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Learn Algorithmic Trading

You're reading from  Learn Algorithmic Trading

Product type Book
Published in Nov 2019
Publisher Packt
ISBN-13 9781789348347
Pages 394 pages
Edition 1st Edition
Languages
Concepts
Authors (2):
Sebastien Donadio Sebastien Donadio
Profile icon Sebastien Donadio
LinkedIn
Sebastien Donadio is the Chief Technology Officer at Tradair, responsible for leading the technology. He has a wide variety of professional experience, including being head of software engineering at HC Technologies, partner and technical director of a high-frequency FX firm, a quantitative trading strategy software developer at Sun Trading, working as project lead for the Department of Defense. He also has research experience with Bull SAS, and an IT Credit Risk Manager with Socit Gnrale while in France. He has taught various computer science courses for the past ten years in the University of Chicago, NYU and Columbia University. His main passion is technology but he is also a scuba diving instructor and an experienced rock-climber.
See other products by Sebastien Donadio
Sourav Ghosh Sourav Ghosh
Profile icon Sourav Ghosh
LinkedIn
Sourav Ghosh has worked in several proprietary, high-frequency algorithmic trading firms over the last decade. He has built and deployed extremely low latency, high-throughput automated trading systems for trading exchanges around the world, across multiple asset classes. He specializes in statistical arbitrage market-making and pairs trading strategies with the most liquid global futures contracts. He is currently the vice president at an investment bank based in São Paulo, Brazil. He holds a master's in computer science from the University of Southern California. His areas of interest include computer architecture, FinTech, probability theory and stochastic processes, statistical learning and inference methods, and natural language processing.
See other products by Sourav Ghosh
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Table of Contents (16) Chapters

Title Page
Copyright and Credits About Packt Contributors Preface Algorithmic Trading Fundamentals Deciphering the Markets with Technical Analysis Predicting the Markets with Basic Machine Learning Classical Trading Strategies Driven by Human Intuition Sophisticated Algorithmic Strategies Managing the Risk of Algorithmic Strategies Building a Trading System in Python Connecting to Trading Exchanges Creating a Backtester in Python Adapting to Market Participants and Conditions Other Books You May Enjoy

Creating a trading strategy for economic events

In this section, we will explore a new class of trading strategies that is different from what we've seen before. Instead of using technical indicators, we can research economic releases and use various economic releases to estimate/predict the impact on the trading instruments and trade them accordingly. Let's first take a look at what economic releases are and how instrument pricing is influenced by releases.

Economic releases

Economic indicators are a measure of economic activity for a certain country or region or asset classes. These indicators are measured, researched, and released by different entities. Some of these entities are government agencies and some are private...

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Authors (2)

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Profile icon Sebastien Donadio
LinkedIn
Sebastien Donadio is the Chief Technology Officer at Tradair, responsible for leading the technology. He has a wide variety of professional experience, including being head of software engineering at HC Technologies, partner and technical director of a high-frequency FX firm, a quantitative trading strategy software developer at Sun Trading, working as project lead for the Department of Defense. He also has research experience with Bull SAS, and an IT Credit Risk Manager with Socit Gnrale while in France. He has taught various computer science courses for the past ten years in the University of Chicago, NYU and Columbia University. His main passion is technology but he is also a scuba diving instructor and an experienced rock-climber.
Read more
See other products by Sebastien Donadio
Profile icon Sourav Ghosh
LinkedIn
Sourav Ghosh has worked in several proprietary, high-frequency algorithmic trading firms over the last decade. He has built and deployed extremely low latency, high-throughput automated trading systems for trading exchanges around the world, across multiple asset classes. He specializes in statistical arbitrage market-making and pairs trading strategies with the most liquid global futures contracts. He is currently the vice president at an investment bank based in São Paulo, Brazil. He holds a master's in computer science from the University of Southern California. His areas of interest include computer architecture, FinTech, probability theory and stochastic processes, statistical learning and inference methods, and natural language processing.
Read more
See other products by Sourav Ghosh
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