Algorithmic Trading with Python: Quantitative Methods and Strategy Development

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.

《使用Python進行算法交易》討論了在Python中使用現代量化交易方法，並重點介紹了pandas、numpy和scikit-learn。在建立對技術指標和績效指標的理解之後，讀者將進一步了解開發交易模擬器、策略優化器和金融機器學習流程的過程。本書保持了高度的可重現性標準，所有的代碼和數據都包含在GitHub存儲庫中。數據包括基於真實證券的超逼真模擬價格數據和替代數據。《使用Python進行算法交易》（2020年）是《使用R進行自動交易》（2016年）的精神繼承者。由於開源技術在量化分析方面的進步，本書在較短的時間內涵蓋了更多內容。