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Python for Algorithmic Trading Cookbook

You're reading from   Python for Algorithmic Trading Cookbook Recipes for designing, building, and deploying algorithmic trading strategies with Python

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Product type Paperback
Published in Aug 2024
Publisher Packt
ISBN-13 9781835084700
Length 404 pages
Edition 1st Edition
Languages
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Author (1):
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Jason Strimpel Jason Strimpel
Author Profile Icon Jason Strimpel
Jason Strimpel
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Table of Contents (16) Chapters Close

Preface 1. Chapter 1: Acquire Free Financial Market Data with Cutting-Edge Python Libraries FREE CHAPTER 2. Chapter 2: Analyze and Transform Financial Market Data with pandas 3. Chapter 3: Visualize Financial Market Data with Matplotlib, Seaborn, and Plotly Dash 4. Chapter 4: Store Financial Market Data on Your Computer 5. Chapter 5: Build Alpha Factors for Stock Portfolios 6. Chapter 6: Vector-Based Backtesting with VectorBT 7. Chapter 7: Event-Based Backtesting Factor Portfolios with Zipline Reloaded 8. Chapter 8: Evaluate Factor Risk and Performance with Alphalens Reloaded 9. Chapter 9: Assess Backtest Risk and Performance Metrics with Pyfolio 10. Chapter 10: Set Up the Interactive Brokers Python API 11. Chapter 11: Manage Orders, Positions, and Portfolios with the IB API 12. Chapter 12: Deploy Strategies to a Live Environment 13. Chapter 13: Advanced Recipes for Market Data and Strategy Management 14. Index 15. Other Books You May Enjoy

Building pandas Series and DataFrames

A Series is a one-dimensional labeled array that can hold any data type, including integers, floats, strings, and objects. The axis labels of a Series are collectively referred to as the index, which allows for easy data manipulation and access. A key feature of the pandas Series is its ability to handle missing data, represented as a NumPy nan (Not a Number).

Important

NumPy’s nan is a special floating-point value. It is commonly used as a marker for missing data in numerical datasets. The nan value being a float is useful because it can be used in numerical computations and included in arrays of numbers without changing their data type, which aids in maintaining consistent data types in numeric datasets. Unlike other values, nan doesn’t equal anything, which is why we need to use functions such as numpy.isnan() to check for nan.

Furthermore, the Series object provides a host of methods for operations such as statistical...

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