Chapter 9: Fundamental Algorithmic Trading Strategies

This chapter outlines several algorithms profitable on the given stock, given a time window and certain parameters, with the aim of helping you to formulate an idea of how to develop your own trading strategies.

In this chapter, we will discuss the following topics:

  • What is an algorithmic trading strategy?
  • Learning momentum-based/trend-following strategies
  • Learning mean-reversion strategies
  • Learning mathematical model-based strategies
  • Learning time series prediction-based strategies

Technical requirements

The Python code used in this chapter is available in the Chapter09/signals_and_strategies.ipynb notebook in the book's code repository.

What is an algorithmic trading strategy?


Get Hands-On Financial Trading with Python now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.