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: $1,340
  • 貴賓價: 9.5$1,273
  • 語言: 英文
  • 頁數: 128
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 9798632784986
  • ISBN-13: 9798632784986
  • 相關分類: Python程式語言Algorithms-data-structures
  • 海外代購書籍(需單獨結帳)

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商品描述

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.

商品描述(中文翻譯)

《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。