E-book details

Hands-On Financial Trading with Python. A practical guide to using Zipline and other Python libraries for backtesting trading strategies

Hands-On Financial Trading with Python. A practical guide to using Zipline and other Python libraries for backtesting trading strategies

Jiri Pik, Sourav Ghosh

Ebook
Creating an effective system to automate your trading can help you achieve two of every trader’s key goals; saving time and making money. But to devise a system that will work for you, you need guidance to show you the ropes around building a system and monitoring its performance. This is where Hands-on Financial Trading with Python can give you the advantage.

This practical Python book will introduce you to Python and tell you exactly why it’s the best platform for developing trading strategies. You’ll then cover quantitative analysis using Python, and learn how to build algorithmic trading strategies with Zipline using various market data sources.

Using Zipline as the backtesting library allows access to complimentary US historical daily market data until 2018. As you advance, you will gain an in-depth understanding of Python libraries such as NumPy and pandas for analyzing financial datasets, and explore Matplotlib, statsmodels, and scikit-learn libraries for advanced analytics.

As you progress, you’ll pick up lots of skills like time series forecasting, covering pmdarima and Facebook Prophet.
By the end of this trading book, you will be able to build predictive trading signals, adopt basic and advanced algorithmic trading strategies, and perform portfolio optimization to help you get —and stay—ahead of the markets.
  • 1. Introduction to algorithmic trading
  • 2. Exploratory Data Analysis in Python
  • 3. High-speed Scientific Computing using NumPy
  • 4. Data Manipulation and Analysis with Pandas
  • 5. Data Visualization using Matplotlib
  • 6. Statistical Estimation, Inference, and Prediction
  • 7. Financial Market Data Access in Python
  • 8. Introduction to Zipline and PyFolio
  • 9. Fundamental algorithmic trading strategies
  • Title: Hands-On Financial Trading with Python. A practical guide to using Zipline and other Python libraries for backtesting trading strategies
  • Author: Jiri Pik, Sourav Ghosh
  • Original title: Hands-On Financial Trading with Python. A practical guide to using Zipline and other Python libraries for backtesting trading strategies
  • ISBN: 9781838988807, 9781838988807
  • Date of issue: 2021-04-29
  • Format: Ebook
  • Item ID: e_2a4d
  • Publisher: Packt Publishing