Algorithmic Trading

✏Book Title : Algorithmic and High Frequency Trading
✏Author : Álvaro Cartea
✏Publisher : Cambridge University Press
✏Release Date : 2015-08-06
✏Pages : 356
✏ISBN : 9781107091146
✏Available Language : English, Spanish, And French

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✏Algorithmic and High Frequency Trading Book Summary : A straightforward guide to the mathematics of algorithmic trading that reflects cutting-edge research.

✏Book Title : Hands On Machine Learning for Algorithmic Trading
✏Author : Stefan Jansen
✏Publisher : Packt Publishing Ltd
✏Release Date : 2018-12-31
✏Pages : 516
✏ISBN : 9781789342710
✏Available Language : English, Spanish, And French

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✏Hands On Machine Learning for Algorithmic Trading Book Summary : Explore effective trading strategies in real-world markets using NumPy, spaCy, pandas, scikit-learn, and Keras Key Features Implement machine learning algorithms to build, train, and validate algorithmic models Create your own algorithmic design process to apply probabilistic machine learning approaches to trading decisions Develop neural networks for algorithmic trading to perform time series forecasting and smart analytics Book Description The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This book enables you to use a broad range of supervised and unsupervised algorithms to extract signals from a wide variety of data sources and create powerful investment strategies. This book shows how to access market, fundamental, and alternative data via API or web scraping and offers a framework to evaluate alternative data. You’ll practice the ML workflow from model design, loss metric definition, and parameter tuning to performance evaluation in a time series context. You will understand ML algorithms such as Bayesian and ensemble methods and manifold learning, and will know how to train and tune these models using pandas, statsmodels, sklearn, PyMC3, xgboost, lightgbm, and catboost. This book also teaches you how to extract features from text data using spaCy, classify news and assign sentiment scores, and to use gensim to model topics and learn word embeddings from financial reports. You will also build and evaluate neural networks, including RNNs and CNNs, using Keras and PyTorch to exploit unstructured data for sophisticated strategies. Finally, you will apply transfer learning to satellite images to predict economic activity and use reinforcement learning to build agents that learn to trade in the OpenAI Gym. What you will learn Implement machine learning techniques to solve investment and trading problems Leverage market, fundamental, and alternative data to research alpha factors Design and fine-tune supervised, unsupervised, and reinforcement learning models Optimize portfolio risk and performance using pandas, NumPy, and scikit-learn Integrate machine learning models into a live trading strategy on Quantopian Evaluate strategies using reliable backtesting methodologies for time series Design and evaluate deep neural networks using Keras, PyTorch, and TensorFlow Work with reinforcement learning for trading strategies in the OpenAI Gym Who this book is for Hands-On Machine Learning for Algorithmic Trading is for data analysts, data scientists, and Python developers, as well as investment analysts and portfolio managers working within the finance and investment industry. If you want to perform efficient algorithmic trading by developing smart investigating strategies using machine learning algorithms, this is the book for you. Some understanding of Python and machine learning techniques is mandatory.

✏Book Title : Algorithmic Trading and Stocks Essential Training
✏Author :
✏Publisher :
✏Release Date : 2018
✏Pages :
✏ISBN : OCLC:1116174612
✏Available Language : English, Spanish, And French

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✏Algorithmic Trading and Stocks Essential Training Book Summary : Learn how to develop and test a rules-based trading strategy and program a simple trading algorithm for buying and selling stocks.

✏Book Title : Python Algorithmic Trading Cookbook
✏Author : Pushpak Dagade
✏Publisher : Packt Publishing Ltd
✏Release Date : 2020-08-28
✏Pages : 542
✏ISBN : 9781838982515
✏Available Language : English, Spanish, And French

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✏Python Algorithmic Trading Cookbook Book Summary : Ever wondered what it takes to be an algorithmic trading professional? Look no further, this recipe-based guide will help you uncover various common and not-so-common challenges faced while devising efficient and powerful algo trading strategies. You will implement various Python libraries to conduct key tasks in the algorithmic trading ecosystem.

✏Book Title : Electronic and Algorithmic Trading Technology
✏Author : Kendall Kim
✏Publisher : Academic Press
✏Release Date : 2010-07-27
✏Pages : 224
✏ISBN : 0080548865
✏Available Language : English, Spanish, And French

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✏Electronic and Algorithmic Trading Technology Book Summary : Electronic and algorithmic trading has become part of a mainstream response to buy-side traders’ need to move large blocks of shares with minimum market impact in today’s complex institutional trading environment. This book illustrates an overview of key providers in the marketplace. With electronic trading platforms becoming increasingly sophisticated, more cost effective measures handling larger order flow is becoming a reality. The higher reliance on electronic trading has had profound implications for vendors and users of information and trading products. Broker dealers providing solutions through their products are facing changes in their business models such as: relationships with sellside customers, relationships with buyside customers, the importance of broker neutrality, the role of direct market access, and the relationship with prime brokers. Electronic and Algorithmic Trading Technology: The Complete Guide is the ultimate guide to managers, institutional investors, broker dealers, and software vendors to better understand innovative technologies that can cut transaction costs, eliminate human error, boost trading efficiency and supplement productivity. As economic and regulatory pressures are driving financial institutions to seek efficiency gains by improving the quality of software systems, firms are devoting increasing amounts of financial and human capital to maintaining their competitive edge. This book is written to aid the management and development of IT systems for financial institutions. Although the book focuses on the securities industry, its solution framework can be applied to satisfy complex automation requirements within very different sectors of financial services – from payments and cash management, to insurance and securities. Electronic and Algorithmic Trading: The Complete Guide is geared toward all levels of technology, investment management and the financial service professionals responsible for developing and implementing cutting-edge technology. It outlines a complete framework for successfully building a software system that provides the functionalities required by the business model. It is revolutionary as the first guide to cover everything from the technologies to how to evaluate tools to best practices for IT management. First book to address the hot topic of how systems can be designed to maximize the benefits of program and algorithmic trading Outlines a complete framework for developing a software system that meets the needs of the firm's business model Provides a robust system for making the build vs. buy decision based on business requirements

✏Book Title : Algorithmic Trading
✏Author : Jeffrey Bacidore
✏Publisher :
✏Release Date : 2020-06-15
✏Pages :
✏ISBN : 0578715236
✏Available Language : English, Spanish, And French

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✏Algorithmic Trading Book Summary : The book provides detailed coverage of?Single order algorithms, such as Volume-Weighted Average Price (VWAP), Time-Weighted-Average Price (TWAP), Percent of Volume (POV), and variants of the Implementation Shortfall algorithm. ?Multi-order algorithms, such as Pairs Trading and Portfolio Trading algorithms.?Smart routers, including "smart market", "smart limit", and dark aggregators.?Trading performance measurement, including trading benchmarks, "algo wheels", trading cost models, and other measurement issues.

✏Book Title : Algorithmic Trading and Finance Models with Python R and Stata Essential Training
✏Author : Michael McDonald
✏Publisher :
✏Release Date : 2019
✏Pages :
✏ISBN : OCLC:1125799453
✏Available Language : English, Spanish, And French

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✏Algorithmic Trading and Finance Models with Python R and Stata Essential Training Book Summary :

✏Book Title : A Guide to Creating A Successful Algorithmic Trading Strategy
✏Author : Perry J. Kaufman
✏Publisher : John Wiley & Sons
✏Release Date : 2016-02-01
✏Pages : 192
✏ISBN : 9781119224747
✏Available Language : English, Spanish, And French

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✏A Guide to Creating A Successful Algorithmic Trading Strategy Book Summary : Turn insight into profit with guru guidance toward successful algorithmic trading A Guide to Creating a Successful Algorithmic Trading Strategy provides the latest strategies from an industry guru to show you how to build your own system from the ground up. If you're looking to develop a successful career in algorithmic trading, this book has you covered from idea to execution as you learn to develop a trader's insight and turn it into profitable strategy. You'll discover your trading personality and use it as a jumping-off point to create the ideal algo system that works the way you work, so you can achieve your goals faster. Coverage includes learning to recognize opportunities and identify a sound premise, and detailed discussion on seasonal patterns, interest rate-based trends, volatility, weekly and monthly patterns, the 3-day cycle, and much more—with an emphasis on trading as the best teacher. By actually making trades, you concentrate your attention on the market, absorb the effects on your money, and quickly resolve problems that impact profits. Algorithmic trading began as a "ridiculous" concept in the 1970s, then became an "unfair advantage" as it evolved into the lynchpin of a successful trading strategy. This book gives you the background you need to effectively reap the benefits of this important trading method. Navigate confusing markets Find the right trades and make them Build a successful algo trading system Turn insights into profitable strategies Algorithmic trading strategies are everywhere, but they're not all equally valuable. It's far too easy to fall for something that worked brilliantly in the past, but with little hope of working in the future. A Guide to Creating a Successful Algorithmic Trading Strategy shows you how to choose the best, leave the rest, and make more money from your trades.

✏Book Title : Algorithmic Trading Methods
✏Author : Robert Kissell
✏Publisher : Academic Press
✏Release Date : 2020-09-08
✏Pages : 612
✏ISBN : 9780128156315
✏Available Language : English, Spanish, And French

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✏Algorithmic Trading Methods Book Summary : Algorithmic Trading Methods: Applications using Advanced Statistics, Optimization, and Machine Learning Techniques, Second Edition, is a sequel to The Science of Algorithmic Trading and Portfolio Management. This edition includes new chapters on algorithmic trading, advanced trading analytics, regression analysis, optimization, and advanced statistical methods. Increasing its focus on trading strategies and models, this edition includes new insights into the ever-changing financial environment, pre-trade and post-trade analysis, liquidation cost & risk analysis, and compliance and regulatory reporting requirements. Highlighting new investment techniques, this book includes material to assist in the best execution process, model validation, quality and assurance testing, limit order modeling, and smart order routing analysis. Includes advanced modeling techniques using machine learning, predictive analytics, and neural networks. The text provides readers with a suite of transaction cost analysis functions packaged as a TCA library. These programming tools are accessible via numerous software applications and programming languages. Provides insight into all necessary components of algorithmic trading including: transaction cost analysis, market impact estimation, risk modeling and optimization, and advanced examination of trading algorithms and corresponding data requirements. Increased coverage of essential mathematics, probability and statistics, machine learning, predictive analytics, and neural networks, and applications to trading and finance. Advanced multiperiod trade schedule optimization and portfolio construction techniques. Techniques to decode broker-dealer and third-party vendor models. Methods to incorporate TCA into proprietary alpha models and portfolio optimizers. TCA library for numerous software applications and programming languages including: MATLAB, Excel Add-In, Python, Java, C/C++, .Net, Hadoop, and as standalone .EXE and .COM applications.

✏Book Title : Algorithmic Trading
✏Author : IntroBooks Team
✏Publisher : IntroBooks
✏Release Date :
✏Pages :
✏ISBN :
✏Available Language : English, Spanish, And French

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✏Algorithmic Trading Book Summary : Algorithmic trading is an exchange mechanism where computers make choices about what to buy and sell in the money markets. The purpose of algorithmic trading would be to either make money by buying lower and selling higher or to minimize transaction costs by effectively buying or selling large volumes of financial commodities. Depending on those guidelines, the computer determines when and how much to buy and sell. And these norms are designed by manual efforts. Algorithmic Trading typically involves understanding of the financial marketing domain, programming, and knowledge related to data sciences. Algorithmic trading can be broken down into two segments: *The revelation of market inefficiencies: People are looking in the markets for something unfair that they can leverage. To illustrate, if two exchanges value a similar financial product differently, there may be a variance. *People devise a plan to exploit the business incompetence they have detected. It entails determining the ideal moment to buy and sell, the exact quantity to buy and sell, and how to end the trading operations.