Python for Algorithmic Trading: From Idea to Cloud Deployment

Hilpisch, Yves



Financial trading, once the exclusive domain of institutional players, is now open to small organizations and individual traders using online platforms. The tool of choice for many traders today is Python and its ecosystem of powerful packages. In this practical book, author Yves Hilpisch shows students, academics, and practitioners how to use Python in the fascinating field of algorithmic trading.

You'll learn several ways to apply Python to different aspects of algorithmic trading, such as backtesting trading strategies and interacting with online trading platforms. Some of the biggest buy- and sell-side institutions make heavy use of Python. By exploring options for systematically building and deploying automated algorithmic trading strategies, this book will help you level the playing field.

  • Set up a proper Python environment for algorithmic trading
  • Learn how to retrieve financial data from public and proprietary data sources
  • Explore vectorization for financial analytics with NumPy and pandas
  • Master vectorized backtesting of different algorithmic trading strategies
  • Generate market predictions by using machine learning and deep learning
  • Tackle real-time processing of streaming data with socket programming tools
  • Implement automated algorithmic trading strategies with the OANDA and FXCM platforms


金融交易曾經是機構玩家的專屬領域,現在則開放給使用線上平台的小型組織和個人交易者。如今,許多交易者選擇使用Python及其強大的套件生態系統。在這本實用的書中,作者Yves Hilpisch向學生、學者和從業人員展示如何在迷人的算法交易領域中使用Python。


  • 建立適合算法交易的Python環境

  • 學習如何從公共和專有數據源檢索金融數據

  • 使用NumPy和pandas進行金融分析的向量化

  • 掌握不同算法交易策略的向量化回測

  • 使用機器學習和深度學習生成市場預測

  • 使用套接字編程工具實時處理流數據

  • 在OANDA和FXCM平台上實現自動化算法交易策略


Dr. Yves J. Hilpisch is founder and managing partner of The Python Quants (http: //, a group that focuses on the use of open source technologies for financial data science, algorithmic trading and computational finance. He is the author of the books Python for Finance (O'Reilly, 2014), Derivatives Analytics with Python (Wiley, 2015) and Listed Volatility and Variance Derivatives (Wiley, 2017). Yves lectures on computational finance at the CQF Program (http: //, on data science at htw saar University of Applied Sciences (http: //, and is the director for the online training program leading to the first Python for Finance University Certificate (awarded by htw saar).


Dr. Yves J. Hilpisch是The Python Quants(的創始人和經營合夥人,該團隊專注於使用開源技術進行金融數據科學、算法交易和計算金融。他是《Python for Finance》(O'Reilly,2014)、《Derivatives Analytics with Python》(Wiley,2015)和《Listed Volatility and Variance Derivatives》(Wiley,2017)等書的作者。Yves在CQF Program(上講授計算金融課程,在htw saar應用科學大學(上講授數據科學課程,並擔任首個Python for Finance大學證書的線上培訓計劃主任(由htw saar頒發)。