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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

StatArb trading strategy in Python

Now that we have a good understanding of the principles involved in StatArb trading strategies and some practical considerations in building and operating an algorithmic trading business utilizing StatArb trading strategies, let's look at a realistic trading strategy implementation and understand its behavior and performance. In practice, modern algorithmic trading businesses that operate with high frequency usually use a low-level programming language such as C++.

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Publisher Resources

ISBN: 9781789348347Supplemental Content