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You're reading from  Mastering Python for Finance. - Second Edition

Product typeBook
Published inApr 2019
Reading LevelIntermediate
PublisherPackt
ISBN-139781789346466
Edition2nd Edition
Languages
Python
Tools
TensorFlow
Concepts
Financial Technology
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Author (1)
James Ma Weiming
James Ma Weiming
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James Ma Weiming

James Ma Weiming is a software engineer based in Singapore. His studies and research are focused on financial technology, machine learning, data sciences, and computational finance. James started his career in financial services working with treasury fixed income and foreign exchange products, and fund distribution. His interests in derivatives led him to Chicago, where he worked with veteran traders of the Chicago Board of Trade to devise high-frequency, low-latency strategies to game the market. He holds an MS degree in finance from Illinois Tech's Stuart School of Business in the United States and a bachelor's degree in computer engineering from Nanyang Technological University.
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Building a trend-following trading platform

In the previous section, we followed the steps for building a mean-reverting trading platform. The same functionality can be easily extended to incorporate any other trading strategies. In this section, we will take a look at reusing the MeanReversionTrader class to implement a trend-following trading system.

Designing the trend-following algorithm

Suppose that this time, we believe that the current market conditions exhibit a trend-following pattern, perhaps due to seasonal changes, economic projections, or government policy. As prices fluctuate, and as the short-term average price level crosses the average long-term price level by a certain threshold, we generate a buy or...

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Mastering Python for Finance. - Second Edition
Published in: Apr 2019Publisher: PacktISBN-13: 9781789346466
© 2019 Packt Publishing Limited All Rights Reserved

Author (1)

author image
James Ma Weiming

James Ma Weiming is a software engineer based in Singapore. His studies and research are focused on financial technology, machine learning, data sciences, and computational finance. James started his career in financial services working with treasury fixed income and foreign exchange products, and fund distribution. His interests in derivatives led him to Chicago, where he worked with veteran traders of the Chicago Board of Trade to devise high-frequency, low-latency strategies to game the market. He holds an MS degree in finance from Illinois Tech's Stuart School of Business in the United States and a bachelor's degree in computer engineering from Nanyang Technological University.
Read more about James Ma Weiming

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