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Learn Algorithmic Trading with Python

Develop and deploy an automated electronic trading system with Python and the SciPy ecosystem. This book introduces you to the tools required to gather and analyze financial data through the techniques of data munging and data visualization using Python and its popular libraries: NumPy, pandas, scikit-learn, and Matplotlib.You will create a research environment using Jupyter Notebooks while leveraging open source back-testing software to analyze and experiment with several trading strategies. Next, you will measure the level of return and risk of a portfolio using measures such as Alpha, Beta, and the Sharpe Ratio. This will set the stage for the use of open source backtesting and scientific computing libraries such as zipline, NumPy, and scikit-learn to develop models that will help you identify, buy, and sell signals for securities in your portfolio and watch-list. With Learn Algorithmic Trading with Python you will explore key techniques used to analyze the performance of a portfolio and trading strategies and write unit tests on Python code that will send live orders to the market.What You'll LearnAnalyze financial data with PandasUse Python libraries to perform statistical reviewsReview algorithmic trading strategies Assess risk management with NumPy and StatsModelsPerform paper and Live Trading with IB Python APIWrite unit tests and deploy your trading system to the CloudWho This Book Is ForSoftware developers, data scientists, or students interested in Python and the SciPy ecosystem
EAN: 9781484249345
Sprache: Englisch
Seitenzahl: 276
Produktart: kartoniert, broschiert
Verlag: Apress Springer, Berlin
Untertitel: Build Automated Electronic Trading Systems using Python
Schlagworte: Algorithmen Python (Programmiersprache); Spezielle Anwendungsbereiche ibpython matplotlib pandas mpt statsmodels finance trading algorithms python modeling numpy
Größe: 178 × 254