0

Explore Products

Best Sellers

New Releases

Books

Videos

Audiobooks

Free Learning

Hands-On Financial Trading with Python

You're reading from Hands-On Financial Trading with Python A practical guide to using Zipline and other Python libraries for backtesting trading strategies

Product type Paperback

Published in Apr 2021

Publisher Packt

ISBN-13 9781838982881

Length 360 pages

Edition 1st Edition

Languages

Python

Tools

NumPy

Concepts

Data Analysis

Authors (2):

Sourav Ghosh

Jiri Pik

View More author details

Table of Contents (15) Chapters

Preface

1. Section 1: Introduction to Algorithmic Trading FREE CHAPTER

2. Chapter 1: Introduction to Algorithmic Trading

3. Section 2: In-Depth Look at Python Libraries for the Analysis of Financial Datasets

4. Chapter 2: Exploratory Data Analysis in Python

5. Chapter 3: High-Speed Scientific Computing Using NumPy

6. Chapter 4: Data Manipulation and Analysis with pandas

7. Chapter 5: Data Visualization Using Matplotlib

8. Chapter 6: Statistical Estimation, Inference, and Prediction

9. Section 3: Algorithmic Trading in Python

10. Chapter 7: Financial Market Data Access in Python

11. Chapter 8: Introduction to Zipline and PyFolio

12. Chapter 9: Fundamental Algorithmic Trading Strategies

13. Other Books You May Enjoy

Appendix A: How to Setup a Python Environment

Technical requirements

The Python code used in this chapter is available in the Chapter08/risk_management.ipynb notebook in the book's code repository.

The rest of the chapter is locked

Register for a free Packt account to unlock a world of extra content!

A free Packt account unlocks extra newsletters, articles, discounted offers, and much more. Start advancing your knowledge today.

Unlock this book and the full library FREE for 7 days

Get unlimited access to 7000+ expert-authored eBooks and videos courses covering every tech area you can think of

Start free trial

Renews at $19.99/month. Cancel anytime

Authors (2)

Pik

Pik

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.

See other products by Pik

Sourav Ghosh

Sourav Ghosh

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

Other recommended products

Related to this chapter

Learn Algorithmic Trading

Learn Algorithmic Trading

This book will provide knowledge and hands-on practical experience required to build a good understanding of how modern electronic trading markets and market participants operate. You will learn how to design, build and operate all the components required to build a practical and profitable algorithmic trading business using Python.

Nov 2019 13h 8m

Learn Algorithmic Trading

Learn Algorithmic Trading

This book will provide knowledge and hands-on practical experience required to build a good understanding of how modern electronic trading markets and market participants operate. You will learn how to design, build and operate all the components required to build a practical and profitable algorithmic trading business using Python.

Nov 2019 13h 8m

Learn Algorithmic Trading

Learn Algorithmic Trading

This book will provide knowledge and hands-on practical experience required to build a good understanding of how modern electronic trading markets and market participants operate. You will learn how to design, build and operate all the components required to build a practical and profitable algorithmic trading business using Python.

Nov 2019 13h 8m

Learn Algorithmic Trading

Learn Algorithmic Trading

This book will provide knowledge and hands-on practical experience required to build a good understanding of how modern electronic trading markets and market participants operate. You will learn how to design, build and operate all the components required to build a practical and profitable algorithmic trading business using Python.

Nov 2019 13h 8m

Learn Algorithmic Trading

Learn Algorithmic Trading

This book will provide knowledge and hands-on practical experience required to build a good understanding of how modern electronic trading markets and market participants operate. You will learn how to design, build and operate all the components required to build a practical and profitable algorithmic trading business using Python.

Nov 2019 13h 8m

Learn Algorithmic Trading

Learn Algorithmic Trading

This book will provide knowledge and hands-on practical experience required to build a good understanding of how modern electronic trading markets and market participants operate. You will learn how to design, build and operate all the components required to build a practical and profitable algorithmic trading business using Python.

Nov 2019 13h 8m

Learn Algorithmic Trading

Learn Algorithmic Trading

This book will provide knowledge and hands-on practical experience required to build a good understanding of how modern electronic trading markets and market participants operate. You will learn how to design, build and operate all the components required to build a practical and profitable algorithmic trading business using Python.

Nov 2019 13h 8m

Learn Algorithmic Trading

Learn Algorithmic Trading

This book will provide knowledge and hands-on practical experience required to build a good understanding of how modern electronic trading markets and market participants operate. You will learn how to design, build and operate all the components required to build a practical and profitable algorithmic trading business using Python.

Nov 2019 13h 8m

Learn Algorithmic Trading

Learn Algorithmic Trading

This book will provide knowledge and hands-on practical experience required to build a good understanding of how modern electronic trading markets and market participants operate. You will learn how to design, build and operate all the components required to build a practical and profitable algorithmic trading business using Python.

Nov 2019 13h 8m

Learn Algorithmic Trading

Learn Algorithmic Trading

This book will provide knowledge and hands-on practical experience required to build a good understanding of how modern electronic trading markets and market participants operate. You will learn how to design, build and operate all the components required to build a practical and profitable algorithmic trading business using Python.

Nov 2019 13h 8m

Mastering Python for Finance

Mastering Python for Finance

This book enables you to develop financial applications by harnessing Python's strengths in data visualization, interactive analytics, and scientific computing. You will be using popular libraries such as TensorFlow, Keras, scikit-learn, and so on to extend the functionalities of your financial applications by using smart machine learning techniques.

Apr 2019 14h 12m

Mastering Python for Finance

Mastering Python for Finance

This book enables you to develop financial applications by harnessing Python's strengths in data visualization, interactive analytics, and scientific computing. You will be using popular libraries such as TensorFlow, Keras, scikit-learn, and so on to extend the functionalities of your financial applications by using smart machine learning techniques.

Apr 2019 14h 12m

Personalised recommendations for you

Based on your interests and search pattern

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Data Governance Handbook

Data Governance Handbook

This book provides a highly focused view of real business outcomes powered by data governance, that resonate with non-data executives such as CFOs and CEOs. You'll also find useful insights into how to implement data governance initiatives.

May 2024 13h 8m

Data Engineering with Databricks Cookbook

Data Engineering with Databricks Cookbook

This book shows you how to use Apache Spark, Delta Lake, and Databricks to build data pipelines, manage and transform data, optimize performance, and more. Additionally, you'll implement DataOps and DevOps practices, and orchestrate data workflows.

May 2024 14h 36m

Azure Data Engineer Associate Certification Guide

Azure Data Engineer Associate Certification Guide

Unlock the power of Azure data engineering with this certification guide, elevating your skills in data processing, storage, and security with the help of practical insights, hands-on exercises, and the latest advancements.

May 2024 18h 16m

Microsoft Power BI Cookbook

Microsoft Power BI Cookbook

Microsoft Power BI is the most sought-after platform for BI professionals' visualization needs. Explore the latest Power BI features, future AI enhancements, and integration with other Power Platform tools via new recipes in this updated edition.

Jul 2024 19h 56m

Python Data Cleaning Cookbook

Python Data Cleaning Cookbook

The book shows you how to clean, wrangle, and view data from multiple perspectives, including dataset and column attributes. You will cover common and not-so-common challenges that are faced while cleaning messy data for complex situations and learn to manipulate data to get it down to a form that can be useful for making the right decisions.

May 2024 16h 12m

Microsoft Azure AI Fundamentals AI-900 Exam Guide

Microsoft Azure AI Fundamentals AI-900 Exam Guide

This AI-900 study guide will help you prepare and practice for the certification exam. You'll delve into AI workloads, ML principles, computer vision, NLP, knowledge mining, and generative AI using Azure cloud services.

May 2024 9h 36m

Using Stable Diffusion with Python

Using Stable Diffusion with Python

This book shows you how to use Python to control Stable Diffusion and generate high-quality images. In addition to covering the basic usage of the diffusers package, the book provides solutions for extending the package for more advanced purposes.

Jun 2024 11h 44m

Getting Started with DuckDB

Getting Started with DuckDB

This hands-on book teaches you to analyze large datasets with blazing speed and ease. You will learn how to use DuckDB to quickly load, query, transform, analyze, and visualize data effectively through a series of practical examples.

Jun 2024 12h 44m

Databricks Certified Associate Developer for Apache Spark Using Python

Databricks Certified Associate Developer for Apache Spark Using Python

This guide gets you ready for certification with expert-backed content, key exam concepts, and topic reviews. Additionally, you'll be able to make the most of Apache Spark 3.0 to modernize workloads and more using specific tools and techniques.