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Key benefits

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

Purchase of the print or Kindle book includes a free PDF eBook

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.

Who is this book 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.

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

What do you get with Print?

Instant access to your digital eBook copy whilst your Print order is Shipped

Colour book shipped to your preferred address

Download this book in EPUB and PDF formats

Access this title in our online reader with advanced features

DRM FREE - Read whenever, wherever and however you want

AI Assistant (beta) to help accelerate your learning

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Lucas Aug 17, 2024

Subscriber review

kasidit asavakittikawin Sep 09, 2024

"Python for Algorithmic Trading Cookbook" stands out as a practical and accessible guide for those seeking to enhance their algorithmic trading knowledge. The author's hands-on experience and understanding of the needs of beginners shine through in this well-structured book.Practical Approach: The book is filled with actionable Python recipes for acquiring, visualizing, storing, and analyzing market data. It walks readers through the entire process of designing, backtesting, and deploying trading strategies, making the complex world of algo trading manageable.Updated Data Sources: The book provides free and updated data sources, a valuable resource for those looking to apply the concepts in a real-world setting.

Amazon Verified review

Didier Lopes Sep 15, 2024

If you are starting using Python to do algorithmic trading - you should get this book. I recommend the paperback version personally, particularly to have it by your desk in a way that you can access it easily.The book is packed with clear, hands-on examples that make complex topics feel easy - Jason is one of the best people I know at doing this. That's why he has hundreds of thousands of followers and has had over 1000 students attending his cohorts.I also love how practical the book is. All theory has real-world examples that myself, as the reader, can use to better understand the topic at hand.It goes from basic technical analysis to more advanced strategies like machine learning, so there's a lot of room to grow your skills.If you're like me and appreciate learning by doing, this book is perfect. The code examples are super clear, and you can quickly get a strategy up and running or modify it to fit your own ideas.PS: I also particularly love that the book features OpenBB!

Roger A. Strimpel Aug 29, 2024

Excellent book!!

Amazon Customer Aug 24, 2024

I thought this book was very insightful and excellent source for information. The charts were understandable!

Python for Algorithmic Trading Cookbook: Recipes for designing, building, and deploying algorithmic trading strategies with Python

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