Hands-On Financial Trading with Python: A practical guide to using Zipline and other Python libraries for backtesting trading strategies Jiri Pik and Sourav Ghosh
Language: English
Published by Packt Publishing, 2021
- Softcover
- Used
Seller: online-buch-de, Dozwil, Switzerlandonline-buch-de
AbeBooks seller since April 4, 2011
Condition: Used - As new
£ 29.47
Quantity: 2 available
Add to basketSeller Inventory # 301-5-1-23
- Title
- Hands-On Financial Trading with Python: A practical guide to using Zipline and other Python libraries for backtesting trading strategies Jiri Pik and Sourav Ghosh
- Author
- Jiri Pik; Sourav Ghosh
- Publisher
- Packt Publishing
- Publication year
- 2021
- Condition
- gebraucht; wie neu
- Binding
- Paperback Apr 29, 2021
- Language
- English
- ISBN 10
- 1838982884
- ISBN 13
- 9781838982881
Discover how to build and backtest algorithmic trading strategies with Zipline
Key Features
- Get to grips with market data and stock analysis and visualize data to gain quality insights
- Find out how to systematically approach quantitative research and strategy generation/backtesting in algorithmic trading
- Learn how to navigate the different features in Python's data analysis libraries
Book Description
Algorithmic trading helps you stay ahead of the markets by devising strategies in quantitative analysis to gain profits and cut losses.
The book starts by introducing you to algorithmic trading and explaining why Python is the best platform for developing trading strategies. You'll then cover quantitative analysis using Python, and learn how to build algorithmic trading strategies with Zipline using various market data sources. Using Zipline as the backtesting library allows access to complimentary US historical daily market data until 2018. As you advance, you will gain an in-depth understanding of Python libraries such as NumPy and pandas for analyzing financial datasets, and explore Matplotlib, statsmodels, and scikit-learn libraries for advanced analytics. You'll also focus on time series forecasting, covering pmdarima and Facebook Prophet.
By the end of this trading book, you will be able to build predictive trading signals, adopt basic and advanced algorithmic trading strategies, and perform portfolio optimization.
What you will learn
- Discover how quantitative analysis works by covering financial statistics and ARIMA
- Use core Python libraries to perform quantitative research and strategy development using real datasets
- Understand how to access financial and economic data in Python
- Implement effective data visualization with Matplotlib
- Apply scientific computing and data visualization with popular Python libraries
- Build and deploy backtesting algorithmic trading strategies
Who this book is for
This book is for data analysts and financial traders who want to explore how to design algorithmic trading strategies using Python's core libraries. If you are looking for a practical guide to backtesting algorithmic trading strategies and building your own strategies, then this book is for you. Beginner-level working knowledge of Python programming and statistics will be helpful.
Table of Contents
- Introduction to algorithmic trading
- Exploratory Data Analysis in Python
- High-speed Scientific Computing using NumPy
- Data Manipulation and Analysis with Pandas
- Data Visualization using Matplotlib
- Statistical Estimation, Inference, and Prediction
- Financial Market Data Access in Python
- Introduction to Zipline and PyFolio
- Fundamental algorithmic trading strategies
"Synopsis" may belong to another edition of this title.
About the Author
Jiri Pik is an artificial intelligence architect & strategist who works with major investment banks, hedge funds, and other players. He has architected and delivered breakthrough trading, portfolio, and risk management systems, as well as decision support systems, across numerous industries. Jiri's consulting firm, Jiri Pik―RocketEdge, provides its clients with certified expertise, judgment, and execution at the speed of light.
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 for the most liquid global futures contracts. He works as a Senior Quantitative Developer at a trading firm in Chicago. He holds a Masters 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.
"About the title" may belong to another edition of this title.
online-buch-de
Dozwil, Switzerland
AbeBooks seller since April 4, 2011
Shipping rates from Switzerland to U.S.A.
| Item | 7 to 14 business days | 8 to 15 business days |
|---|---|---|
| First item | £ 30.94 | £ 30.94 |
Payment methods
- Paypal
Store description
Seller's business information
Biopuls GmbH
Amriswilerstrasse 10, Biopuls GmbH
Dozwil, Switzerland 8582
Terms of sale
Die Bücher werden in der Regel bis 48 Stunden nach
Bestelleingang verschickt. Die Versandkostenpauschalen basieren auf Durchschnittswerten für unter 1 kg schwere Bücher. Versand in einem
Luftpolster- oder Kartonumschlag.
Right of withdrawal
If you are a consumer you can withdraw from the contract in accordance with the following. Consumer means any natural person who is acting for purposes which are outside his trade, business, craft or profession.
Information regarding the right of withdrawal
Statutory right to withdraw
You have the right to withdraw from this contract within 14 days without giving any reason.
The withdrawal period will expire after 14 days from the day on which you acquire, or a third party other than the carrier and indicated by you acquires, physical possession of the last good or the last lot or piece.
To exercise the right of withdrawal, electronically fill in and submit a clear statement on our website, under "My Purchases" in "My Account". We will communicate to you an acknowledgement of receipt of such a withdrawal on a durable medium (e.g. by e-mail) without delay.
To meet the withdrawal deadline, it is sufficient for you to send your communication concerning your exercise of the right of withdrawal before the withdrawal period has expired.
Effects of withdrawal
If you withdraw from this contract, we will reimburse to you all payments received from you, including the costs of delivery (except for the supplementary costs arising if you chose a type of delivery other than the least expensive type of standard delivery offered by us).
We may make a deduction from the reimbursement for loss in value of any goods supplied, if the loss is the result of unnecessary handling by you.
We will make the reimbursement without undue delay, and not later than 14 days after the day on which we are informed about your decision to withdraw from this contract.
We will make the reimbursement using the same means of payment as you used for the initial transaction, unless you have expressly agreed otherwise; in any event, you will not incur any fees as a result of such reimbursement.
We may withhold reimbursement until we have received the goods back, or you have supplied evidence of having sent back the goods, whichever is the earliest.
You shall send back the goods or hand them over to online-buch-de, Dozwil, Switzerland, +41 079-4124641, without undue delay and in any event not later than 14 days from the day on which you communicate your withdrawal from this contract to us. The deadline is met if you send back the goods before the period of 14 days has expired. You will have to bear the direct cost of returning the goods. You are only liable for any diminished value of the goods resulting from the handling other than what is necessary to establish the nature, characteristics and functioning of the goods.
Exceptions to the right of withdrawal
The right of withdrawal does not apply to:
- The delivery of newspapers, journals or magazines with the exception of subscription contracts; and
- The supply of digital content which is not supplied on a tangible medium (e.g. on a CD or DVD) if you accepted when you placed your order that we could start to deliver it, and that you could not withdraw once delivery had started.
Shipping terms
Die Ware wird in der Regel innerhalb von 48 Stunden nach Bestelleingang verschickt. Bitte entnehmen Sie den voraussichtlichen Liefertermin Ihrer Bestellbestätigung. Die Versandkostenpauschalen basieren auf Durchschnittswerten für 1 kg schwere Bücher. Über abweichende Kosten (z.B. wegen eines sehr schweren Buches) werden Sie gegebenenfalls vom Verkäufer informiert.