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Python for Algorithmic Trading Cookbook
book

Python for Algorithmic Trading Cookbook

by Jason Strimpel
August 2024
Intermediate to advanced
406 pages
9h 25m
English
Packt Publishing
Content preview from Python for Algorithmic Trading Cookbook

Index

As this ebook edition doesn't have fixed pagination, the page numbers below are hyperlinked for reference only, based on the printed edition of this book.

A

aggregates

used, for creating columns 32-34

alerts

sending, via SMS 362, 363

algorithmic trading app

building 248-252

class 254

inheritance and overriding 253

request-callback pattern 253

testing 254, 255

alpha factors 86

AlphaLens

backtest results, preparing 194-199

factor return performance, examining 205-210

factor turnover, evaluating 211-215

IC, evaluating 199-204

apply function 69

ArcticDB

reference link 358

ArcticDB DataFrame database

using, for storage 351-356

asfreq method

reference link 63

asset returns

calculating, with pandas 47-51

autocommit mode 284

Average True Range ...

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Publisher Resources

ISBN: 9781835084700