Successful Algorithmic Trading

Successful Algorithmic Trading
By 作者: Mike Halls-Moore
Publication Date 出版日期: 2015
ISBN: n/a
Pages 页数: 208
Language 语言: English
Format: PDF
In Successful Algorithmic Trading I’ll teach you a process to identify profitable strategies from the outset, backtest them, reduce your transaction costs and efficiently execute your trades in a fully automated manner.
No matter how far along you are in your quantitative trading career, you can apply these ideas to make a profitable algorithmic trading business.
What Topics Are Included In The Book?
Strategy Research
Securities Master Databases
Successful Backtesting
Performance Measurement
Statistical Testing
Mean-Reversion Strategies
Risk Management
Position Sizing
Execution Systems
What Technical Skills Will You Learn?
Python Scientific Tools
Historical Data
Backtesting Research
Parameter Optimisation Analysis
Advanced Trading Strategies
Strategy Execution