Harness the power of Python libraries to transform freely available financial market data into algorithmic trading strategies and deploy them into a live trading environment Get With Your Book: PDF Copy, AI Assistant, and Next-Gen Reader Free Key Features 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 Book DescriptionDiscover 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.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 Who this book is forPython 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.

Seller Inventory # CIN1835084702VG

Contact seller

Report this item

Bibliographic Details

Title: Python for Algorithmic Trading Cookbook: Recipes for designing, building, and deploying algorithmic trading strategies with Python
Publisher: Packt Publishing Limited
Publication Date: 2024
Language: English
ISBN 10: 1835084702
ISBN 13: 9781835084700
Binding: Paperback
Condition: Very Good

About this title

Synopsis

Harness the power of Python libraries to transform freely available financial market data into algorithmic trading strategies and deploy them into a live trading environment

Get With Your Book: PDF Copy, AI Assistant, and Next-Gen Reader Free

Key Features

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

Book 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.

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

Who this book is 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.

Acquire Free Financial Market Data with Cutting-edge Python Libraries
Analyze and Transform Financial Market Data with pandas
Visualize Financial Market Data with Matplotlib, Seaborn, and Plotly Dash
Store Financial Market Data on Your Computer
Build Alpha Factors for Stock Portfolios
Vector-Based Backtesting with VectorBT
Event-Based Backtesting Factor Portfolios with Zipline Reloaded
Evaluate Factor Risk and Performance with Alphalens Reloaded
Assess Backtest Risk and Performance Metrics with Pyfolio
Set Up the Interactive Brokers Python API

(N.B. Please use the Read Sample option to see further chapters)

About the Author

Jason Strimpel is the founder of PyQuant News and co-founder of Trade Blotter. His career America, Europe, and Asia over the last 20+ years. He previously traded for a Chicago-based hedge fund, was a risk manager at JPMorgan, and managed production risk technology for an energy derivatives trading firm in London. In Singapore, he served as APAC CIO for an agricultural trading firm and built the data science team for a global metals trading firm. Jason holds degrees in finance and economics and a Master's in Capitalize Quantitative Finance from the Illinois Institute of Technology. He shares his expertise through the PyQuant Newsletter, social media, and teaches Getting Started With Python for Quant Finance.

"About this title" may belong to another edition of this title.

Store Description

Founded in 2002, World of Books is a leading online destination for buying and selling both preloved and new books, committed to making sustainable reading accessible to all. With a mission to help people read more and waste less, World of Books offers a huge range of affordable, high-quality books ? giving both new and preloved titles a second life. The company also operates World of Books ? Sell Your Books, an easy-to-use platform that allows customers to trade in unwanted books for cash, helping to keep books in circulation while promoting sustainability. As a Certified B Corp, World of Books is driven by a vision to become the world?s largest and most sustainable dedicated online bookstore. The company measures its success through the positive environmental impact it creates, the value it provides to customers, and its ability to operate profitably while supporting its sustainable mission

Visit Seller's Storefront

Seller's business information

SBYB, Inc.
900 Knell Road, Montgomery, IL, 60538, U.S.A.

Sale & Shipping Terms

Terms of Sale

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 World of Books Inc, Montgomery, Illinois, U.S.A., 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

Shipping rates within U.S.A.

Shipping rates within U.S.A.
Order quantity	4 to 12 business days	3 to 6 business days
First item	� 0.00	� 8.21

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.