Algorithmic Trading with Python: Quantitative Methods and Strategy Development

Conlan, Chris

  • 出版商: Independently Published
  • 出版日期: 2020-04-09
  • 售價: $1,130
  • 貴賓價: 9.5$1,074
  • 語言: 英文
  • 頁數: 128
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 9798632784986
  • ISBN-13: 9798632784986
  • 相關分類: PythonAlgorithms-data-structures 資料結構與演算法

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Algorithmic Trading with Python discusses modern quant trading methods in Python with a heavy focus on pandas, numpy, and scikit-learn. After establishing an understanding of technical indicators and performance metrics, readers will walk through the process of developing a trading simulator, strategy optimizer, and financial machine learning pipeline. This book maintains a high standard of reproducibility. All code and data is self-contained in a GitHub repo. The data includes hyper-realistic simulated price data and alternative data based on real securities. Algorithmic Trading with Python (2020) is the spiritual successor to Automated Trading with R (2016). This book covers more content in less time than its predecessor due to advances in open-source technologies for quantitative analysis.