Learn Algorithmic Trading: Build and deploy algorithmic trading systems and strategies using Python and advanced data analysis
Authors: Sebastien Donadio – Sourav Ghosh
ISBN-10: 178934834X
ISBN-13: 9781789348347
Released: 2019-11-07
Print Length 页数: 394 pages
Book Description
Understand the fundamentals of algorithmic trading to apply algorithms to real market data and analyze the results of real-world trading strategies
It’s now harder than ever to get a significant edge over competitors in terms of speed and efficiency when it comes to algorithmic trading. Relying on sophisticated trading signals,predictive models and strategies can make all the difference. This book will guide you through these aspects,giving you insights into how modern electronic trading markets and participants operate.
You’ll start with an introduction to algorithmic trading,along with setting up the environment required to perform the tasks in the book. You’ll explore the key components of an algorithmic trading business and aspects you’ll need to take into account before starting an automated trading project. Next,you’ll focus on designing,building and operating the components required for developing a practical and profitable algorithmic trading business. Later,you’ll learn how quantitative trading signals and strategies are developed,and also implement and analyze sophisticated trading strategies such as volatility strategies,economic release strategies,and statistical arbitrage. Finally,you’ll create a trading bot from scratch using the algorithms built in the previous sections.
By the end of this book,you’ll be well-versed with electronic trading markets and have learned to implement,evaluate and safely operate algorithmic trading strategies in live markets.
What you will learn
Understand the components of modern algorithmic trading systems and strategies
Apply machine learning in algorithmic trading signals and strategies using Python
Build,visualize and analyze trading strategies based on mean reversion,trend,economic releases and more
Quantify and build a risk management system for Python trading strategies
Build a backtester to run simulated trading strategies for improving the performance of your trading bot
Deploy and incorporate trading strategies in the live market to maintain and improve profitability
Contributors
Contents
Preface
Section 1: Introduction and Environment Setup
Chapter 1: Algorithmic Trading Fundamentals
Section 2: Trading Signal Generation and Strategies
Chapter 2: Deciphering the Markets with Technical Analysis
Chapter 3: Predicting the Markets with Basic Machine Learning
Section 3: Algorithmic Trading Strategies
Chapter 4: Classical Trading Strategies Driven by Human Intuition
Chapter 5: Sophisticated Algorithmic Strategies
Chapter 6: Managing the Risk of Algorithmic Strategies
Section 4: Building a Trading System
Chapter 7: Building a Trading System in Python
Chapter 8: Connecting to Trading Exchanges
Chapter 9: Creating a Backtester in Python
Section 5: Challenges in Algorithmic Trading
Chapter 10: Adapting to Market Participants and Conditions
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Index
