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Learn Algorithmic Trading
book

Learn Algorithmic Trading

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

Summary

In this chapter, you learned about the different types of risks and risk factors. Then, we went through the sources of risk and learned about quantifying the risks. Moving ahead, we also learned about how to measure and manage the risks (market risk, operational risk, and software implementation bugs) of algorithmic strategies. We incorporated a full production-ready risk management system into our previously built trading strategy, thus making them safe for deployment to live trading markets. Finally, we discussed and built a practical risk scaling system that starts with very low-risk exposure and dynamically manages the risk exposure over time as the strategy performance evolves.

In the next chapter, we will look at how the algorithm's ...

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Publisher Resources

ISBN: 9781789348347Supplemental Content