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

2. Chapter 1: Introduction to Algorithmic Trading FREE CHAPTER

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

Saving plots to files

The matplotlib.pyplot.figure object enables us to save plots to disk in different file formats with many size and resolution specifiers, such as the dpi= parameter:

fig.savefig('fig.png', dpi=200)

This writes the following plot to the fig.png file:

Figure 5.11 – Matplotlib plot written to a file on disk and opened with an external viewer

Figure 5.11 – Matplotlib plot written to a file on disk and opened with an external viewer

Exported images of trading strategies' performance are frequently used for HTML or email reports. For printing, choose the DPI of your printer as the DPI of the charts.

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

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

Practical Time Series Analysis

Practical Time Series Analysis

Practical Time Series Analysis will introduce you to the basic concepts of time series analysis and describe powerful yet simple techniques in Python which data scientists and data engineers would find useful in dealing with real life datasets in industrial settings. This book focuses on explaining important concepts and practical techniques to process, summarize and model time series data. Real life case studies with code snippets in Python are used to demonstrate the concepts and techniques.

Python for Finance Cookbook

Python for Finance Cookbook

Python is becoming the number one language for data science and also quantitative finance. This book provides you with solutions to common tasks from the intersection of quantitative finance and data science, using modern Python libraries.

Jan 2020 14h 24m

Learning pandas

Learning pandas

Pandas is a popular Python package used for practical, real world data analysis. It provides efficient fast, high-performance data structures that makes data exploration and analysis very easy. This learner's guide will help you through a comprehensive set of features provided by the pandas library to perform efficient data manipulation and analysis.

Jun 2017 14h 52m

Machine Learning for Algorithmic Trading

Machine Learning for Algorithmic Trading

This thoroughly revised and expanded second edition demonstrates on over 800 pages how machine learning can add value to algorithmic trading in a practical yet comprehensive way. It has four parts that cover how to work with a diverse set of market, fundamental, and alternative data sources, design ML solutions for real-world trading challenges, and manage the strategy development process from idea to backtesting and evaluation.

Jul 2020 27h 20m

Algorithmic Short Selling with Python

Algorithmic Short Selling with Python

This book will take you on a journey from an idea (“buy bullish stocks, sell bearish ones”) to becoming part of the elite club of long/short algorithmic traders. Along the way, we will explore several key concepts, such as trading edge, frequency, signal processing, trading psychology, capital efficiency, risk management, and asset allocation, one stumbling block at a time.

Sep 2021 12h 32m

Forecasting Time Series Data with Facebook Prophet

Forecasting Time Series Data with Facebook Prophet

This book will help you get to grips with the task of time series forecasting using the leading open source forecasting tool available to the public, Facebook Prophet. You will learn how to implement the advanced features of Prophet to build forecast models and understand why and how to modify each of the default parameters to improve results.

Hands-On Python for Finance

Hands-On Python for Finance

With this book, you will learn and implement various Quantitative Finance concepts using popular Python libraries like Numpy, pandas, Keras and more. We provide techniques to apply statistical methods used for data preprocessing and predict some of the best real-world case scenarios like stock prediction, sales prediction and many examples as such.

Mar 2019 12h 36m

Python for Finance

Python for Finance

Python is a free and powerful tool used for quantitative finance and is a popular choice amongst many financial analysts. This book will teach you the basics of quantitative finance, and how they can be implemented by making use of the various Python libraries and modules.This book introduces you to the basic concepts and operations related to Python and teaches you how to work with the various Python libraries like NumPy, Scipy, Matplotlib, and Pandas for quantitative analysis. You will work with time-series data, and implement concepts like stochastics for Monte-Carlo simulation, hedging, derivatives, portfolio optimization and more.This book is a hands-on guide with easy-to-follow examples to help you learn about option theory, quantitative finance, financial modeling, and time series using Python.

Jun 2017 19h 32m

Learning Quantitative Finance with R

Learning Quantitative Finance with R

This book covers applications of quantitative finance in R. It starts with the basics of quantitative finance and goes to complexity at the end of the book along with a varying degree of R complexity. This will guide you to implement different trading strategies for various financial instruments using basic to complex techniques along with its optimization and keeping the risk of financial instruments in check.

Mar 2017 9h 28m

Hands-On Machine Learning for Algorithmic Trading

Hands-On Machine Learning for Algorithmic Trading

With the help of this book, you'll build smart algorithmic models using machine learning algorithms covering tasks such as time series forecasting, backtesting, trade predictions, and more using easy-to-follow examples. By the end, you'll be able to adopt algorithmic trading in your own business and implement intelligent investigative strategies.

Dec 2018 22h 48m

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

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.