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Python for Algorithmic Trading Cookbook
Python for Algorithmic Trading Cookbook

Python for Algorithmic Trading Cookbook: Recipes for designing, building, and deploying algorithmic trading strategies with Python

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Profile Icon Jason Strimpel
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$59.99
Paperback Aug 2024 412 pages 1st Edition
eBook
$32.99 $47.99
Paperback
$59.99
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Free Trial
Renews at $19.99p/m
Arrow left icon
Profile Icon Jason Strimpel
Arrow right icon
$59.99
Paperback Aug 2024 412 pages 1st Edition
eBook
$32.99 $47.99
Paperback
$59.99
Subscription
Free Trial
Renews at $19.99p/m
eBook
$32.99 $47.99
Paperback
$59.99
Subscription
Free Trial
Renews at $19.99p/m

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Python for Algorithmic Trading Cookbook

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Key benefits

  • Follow practical Python recipes to acquire, visualize, and store market data for market research
  • Design, backtest, and evaluate the performance of trading strategies using professional techniques
  • Deploy trading strategies built in Python to a live trading environment with API connectivity
  • Purchase of the print or Kindle book includes a free PDF eBook

Description

Discover how Python has made algorithmic trading accessible to non-professionals with unparalleled expertise and practical insights from Jason Strimpel, founder of PyQuant News and a seasoned professional with global experience in trading and risk management. This book guides you through from the basics of quantitative finance and data acquisition to advanced stages of backtesting and live trading. Detailed recipes will help you leverage the cutting-edge OpenBB SDK to gather freely available data for stocks, options, and futures, and build your own research environment using lightning-fast storage techniques like SQLite, HDF5, and ArcticDB. This book shows you how to use SciPy and statsmodels to identify alpha factors and hedge risk, and construct momentum and mean-reversion factors. You’ll optimize strategy parameters with walk-forward optimization using VectorBT and construct a production-ready backtest using Zipline Reloaded. Implementing all that you’ve learned, you’ll set up and deploy your algorithmic trading strategies in a live trading environment using the Interactive Brokers API, allowing you to stream tick-level data, submit orders, and retrieve portfolio details. By the end of this algorithmic trading book, you'll not only have grasped the essential concepts but also the practical skills needed to implement and execute sophisticated trading strategies using Python.

Who is this book for?

Python for Algorithmic Trading Cookbook equips traders, investors, and Python developers with code to design, backtest, and deploy algorithmic trading strategies. You should have experience investing in the stock market, knowledge of Python data structures, and a basic understanding of using Python libraries like pandas. This book is also ideal for individuals with Python experience who are already active in the market or are aspiring to be.

What you will learn

  • Acquire and process freely available market data with the OpenBB Platform
  • Build a research environment and populate it with financial market data
  • Use machine learning to identify alpha factors and engineer them into signals
  • Use VectorBT to find strategy parameters using walk-forward optimization
  • Build production-ready backtests with Zipline Reloaded and evaluate factor performance
  • Set up the code framework to connect and send an order to Interactive Brokers
Estimated delivery fee Deliver to Russia

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Product Details

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Publication date, Length, Edition, Language, ISBN-13
Publication date : Aug 16, 2024
Length: 412 pages
Edition : 1st
Language : English
ISBN-13 : 9781835084700
Category :
Languages :
Concepts :

What do you get with Print?

Product feature icon Instant access to your digital eBook copy whilst your Print order is Shipped
Product feature icon Paperback book shipped to your preferred address
Product feature icon Download this book in EPUB and PDF formats
Product feature icon Access this title in our online reader with advanced features
Product feature icon DRM FREE - Read whenever, wherever and however you want
Product feature icon AI Assistant (beta) to help accelerate your learning
Estimated delivery fee Deliver to Russia

Economy delivery 10 - 13 business days

$6.95

Premium delivery 6 - 9 business days

$21.95
(Includes tracking information)

Product Details

Publication date : Aug 16, 2024
Length: 412 pages
Edition : 1st
Language : English
ISBN-13 : 9781835084700
Category :
Languages :
Concepts :

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Frequently bought together


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Table of Contents

15 Chapters
Chapter 1: Acquire Free Financial Market Data with Cutting-Edge Python Libraries Chevron down icon Chevron up icon
Chapter 2: Analyze and Transform Financial Market Data with pandas Chevron down icon Chevron up icon
Chapter 3: Visualize Financial Market Data with Matplotlib, Seaborn, and Plotly Dash Chevron down icon Chevron up icon
Chapter 4: Store Financial Market Data on Your Computer Chevron down icon Chevron up icon
Chapter 5: Build Alpha Factors for Stock Portfolios Chevron down icon Chevron up icon
Chapter 6: Vector-Based Backtesting with VectorBT Chevron down icon Chevron up icon
Chapter 7: Event-Based Backtesting Factor Portfolios with Zipline Reloaded Chevron down icon Chevron up icon
Chapter 8: Evaluate Factor Risk and Performance with Alphalens Reloaded Chevron down icon Chevron up icon
Chapter 9: Assess Backtest Risk and Performance Metrics with Pyfolio Chevron down icon Chevron up icon
Chapter 10: Set Up the Interactive Brokers Python API Chevron down icon Chevron up icon
Chapter 11: Manage Orders, Positions, and Portfolios with the IB API Chevron down icon Chevron up icon
Chapter 12: Deploy Strategies to a Live Environment Chevron down icon Chevron up icon
Chapter 13: Advanced Recipes for Market Data and Strategy Management Chevron down icon Chevron up icon
Index Chevron down icon Chevron up icon
Other Books You May Enjoy Chevron down icon Chevron up icon
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Shipping Details

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UK:

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Add one extra business day for deliveries to Northern Ireland and Scottish Highlands and islands

EU:

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Australia:

Economy: Can deliver to P. O. Boxes and private residences.
Trackable service with delivery to addresses in Australia only.
Delivery time ranges from 7-9 business days for VIC and 8-10 business days for Interstate metro
Delivery time is up to 15 business days for remote areas of WA, NT & QLD.

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Rest of the World:

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Disclaimer:
All orders received before 5 PM U.K time would start printing from the next business day. So the estimated delivery times start from the next day as well. Orders received after 5 PM U.K time (in our internal systems) on a business day or anytime on the weekend will begin printing the second to next business day. For example, an order placed at 11 AM today will begin printing tomorrow, whereas an order placed at 9 PM tonight will begin printing the day after tomorrow.


Unfortunately, due to several restrictions, we are unable to ship to the following countries:

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  2. American Samoa
  3. Belarus
  4. Brunei Darussalam
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  8. Guinea-bissau
  9. Iran
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  11. Libiya Arab Jamahriya
  12. Somalia
  13. Sudan
  14. Russian Federation
  15. Syrian Arab Republic
  16. Ukraine
  17. Venezuela