Donadio / Ghosh Learn Algorithmic Trading

Build and deploy algorithmic trading systems and strategies using Python and advanced data analysis
1. Auflage 2019
ISBN: 978-1-78934-214-7
Verlag: De Gruyter
Format: EPUB
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 394 Seiten

No detailed description available for "Learn Algorithmic Trading".

Autoren/Hrsg.

Donadio, Sebastien

Ghosh, Sourav

Fachgebiete

• Mathematik | Informatik EDV | Informatik EDV & Informatik Allgemein
• Mathematik | Informatik EDV | Informatik Daten / Datenbanken Automatische Datenerfassung, Datenanalyse
• Mathematik | Informatik EDV | Informatik Programmierung | Softwareentwicklung Algorithmen & Datenstrukturen

Inhaltsverzeichnis

Table of Contents - Algorithmic Trading Fundamentals
- Deciphering the Markets with Technical Analysis
- Predicting the Markets with basic Machine Learning

- Classical Trading Strategies
- Sophisticated Algorithmic Strategies
- Managing Risk of Algorithmic Strategies ?

- Building a Trading System in Python
- Connecting to trading exchanges
- Creating a Backtester in Python
- Adapting to market participants and changing financial markets

Über Autor(innen)

Donadio Sebastien:

Sebastien Donadio is the Chief Technology Officer at Tradair, responsible for leading the technology. He has a wide variety of professional experience, including being head of software engineering at HC Technologies, partner and technical director of a high-frequency FX firm, a quantitative trading strategy software developer at Sun Trading, working as project lead for the Department of Defense. He also has research experience with Bull SAS, and an IT Credit Risk Manager with Socit Gnrale while in France. He has taught various computer science courses for the past ten years in the University of Chicago, NYU and Columbia University. His main passion is technology but he is also a scuba diving instructor and an experienced rock-climber.Ghosh Sourav:

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.