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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

Historical market data accuracy

Something that should be obvious at this point is that the quality and quantity of the historical market data available is a key aspect in being able to build a profitable algorithmic trading business. For this reason, most market participants invest a lot of resources in building a market data capture and normalization process that is extremely accurate, and software implementation that is bug free and able to faithfully capture and replay live market data in historical mode to match exactly what algorithmic trading strategies will observe when they are deployed in live markets. Usually, if trading strategies are not performing in live markets as expected, this is the first place to start. By adding an extensive ...

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Publisher Resources

ISBN: 9781789348347Supplemental Content