Trading Evolved: Anyone can Build Killer Trading Strategies in Python

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收藏 2019-09-27

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.
目录1 About this Book
2 Systematic Trading
3 Developing Trading Models
4 Financial Risk
5 Introduction to Python
6 Bring out the Pandas
7 Backtesting Trading Strategies
8 Analyzing Backtest Results
9 Exchange Traded Funds
10 Constructing ETF Models
11 Equities
12 Systematic Momentum
13 Futures Models
14 Futures Modeling and Backtesting
15 Futures Trend Following
16 Time Return Trend Model
17 Counter Trend Trading
18 Trading the Curve
19 Comparing and Combining Models
20 Performance Visualization and Combinations
21 You can’t beat all of the Monkeys all of the Time
22 Guest Chapter: Measuring Relative Performance
23 Importing your Data
24 Data and Databases
25 Final Words – Path Forward

安德烈亚斯F.克列诺(Andreas F.Clenow) (作者)的新书，国内之前翻译过一本《趋势交易》。此书介绍了Python利用Zipline及quandl数据回测股市及期货市场的不同方法和注意点，该书很详细，从软件安装配置到代码、到市场基础结构讲解都有，几个模型也很实用。作者网站上还有对书中错误的实时更正，这个附件已经是第二版了，更新了很多python配置注意点。最后还介绍了如何自建数据库存放自有数据比较实用。