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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

Operational issues

When deploying algorithmic trading strategies to live markets, it is important to execute the strategy in live markets that are as close to simulation conditions as possible. The key objective is to try to realize the performance observed in backtesting/simulations in a live market. It is important to manually interrupt/intervene in live trading strategies as little as possible, because that can kill algorithmic trading strategies by interfering with, and deviating from, their expected simulated lifetime performance.

Operationally, it can be difficult to fight the temptation to interfere with live trading strategies and shut them down early if they are making money, or get scared and shut them down if they are losing money. ...

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Publisher Resources

ISBN: 9781789348347