Algorithmic Trading with Python discusses modern quant trading methods in Python with a heavy focus on pandas, numpy, and scikit-learn.
After establishing an understanding of technical indicators and performance metrics, readers will walk through the process of developing a trading simulator, strategy optimizer, and financial machine learning pipeline.
This book maintains a high standard of reprocibility. All code and data is self-contained in a GitHub repo. The data includes hyper-realistic simulated price data and alternative data based on real securities.
Algorithmic Trading with Python (2020) is the spiritual successor to Automated Trading with R (2016). This book covers more content in less time than its predecessor due to advances in open-source technologies for quantitative analysis.
Where to Buy
Available at Amazon.