Discover how to build and backtest algorithmic trading strategies with Zipline
- Publisher: Packt Publishing
- Publication Date: 2021-05-11
- Length: 360 pages
Discover how to perform accurate algorithmic trading using Quantopian and the pyfinance ecosystem
Key Features- Get to grips with financial statistics and stock analysis and visualize data to gain quality insights
- Find out how to systematically approach quantitative research and strategy generation in automated trading
- Learn how to navigate significant number of features in Python data manipulation libraries
What you will learn
- Understand key financial theories such as the market hypothesis, the capital asset pricing model, and portfolio optimization
- Discover how quantitative analysis works, covering key techniques like financial statistics and ARIMA models
- Use core Python libraries to perform quantitative research and strategy development using real datasets
- Perform quantitative research on Quantopian financial datasets
- Build and deploy algo trading strategies
- Assemble Python libraries with backtesting frameworks and explore financial concepts to master quantitative trading
github有代码,方便大家测试学习
https://github.com/PacktPublishing/Hands-On-Financial-Trading-with-Python
如果附件链接不能点击,把资料名称拼接到百度盘地址后面就可以了