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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

Optimizing trading strategy parameters

Remember that a trading signal has input parameters that control its output/behavior. Similarly, prediction models, which are combinations of trading signals, have weights/coefficients/parameters that control how trading signals interact with each other. Finally, trading strategies also have many parameters that control how trading signals, predictive models, and execution models work together to send the order flow to the trading exchange in response to incoming market data, how positions are initiated and managed, and how the actual trading strategies behave. This is the final finished trading strategy that gets backtested and deployed to live trading markets.

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Publisher Resources

ISBN: 9781789348347Supplemental Content