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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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Toc

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

Conventions used

There are a number of text conventions used throughout this book.

Code in text: Indicates code words in text, database table names, folder names, filenames, file extensions, pathnames, dummy URLs, user input, and Twitter handles. Here is an example: β€œsave_data_range uses the pandas to_csv method to store the data to disk using GZIP compression in the CSV format.”

A block of code is set as follows:

import datetime as dt
import pandas as pd
from openbb_terminal.sdk import openbb

Any command-line input or output is written as follows:

pip install thetadata

Bold: Indicates a new term, an important word, or words that you see onscreen. For instance, words in menus or dialog boxes appear in bold. Here is an example: β€œIn the Actions pane, click on Create Basic Task.”

Tips or important notes

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