April 2015
Intermediate to advanced
340 pages
7h 21m
English
Content preview from Mastering Python for FinanceBecome 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,
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Building a trend-following forex trading platform
Suppose from the forex tick data collected, we resample the time series at regular intervals. The average of prices over a reasonably short time period and long time period are calculated. The beta of the price series is taken as the ratio of the short-term average prices to the long-term average prices. In price series, where there is no trend, the ratio is 1—short-term prices are equal to the long-term prices. When prices are on an uptrend, the short-term prices are higher than the long-term average price levels and the beta is more than 1. Conversely, when prices are on a downtrend, the beta is less than 1.
In this section, we will discuss the implementation of a trend-following trading system ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
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