Skip to Content
Learn Algorithmic Trading
book

Learn Algorithmic Trading

by Sebastien Donadio, Sourav Ghosh
November 2019
Beginner
394 pages
10h 31m
English
Packt Publishing
Content preview from Learn Algorithmic Trading

Signal decay due to lack of optimization

The signals used in the trading strategy are obviously one of the key aspects that drive trading strategy performance. Trading signals come with a maintenance aspect that requires them to be constantly re-evaluated and re-adjusted to stay relevant/profitable. This is partially because trading signals with constant parameters cannot perform equally well through different market conditions and require some tweaking or adjustment as market conditions change.

Sophisticated market participants often have elaborate optimization/re-fitting setups meant to continuously adjust and adapt trading-signal parameters to deliver maximum trading performance and advantages. It is important to not just find trading ...

Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.

Read now

Unlock full access

More than 5,000 organizations count on O’Reilly

AirBnbBlueOriginElectronic ArtsHomeDepotNasdaqRakutenTata Consultancy Services

QuotationMarkO’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.
Julian F.
Head of Cybersecurity
QuotationMarkI wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.
Addison B.
Field Engineer
QuotationMarkI’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.
Amir M.
Data Platform Tech Lead
QuotationMarkI'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.
Mark W.
Embedded Software Engineer

You might also like

Developing High-Frequency Trading Systems

Developing High-Frequency Trading Systems

Sebastien Donadio, Sourav Ghosh, Romain Rossier

Publisher Resources

ISBN: 9781789348347