Quantitative Trading Strategies Using Python
eBook - ePub

Quantitative Trading Strategies Using Python

Technical Analysis, Statistical Testing, and Machine Learning

  1. English
  2. ePUB (mobile friendly)
  3. Available on iOS & Android
eBook - ePub

Quantitative Trading Strategies Using Python

Technical Analysis, Statistical Testing, and Machine Learning

Book details
Table of contents
Citations

About This Book

Build and implement trading strategies using Python. This book will introduce you to the fundamental concepts of quantitative trading and shows how to use Python and popular libraries to build trading models and strategies from scratch. It covers practical trading strategies coupled with step-by-step implementations that touch upon a wide range of topics, including data analysis and visualization, algorithmic trading, backtesting, risk management, optimization, and machine learning, all coupled with practical examples in Python.

Part one of Quantitative Trading Strategies with Python covers the fundamentals of trading strategies, including an introduction to quantitative trading, the electronic market, risk and return, and forward and futures contracts. Part two introduces common trading strategies, including trend-following, momentum trading, and evaluation process via backtesting. Part three covers more advanced topics, including statistical arbitrage using hypothesistesting, optimizing trading parameters using Bayesian optimization, and generating trading signals using a machine learning approach.

Whether you're an experienced trader looking to automate your trading strategies or a beginner interested in learning quantitative trading, this book will be a valuable resource. Written in a clear and concise style that makes complex topics easy to understand, and chock full of examples and exercises to help reinforce the key concepts, you'll come away from it with a firm understanding of core trading strategies and how to use Python to implement them.

What You Will Learn

  • Master the fundamental concepts of quantitative trading
  • Use Python and its popular libraries to build trading models and strategies from scratch
  • Perform data analysis and visualization, algorithmic trading, backtesting, risk management, optimization, and machine learning for trading strategies using Python
  • Utilize common trading strategies such as trend-following, momentum trading, and pairs trading
  • Evaluate different quantitative trading strategies by applying the relevant performance measures and statistics in a scientific manner during backtesting

Who This Book Is For

Aspiring quantitative traders and analysts, data scientists interested in finance, and researchers or students studying quantitative finance, financial engineering, or related fields.

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Yes, you can access Quantitative Trading Strategies Using Python by Peng Liu in PDF and/or ePUB format, as well as other popular books in Computer Science & Programming in Python. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Apress
Year
2023
ISBN
9781484296752
Topic
Computer Science
Subtopic
Programming in Python
Index
Computer Science

Table of contents

  1. Cover
  2. Front Matter
  3. 1. Quantitative Trading: An Introduction
  4. 2. Electronic Market
  5. 3. Forward and Futures Contracts
  6. 4. Understanding Risk and Return
  7. 5. Trend-Following Strategy
  8. 6. Momentum Trading Strategy
  9. 7. Backtesting a Trading Strategy
  10. 8. Statistical Arbitrage with Hypothesis Testing
  11. 9. Optimizing Trading Strategies with Bayesian Optimization
  12. 10. Pairs Trading Using Machine Learning
  13. Back Matter