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Author: Andreas F. Clenow
Publisher:
ISBN: 9781091983786
Category :
Languages : en
Pages : 442
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Book Description
Systematic trading allows you to test and evaluate your trading ideas before risking your money. By formulating trading ideas as concrete rules, you can evaluate past performance and draw conclusions about the viability of your trading plan. Following systematic rules provides a consistent approach where you will have some degree of predictability of returns, and perhaps more importantly, it takes emotions and second guessing out of the equation. From the onset, getting started with professional grade development and backtesting of systematic strategies can seem daunting. Many resort to simplified software which will limit your potential. Trading Evolved will guide you all the way, from getting started with the industry standard Python language, to setting up a professional backtesting environment of your own. The book will explain multiple trading strategies in detail, with full source code, to get you well on the path to becoming a professional systematic trader. This is a highly practical book, where every aspect is explained, all source code shown and no holds barred. Written by Andreas F. Clenow, author of the international best sellers Following the Trend and Stocks on the Move, Trading Evolved goes into greater depth and covers strategies for trading both futures and equities. "Trading Evolved is an incredible resource for aspiring quants. Clenow does an excellent job making complex subjects easy to access and understand. Bravo." -- Wes Gray, PhD, CEO Alpha Architect
Author: Andreas F. Clenow
Publisher:
ISBN: 9781091983786
Category :
Languages : en
Pages : 442
Get Book Here
Book Description
Systematic trading allows you to test and evaluate your trading ideas before risking your money. By formulating trading ideas as concrete rules, you can evaluate past performance and draw conclusions about the viability of your trading plan. Following systematic rules provides a consistent approach where you will have some degree of predictability of returns, and perhaps more importantly, it takes emotions and second guessing out of the equation. From the onset, getting started with professional grade development and backtesting of systematic strategies can seem daunting. Many resort to simplified software which will limit your potential. Trading Evolved will guide you all the way, from getting started with the industry standard Python language, to setting up a professional backtesting environment of your own. The book will explain multiple trading strategies in detail, with full source code, to get you well on the path to becoming a professional systematic trader. This is a highly practical book, where every aspect is explained, all source code shown and no holds barred. Written by Andreas F. Clenow, author of the international best sellers Following the Trend and Stocks on the Move, Trading Evolved goes into greater depth and covers strategies for trading both futures and equities. "Trading Evolved is an incredible resource for aspiring quants. Clenow does an excellent job making complex subjects easy to access and understand. Bravo." -- Wes Gray, PhD, CEO Alpha Architect
Author: Andreas F. Clenow
Publisher: John Wiley & Sons
ISBN: 111841084X
Category : Business & Economics
Languages : en
Pages : 309
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Book Description
During bull and bear markets, there is a group of hedge funds and professional traders which have been consistently outperforming traditional investment strategies for the past 30 odd years. They have shown remarkable uncorrelated performance and in the great bear market of 2008 they had record gains. These traders are highly secretive about their proprietary trading algorithms and often employ top PhDs in their research teams. Yet, it is possible to replicate their trading performance with relatively simplistic models. These traders are trend following cross asset futures managers, also known as CTAs. Many books are written about them but none explain their strategies in such detail as to enable the reader to emulate their success and create their own trend following trading business, until now. Following the Trend explains why most hopefuls fail by focusing on the wrong things, such as buy and sell rules, and teaches the truly important parts of trend following. Trading everything from the Nasdaq index and T-bills to currency crosses, platinum and live hogs, there are large gains to be made regardless of the state of the economy or stock markets. By analysing year by year trend following performance and attribution the reader will be able to build a deep understanding of what it is like to trade futures in large scale and where the real problems and opportunities lay. Written by experienced hedge fund manager Andreas Clenow, this book provides a comprehensive insight into the strategies behind the booming trend following futures industry from the perspective of a market participant. The strategies behind the success of this industry are explained in great detail, including complete trading rules and instructions for how to replicate the performance of successful hedge funds. You are in for a potentially highly profitable roller coaster ride with this hard and honest look at the positive as well as the negative sides of trend following.
Author: Yves Hilpisch
Publisher: O'Reilly Media
ISBN: 1492053325
Category : Computers
Languages : en
Pages : 380
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Book Description
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
Author: Greg N. Gregoriou
Publisher: Academic Press
ISBN: 0128023627
Category : Business & Economics
Languages : en
Pages : 495
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Book Description
This comprehensive examination of high frequency trading looks beyond mathematical models, which are the subject of most HFT books, to the mechanics of the marketplace. In 25 chapters, researchers probe the intricate nature of high frequency market dynamics, market structure, back-office processes, and regulation. They look deeply into computing infrastructure, describing data sources, formats, and required processing rates as well as software architecture and current technologies. They also create contexts, explaining the historical rise of automated trading systems, corresponding technological advances in hardware and software, and the evolution of the trading landscape. Developed for students and professionals who want more than discussions on the econometrics of the modelling process, The Handbook of High Frequency Trading explains the entirety of this controversial trading strategy. - Answers all questions about high frequency trading without being limited to mathematical modelling - Illuminates market dynamics, processes, and regulations - Explains how high frequency trading evolved and predicts its future developments
Author: Stefan Jansen
Publisher: Packt Publishing Ltd
ISBN: 1839216786
Category : Business & Economics
Languages : en
Pages : 822
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Book Description
Leverage machine learning to design and back-test automated trading strategies for real-world markets using pandas, TA-Lib, scikit-learn, LightGBM, SpaCy, Gensim, TensorFlow 2, Zipline, backtrader, Alphalens, and pyfolio. Purchase of the print or Kindle book includes a free eBook in the PDF format. Key FeaturesDesign, train, and evaluate machine learning algorithms that underpin automated trading strategiesCreate a research and strategy development process to apply predictive modeling to trading decisionsLeverage NLP and deep learning to extract tradeable signals from market and alternative dataBook Description The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This revised and expanded second edition enables you to build and evaluate sophisticated supervised, unsupervised, and reinforcement learning models. This book introduces end-to-end machine learning for the trading workflow, from the idea and feature engineering to model optimization, strategy design, and backtesting. It illustrates this by using examples ranging from linear models and tree-based ensembles to deep-learning techniques from cutting edge research. This edition shows how to work with market, fundamental, and alternative data, such as tick data, minute and daily bars, SEC filings, earnings call transcripts, financial news, or satellite images to generate tradeable signals. It illustrates how to engineer financial features or alpha factors that enable an ML model to predict returns from price data for US and international stocks and ETFs. It also shows how to assess the signal content of new features using Alphalens and SHAP values and includes a new appendix with over one hundred alpha factor examples. By the end, you will be proficient in translating ML model predictions into a trading strategy that operates at daily or intraday horizons, and in evaluating its performance. What you will learnLeverage market, fundamental, and alternative text and image dataResearch and evaluate alpha factors using statistics, Alphalens, and SHAP valuesImplement machine learning techniques to solve investment and trading problemsBacktest and evaluate trading strategies based on machine learning using Zipline and BacktraderOptimize portfolio risk and performance analysis using pandas, NumPy, and pyfolioCreate a pairs trading strategy based on cointegration for US equities and ETFsTrain a gradient boosting model to predict intraday returns using AlgoSeek's high-quality trades and quotes dataWho this book is for If you are a data analyst, data scientist, Python developer, investment analyst, or portfolio manager interested in getting hands-on machine learning knowledge for trading, this book is for you. This book is for you if you want to learn how to extract value from a diverse set of data sources using machine learning to design your own systematic trading strategies. Some understanding of Python and machine learning techniques is required.
Author: Curtis Faith
Publisher: FT Press
ISBN: 0137051689
Category : Business & Economics
Languages : en
Pages : 226
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Book Description
EARN SERIOUS TRADING PROFITS BY USING YOUR WHOLE BRAIN! Legendary traders like Jesse Livermore, George Soros, Richard Dennis, and Steven Cohen use their full range of powers that encompass both instinct and analysis. That’s how they made their fortunes–and that’s how you can, too. In Trading from Your Gut, Curtis Faith, renowned trader and author of the global bestseller Way of the Turtle, reveals why human intuition is an amazingly powerful trading tool, capable of processing thousands of inputs almost instantaneously. Faith teaches you how to harness, sharpen, train, and trust your instincts and to trade smarter with your whole mind. Just as important, you’ll learn when not to trust your gut–and how to complement your intuition with systematic analysis. You’ve got a left brain: analytical and rational. You’ve got a right brain: intuitive and holistic. Use them both to make better trades, and more money! “Whole Mind” trading: the best of discretionary and system approaches How winning traders use analysis and disciplined intuition together How to profit from other traders’ “Wrong Brain Thinking” Understand other traders, without acting like them How to provide a firm intellectual framework for your trades What successful traders have discovered about the market’s structure and laws The unique value of intuition in swing trading Use your intuition to trade patterns that computer technology can’t recognize
Author: Aidan J. McNamara
Publisher: John Wiley & Sons
ISBN: 0470198923
Category : Business & Economics
Languages : en
Pages : 210
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Book Description
Contrarian Ripple Trading "Contrarian Ripple Trading is a well-written and well-documented observation for stock traders. I especially enjoyed hearing the commonsense behind McNamara and Bro?zyna's method. For those individuals looking to cut through the huge amount of poor information out there, I think you will thoroughly appreciate this book. I found the high percentage of winning trades hard to argue with." --Jason Alan Jankovsky, FOREX trader and author of Trading Rules That Work Making money in today's stock market can be a difficult endeavor, especially if you're not an expert in the worlds of finance or business. Authors Aidan McNamara and Martha Broz?yna--a married couple who work outside the investment world, but who happen to be active traders--can relate to this situation. That's why they've created Contrarian Ripple Trading. Written in a straightforward and accessible style, this reliable resource outlines the approach they've successfully used to capture profits from the stock market for many years. With this book as your guide, you'll quickly discover how you too can effectively implement a low-risk trading technique that consistently generates short-term profits on trades in large capitalization stocks--regardless of whether the market is moving up, down, or sideways. Throughout the book, and in accompanying Appendixes, McNamara and Broz?yna refer to examples of their flawless trading record--1,225 profitable, round-trip trades over a twenty-six month period--to illustrate how contrarian ripple trading can produce a regular stream of profits in many different market conditions. By combining aspects of investing--notably the need for safety and decent returns--with characteristics of short-term speculation, Contrarian Ripple Trading arms you with a technique that can be used to generate a reliable extra income stream through low-risk, short-term stock trading.
Author: Van K. Tharp
Publisher: McGraw Hill Professional
ISBN: 0071415602
Category : Business & Economics
Languages : en
Pages : 418
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Book Description
An increasing number of investors are entering the high-risk world of electronic day trading—often before they’ve learned the basic principles and safeguards. Financial Freedom Through Electronic Day Trading combines Van Tharp’s mastery of trading psychology with Brian June’s nuts-and-bolts expertise to give day traders the proven strategies and information they need to survive and succeed. From little-known day trading entries and exits to techniques that foster winning attitudes and styles, these practical ideas will help readers develop their own personalized trading systems. The perfect combination of psychological preparation and hands-on practice, it discusses: *Market analysis from a day trading perspective *Techniques for determining a market maker’s position *The best day trading software
Author: Robert Carver
Publisher: Harriman House Limited
ISBN: 0857197223
Category : Business & Economics
Languages : en
Pages : 267
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Book Description
With the right broker, and just a few hundred dollars or pounds, anyone can become a leveraged trader. The products and tools needed are accessible to all: FX, a margin account, CFDs, spread-bets and futures. But this level playing field comes with great risks. Trading with leverage is inherently dangerous. With leverage, losses and costs – the two great killers for traders – are magnified. This does not mean leverage must be avoided altogether, but it does mean that it needs to be used safely. In Leveraged Trading, Robert Carver shows you how to do exactly that, by using a trading system. A trading system can be employed to tackle those twin dangers of serious losses and high costs. The trading systems introduced in this book are simple and carefully designed to use the correct amount of leverage and trade at a suitable frequency. Robert shows how to trade a simple Starter System on its own, on a single instrument and with a single rule for opening positions. He then moves on to show how the Starter System can be adapted, as you gain experience and confidence. The system can be diversified into multiple instruments and new trading rules can be added. For those who wish to go further still, advice on making more complex improvements is included: how to develop your own trading systems, and how to combine a system with your own human judgement, using an approach Robert calls Semi-Automatic Trading. For those trading with leverage, looking for a way to take a controlled approach and manage risk, a properly designed trading system is the answer. Pick up Leveraged Trading and learn how.
Author: Mark B. Fisher
Publisher: John Wiley & Sons
ISBN: 9780471215516
Category : Business & Economics
Languages : en
Pages : 286
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Book Description
An in-depth look at the trading system that anyone can use The Logical Trader presents a highly effective, yet simple trading methodology that any trader anywhere can use to trade almost anything. The "ACD Method" developed and refined by Mark Fisher after many years of successful trading, provides price points at which to buy and sell as determined by the opening range of virtually any stock or commodity. This comprehensive guide details a widely used system that is profitably implemented by many computer and floor traders at major New York exchanges. The author's highly accessible teaching style provides readers of The Logical Trader with a full examination of the theory behind the ACD Method and the examples and real-world trading stories involving it. Mark B. Fisher (New York, NY), an independent trader, is founder of MBF Clearing Corp., the largest clearing firm on the NYMEX. Founded in 1988, MBF Clearing has grown from handling under one percent of the volume on the NYMEX to nearly twenty percent of the trades today. A 1982 summa cum laude graduate from the Wharton School of Business, University of Pennsylvania, Fisher also received his master's degree in finance and accounting from Wharton. New technology and the advent of around the clock trading have opened the floodgates to both foreign and domestic markets. Traders need the wisdom of industry veterans and the vision of innovators in today's volatile financial marketplace. The Wiley Trading series features books by traders who have survived the market's ever changing temperament and have prospered-some by reinventing systems, others by getting back to basics. Whether a novice trader, professional or somewhere in-between, these books will provide the advice and strategies needed to prosper today and well into the future.
