Quantitative Trading Strategies Using Python: Technical Analysis, Statistical Testing, and Machine Learning

This book provides a comprehensive introduction to quantitative trading using Python, covering practical trading strategies, data analysis, backtesting, risk management, optimization, and machine learning. It is suitable for aspiring traders, data scientists, and researchers interested in quantitative finance.

Format: Paperback / softback
Length: 337 pages
Publication date: 10 September 2023
Publisher: APress

trading,backtesting,risk management,optimization,and machine learning Apply practical trading strategies to real-world market scenarios Understand the key factors that influence market behavior Gain a competitive edge in the trading industry
This comprehensive book is designed to guide you through the process of building and implementing trading strategies using Python. It begins by introducing you to the fundamental concepts of quantitative trading, covering topics such as electronic markets, risk and return, and forward and futures contracts.

In Part Two, you will delve into common trading strategies, including trend-following, momentum trading, and backtesting. You will learn how to evaluate trading performance using historical data and apply various evaluation metrics to optimize your trading strategies.

Part Three takes you on a journey to more advanced topics, such as statistical arbitrage using hypothesis testing, optimizing trading parameters using Bayesian optimization, and generating trading signals using machine learning approaches. You will gain practical insights into these techniques and apply them to real-world market scenarios.

Throughout the book, you will work with Python and its popular libraries, such as NumPy, Pandas, and Matplotlib, to build trading models and strategies from scratch. You will learn how to perform data analysis, visualize market trends, and implement algorithmic trading strategies. Backtesting and risk management will also be covered, ensuring that you have the tools to evaluate and manage your trading risks effectively.

Written in a clear and concise style, this book is suitable for both experienced traders looking to automate their trading strategies and beginners interested in learning quantitative trading. It is packed with examples and exercises to help reinforce the key concepts, ensuring that you have a firm understanding of core trading strategies and how to use Python to implement them.

By the end of this book, you will have the skills and knowledge necessary to build and implement profitable trading strategies using Python. Whether you are a seasoned trader or a newcomer to the world of finance, this book will be a valuable resource for your trading journey.

Weight: 669g
Dimension: 254 x 178 (mm)
ISBN-13: 9781484296745
Edition number: 1st ed.