Skip to Content
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 prediction models

Most trading strategies in modern electronic trading exchanges employ more than a single trading signal, generally using at least a handful of trading signals, all the way up to hundreds of trading signals inside a single trading strategy. These trading signals interact with each other in numerous complex ways and it is often difficult to understand, analyze, and optimize these interactions. Sometimes these trading signals interact with each other through complex machine learning models, which makes it even more difficult to intuitively understand all the different interactions possible.

Similar to how we analyze trading signals over a larger search space using complex principles and methods from linear algebra, ...

Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Start your free trial

You might also like

High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems

High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems

Irene Aldridge
Developing High-Frequency Trading Systems

Developing High-Frequency Trading Systems

Sebastien Donadio, Sourav Ghosh, Romain Rossier

Publisher Resources

ISBN: 9781789348347Supplemental Content