Book Image

Learn Algorithmic Trading

By : Sebastien Donadio, Sourav Ghosh
Book Image

Learn Algorithmic Trading

By: Sebastien Donadio, Sourav Ghosh

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.
Table of Contents (16 chapters)
Title Page

Summary

In this chapter, we learned how to build a Python trading system. The trading system we built presents the critical components that you will need to start trading in real time. Depending on the trading strategy you implement, you will add some services and you will modify the behavior of these components. As mentioned at the beginning of this chapter, the number of traders, the type of strategies, and the types of asset classes will affect the design of the trading system. Learning how to design a trading system takes years and it is very common to become expert in a trading system for a given strategy, given asset class and given number of users. But it is uncommon to become expert in all trading system types because of their complexity. We built the minimum functionalities that a trading system must have. To be fully functional, we need to learn how to get this...