresponding scores:
Match the circulation descriptions to their corresponding scores:
Match the consciousness descriptions to their corresponding scores:
Match the consciousness descriptions to their corresponding scores:
Match the activity level descriptions to their corresponding PADSS scores:
Match the activity level descriptions to their corresponding PADSS scores:
Match the nausea and vomiting descriptions to their corresponding scores:
Match the nausea and vomiting descriptions to their corresponding scores:
Match the pain descriptions to their corresponding scores:
Match the pain descriptions to their corresponding scores:
Flashcards
Post Anesthesia Discharge Scoring System (PADSS)
Post Anesthesia Discharge Scoring System (PADSS)
Used to evaluate patients in Phase II of recovery, assessing vital signs, activity level, nausea/vomiting, pain, and surgical bleeding, aiming for a score of 8 for discharge.
Vital Signs (PADSS)
Vital Signs (PADSS)
Measurement of cardiovascular homeostasis and a comparison with previous blood pressures.
Activity Level (PADSS)
Activity Level (PADSS)
Patient's ability to ambulate at preoperative level before discharge.
Surgical Bleeding (PADSS)
Surgical Bleeding (PADSS)
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Post Anesthesia Recovery Score (PAR)
Post Anesthesia Recovery Score (PAR)
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Activity (PAR)
Activity (PAR)
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Respiration (PAR)
Respiration (PAR)
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Circulation (PAR)
Circulation (PAR)
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Consciousness (PAR)
Consciousness (PAR)
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Oxygen Saturation (PAR)
Oxygen Saturation (PAR)
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Study Notes
Algorithmic Trading and Order Execution Course Overview
- This course explores the implementation of trading strategies using computer programs, with a focus on minimizing transaction costs and market impact.
- Instructor: Prof. Marcos López de Prado.
- TAs: Dr. Qian Peng, Gordon Lee.
- Course website: QuantResearch.info.
Course Description
- Algorithmic trading involves executing trading instructions via a computer program.
- Order execution aims to reduce transaction costs and market influence.
- Lectures, guest speakers, homework, and a group project are included.
Learning Objectives
- Comprehension of the automated trading landscape
- Skill in characterizing liquidity
- Use of econometric techniques in market microstructure
- Understanding conventional and contemporary order execution algorithms
Course Outline
- Algorithmic Trading Landscape
- Involves understanding the sell-side, buy-side, exchanges & MTFs, Dark Pools and Crossing Networks, Smart Order Routers (SORs), and Transaction Cost Analysis (TCA).
- Market Microstructure
- Includes the limit order book (LOB), adverse selection, inventory risk, order imbalance, volatility, and econophysics.
- Econometrics of Market Microstructure
- Covers the VPIN metric, volume clock, tick rules, high-frequency regression, and regime detection.
- Optimal Execution
- Includes classic algorithms like VWAP, TWAP, POV, as well as stochastic control, reinforcement learning, and market making.
Grading Breakdown
- Homework assignments: 60% of the final grade
- Group project: 40% of the final grade
Academic Integrity
- All submitted work must be original, and any instances of dishonesty will result in failing grade.
Students with Disabilities
- Notification to the instructor is required for necessary accommodations.
Homework Deadlines
- Homework 0 due September 12, 2024 (11:59 PM EDT): Download Anaconda 3 (Python 3.x), download a code editor (e.g., VS Code), create a GitHub account, join the course Slack channel
- Homework 1 due September 26, 2024 (11:59 PM EDT): Algorithmic Trading Landscape
- Homework 2 due October 10, 2024 (11:59 PM EDT): Market Microstructure
- Homework 3 due October 24, 2024 (11:59 PM EDT): Econometrics of Market Microstructure
- Homework 4 due November 7, 2024 (11:59 PM EDT): Optimal Execution
Group Project
- Due December 12, 2024 (11:59 PM EDT).
- Groups of 3-4 students, focusing on Algorithmic Trading and Order Execution.
Required texts
- Advances in Financial Machine Learning by Marcos López de Prado, 2018.
- Market Microstructure in Practice by Charles-Albert Lehalle, 2018.
Recommended texts
- Empirical Market Microstructure by Joel Hasbrouck, 2007.
- Optimal High-Frequency Trading by Sasha Stoikov, 2017.
- Algorithmic and High-Frequency Trading by Á. Cartea, Sebastian Jaimungal, and José Penalva, 2015
Python Libraries
- Key Python libraries for the course include pandas, numpy, scikit-learn, statsmodels, matplotlib, seaborn, ta-lib, and mlfinlab.
About the Instructor
- Dr. Marcos López de Prado is the Global Head of Quantitative Research & Development at ADIA, where he leads a team responsible for building systematic investment strategies. He is also a Professor of Practice at Cornell University
Capítulo 1: Preliminares
- This section covers preliminary topics related to logic, including declarations and logical operations.
1.1 Logic
Declarations
- A declaration is a statement that is either true or false, but not both.
- Examples are mathematical claims, such as "$\sqrt{2}$ is a rational number" and Sacramento is the capital of California.
- Questions, commands, and equations with variables are not declarations.
Logical Operations
- P and Q represent statements
- Negation ($\neg P$): "not P."
- Conjunction ($P \land Q$): "P and Q."
- Disjunction ($P \lor Q$): "P or Q."
- Conditional Statement ($P \implies Q$): "if P, then Q", where P is the hypothesis and Q is the conclusion.
- Biconditional Statement ($P \iff Q$): "P if and only if Q."
Example:
- P: "$2 < 3$" and Q: "1 is a negative number."
- $\neg P$: "$2 \nless 3$".
- $P \land Q$: "$2 < 3$ and 1 is a negative number".
- $P \lor Q$: "$2 < 3$ or 1 is a negative number".
- $P \implies Q$: "if $2 < 3$, then 1 is a negative number".
- $P \iff Q$: "$2 < 3$ if and only if 1 is a negative number".
Truth Tables
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Truth tables determine the truth values of compound statements based on their components.
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Negation Truth Table:
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P (True) -> $\neg P$ (False)
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P (False) -> $\neg P$ (True)
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Logical Operations Truth Table:
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Provides truth values for $P \land Q$, $P \lor Q$, $P \implies Q$, and $P \iff Q$ based on various combinations of P and Q being True or False.
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Description
Explore algorithmic trading and order execution with Prof. López de Prado. Learn to implement trading strategies using computer programs focused on reducing transaction costs and market impact. The course includes lectures, guest speakers, homework, and a group project.
