September 2023
Beginner to intermediate
341 pages
9h 41m
English
book
Quantitative Trading Strategies Using Python: Technical Analysis, Statistical Testing, and Machine Learning
by Peng Liu
Content preview from Quantitative Trading Strategies Using Python: Technical Analysis, Statistical Testing, and Machine Learning
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Index
A
Acquisition function
best-observed value
closed-form EI
decision-making
defining and initializing
randomness
trade-off between
UCB
Actively managed investment pools
Active traders
add_constant() function
Advanced order types
Agency orders
Agency trading
agg() function
All-or-none (AON)
alpha argument
Annualized variance
Annualizing returns
Annualizing volatility
Annuities
apply() function
Arbitrage
Arithmetic mean
Asset classes
Asset price curve
asset_return1
asset_return2
Augmented Dickey-Fuller (ADF) test
Automated optimization techniques
Automated trading
B
Backtesting
historical data
market phases
maximum drawdown/max drawdown
optimistic assessment
parameters
performance
performance indicator
procedure
profits ...
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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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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.