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 ...

Get Quantitative Trading Strategies Using Python: Technical Analysis, Statistical Testing, and Machine Learning now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.