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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

Understanding the trading system

A trading system will help you to automate your trading strategy. When you choose to build this kind of software, you need to take the following into consideration:

  • Asset class: When you code, knowing which asset class will be used in your trading system will modify the data structure of this software. Each asset class is idiosyncratic and has its own set of features. US stocks are mainly traded on two exchanges (NY Stock Exchange and NASDAQ). There are about 6,000 companies (symbols) listed on these two exchanges. Unlike equities, Foreign Exchange (FX) has six major currency pairs, six minor currency pairs, and six more exotic currency pairs. We can add more currency pairs, but there will not be more than ...
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Publisher Resources

ISBN: 9781789348347