Algorithmic trading, once the exclusive domain of institutional players,
is now open to small organizations and individual traders using online
platforms. The tool of choice for many traders today is Python and its
ecosystem of powerful packages. In this practical book, author Yves
Hilpisch shows students, academics, and practitioners how to use Python
in the fascinating field of algorithmic trading.
You'll learn several ways to apply Python to different aspects of
algorithmic trading, such as backtesting trading strategies and
interacting with online trading platforms. Some of the biggest buy- and
sell-side institutions make heavy use of Python. By exploring options
for systematically building and deploying automated algorithmic trading
strategies, this book will help you level the playing field.
- Set up a proper Python environment for algorithmic trading
- Learn how to retrieve financial data from public and proprietary data
sources
- Explore vectorization for financial analytics with NumPy and pandas
- Master vectorized backtesting of different algorithmic trading
strategies
- Generate market predictions by using machine learning and deep
learning
- Tackle real-time processing of streaming data with socket programming
tools
- Implement automated algorithmic trading strategies with the OANDA and
FXCM trading platforms