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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

From intuition to algorithmic trading

Here, we will discuss how trading ideas are born and how they are turned into algorithmic trading strategies. Fundamentally, all trading ideas are driven by human intuition to a large extent. If markets have been moving up/down all the time, you might intuitively think that it will continue to move in the same direction, which is the fundamental idea behind trend-following strategies. Conversely, you might argue that if prices have moved up/down a lot, it is mispriced and likely to move in the opposite direction, which is the fundamental idea behind mean reversion strategies. Intuitively, you may also reason that instruments that are very similar to one another, or loosely dependent on one another, will ...

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Publisher Resources

ISBN: 9781789348347Supplemental Content