So far, we've gone over all the concepts and ideas involved in algorithmic trading. We went from introducing the different components and players of an algorithmic trading ecosystem to going over practical examples of trading signals, adding predictive analytics into algorithmic trading strategies, and actually building several commonly used basic, as well as sophisticated, trading strategies. We also developed ideas and a system to control risk and manage it over the evolution of a trading strategy. And finally, we went over the infrastructure components required to run these trading strategies as well as the simulator/backtesting research environment required to analyze trading strategy behavior. At this point in the book, you should be able to successfully develop a deep understanding of all the components and sophistication...
Learn Algorithmic Trading
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Learn Algorithmic Trading
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Overview of this book
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.
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Current Title:
Learn Algorithmic Trading
Table of Contents (16 chapters)
Title Page
Copyright and Credits
About Packt
Contributors
Preface
Free Chapter
Algorithmic Trading Fundamentals
Deciphering the Markets with Technical Analysis
Predicting the Markets with Basic Machine Learning
Classical Trading Strategies Driven by Human Intuition
Sophisticated Algorithmic Strategies
Managing the Risk of Algorithmic Strategies
Building a Trading System in Python
Connecting to Trading Exchanges
Creating a Backtester in Python
Adapting to Market Participants and Conditions
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