Algorithmic Trading Systems and Strategies: A New Approach: Design, Build, and Maintain an Effective Strategy Search Mechanism (算法交易系統與策略:新方法:設計、建構與維護有效的策略搜尋機制)

Dolzhenko, Viktoria

  • 出版商: Apress
  • 出版日期: 2024-07-06
  • 售價: $2,170
  • 貴賓價: 9.5$2,062
  • 語言: 英文
  • 頁數: 440
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 9798868803567
  • ISBN-13: 9798868803567
  • 相關分類: Algorithms-data-structures
  • 海外代購書籍(需單獨結帳)

相關主題

商品描述

Design and develop a complex trading system from idea to operation. Old approaches were based on manually searching for ideas for strategies. This book shows you how to create a system that will generate, optimize, and launch profitable strategies into a fully automatic mode.

Imagine a system that only requires access to the Internet and electricity from a trader. This book describes the architecture and features of such a system and provides recommendations for further development. Most books cover only the implementation stage and overlook the design and maintenance of these systems. Here, you'll walk through the entire process of creating a complex, scalable and easily supported system.

For example, you'll design an application based on microservice architecture and learn about development environments. You'll also examine the advantages of horizontal scaling in the context of creating trading systems. Along the way, you'll set up Kubernetes, connect the monitoring system. and understand the intricacies of continuous integration and continuous delivery.

Testing and identifying only dozens of strategies is a thing of the past. Algorithmic Trading Systems and Strategies: A New Approach shows you how to analyze thousands in the same amount of time.

商品描述(中文翻譯)

設計和開發一個從構想到運作的複雜交易系統。舊有的方法是基於手動搜尋策略的想法。本書將向您展示如何創建一個系統,能夠自動生成、優化並啟動盈利策略,並運行於完全自動化的模式。

想像一個系統,只需交易者能夠接入互聯網和電力。本書描述了這樣一個系統的架構和特點,並提供進一步發展的建議。大多數書籍僅涵蓋實施階段,而忽略了這些系統的設計和維護。在這裡,您將走過創建一個複雜、可擴展且易於維護系統的整個過程。

例如,您將設計一個基於微服務架構的應用程式,並了解開發環境。您還將檢視在創建交易系統的背景下,橫向擴展的優勢。在此過程中,您將設置 Kubernetes,連接監控系統,並理解持續集成和持續交付的複雜性。

僅測試和識別數十種策略已經是過去式。《Algorithmic Trading Systems and Strategies: A New Approach》將向您展示如何在相同的時間內分析數千種策略。

作者簡介

Since childhood, I dreamed of being a programmer, namely from the moment when the first computer appeared in our house. Since then, I have regularly participated in programming competitions for children. And now many years have passed and at the moment I have more than 10 years of experience in developing complex systems from scratch.

My professional passion has become complex design of various applications. At the same time, in my daily life I was attracted to the idea of algorithmic trading. And at that moment the stars aligned. I was interested in building a system that would search for and find profitable strategies on its own. At that time, developing such a system for algorithmic trading became one of the most interesting and difficult tasks for me.

This project was my personal one, so, unfortunately, I filled the cones myself. The process was quite long, but by the end everything in my head lined up into a logical and correct model. Now I want to share my findings and conclusions with the world, so that everyone who wants to build their own algorithmic systems will not be like blind people and waste time creating ineffective systems. I want my readers to adopt my experience and their developments to bring maximum benefit to their creators.

作者簡介(中文翻譯)

自小我就夢想成為一名程式設計師,特別是從第一台電腦出現在我們家中的那一刻起。從那時起,我便定期參加兒童程式設計競賽。如今多年已過,我擁有超過十年的經驗,從零開始開發複雜系統。

我的專業熱情已轉向各種應用的複雜設計。同時,在我的日常生活中,我對算法交易的想法產生了興趣。就在那一刻,星星對齊了。我對建立一個能夠自主搜尋和發現獲利策略的系統產生了興趣。那時,開發這樣一個算法交易系統成為了我最有趣且最具挑戰性的任務之一。

這個項目是我個人的,因此不幸的是,我自己犯了很多錯誤。這個過程相當漫長,但到最後,我腦海中的一切都整理成了一個邏輯且正確的模型。現在我想與世界分享我的發現和結論,讓每一位想要建立自己算法系統的人不再像盲人一樣,浪費時間創造無效的系統。我希望我的讀者能夠吸取我的經驗,讓他們的開發能為創造者帶來最大的利益。