July 2026
Intermediate to advanced
536 pages
10h 39m
English
Content preview from Python for Algorithmic Trading Cookbook - Second EditionBecome 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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Event-Based Backtesting Factor Portfolios with Zipline Reloaded
Zipline Reloaded is an event-driven backtesting framework that processes market events sequentially, allowing for more realistic modeling of order execution and slippage. Unlike vector-based frameworks, it accounts for the temporal sequence of market events, making it suitable for complex strategies that involve conditional orders or asset interactions. While generally slower than vector-based approaches, event-based backtesting frameworks tend to better simulate market dynamics making them helpful for path-dependent strategies requiring intricate order logic, state management, and risk management.
Zipline Reloaded is well suited for backtesting large universes and complex portfolio ...
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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.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.