Python for Algorithmic Trading Cookbook, 2E by Jason Strimpel (.ePUB)+
File Size: 10 MB
Python for Algorithmic Trading Cookbook: Recipes for designing, building, and deploying algorithmic trading strategies with Python, Second Edition (Early Access) by Jason Strimpel
Requirements: .ePUB, .PDF reader, 10 MB
Overview: Transform financial market data into algorithmic trading strategies and deploy them into a live trading environment with recipes leveraging modern Python libraries like Pandas, Polars, and DuckDB. Get Python code for algorithmic trading along with practical guidance from Jason Strimpel, founder of PyQuant News and a veteran of global trading and risk management. This highly practical book takes you from core algorithmic trading concepts and modern data acquisition to rigorous backtesting and strategy execution. Detailed recipes show you how to use the OpenBB Platform to source free equities, options, and futures data. Using that data, accelerate research with Parquet, Polars, DuckDB, and ArcticDB. You’ll engineer alpha factors with SciPy and statsmodels, using PCA to find latent factors, regression to hedge beta, and measure Fama-French exposures. Then optimize backtests with walk-forward analysis using VectorBT and build production-grade backtests with Zipline Reloaded. You’ll evaluate alpha with pro tools like Alphalens Reloaded and PyFolio and apply agentic AI workflows to automate research and code generation. This book is for traders, investors, and Python enthusiasts who need practical code to acquire, analyze, and automate algorithmic trading strategies using modern, high-performance Python tools. Readers should have some exposure to investing or trading, a basic familiarity with Python syntax, and a basic knowledge of libraries such as Pandas and NumPy. This book is ideal for discretionary traders who want to adopt a systematic approach and apply professional techniques, such as factor modeling, backtesting, and execution automation, to trading workflows using Python.
Genre: Non-Fiction > Tech & Devices
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