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001480869 001__ 1480869
001480869 003__ OCoLC
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001480869 019__ $$a1396974980
001480869 020__ $$a9781484296752$$qelectronic book
001480869 020__ $$a1484296753$$qelectronic book
001480869 020__ $$z9781484296745$$qpaperback
001480869 020__ $$z1484296745$$qpaperback
001480869 0247_ $$a10.1007/978-1-4842-9675-2$$2doi
001480869 035__ $$aSP(OCoLC)1397574030
001480869 040__ $$aEBLCP$$beng$$erda$$cEBLCP$$dORMDA$$dGW5XE$$dYDX$$dEBLCP$$dN$T$$dYDX
001480869 049__ $$aISEA
001480869 050_4 $$aQA76.73.P98$$bL58 2023
001480869 08204 $$a332.63/2283$$223/eng/20230919
001480869 1001_ $$aLiu, Peng,$$eauthor.
001480869 24510 $$aQuantitative trading strategies using Python :$$btechnical analysis, statistical testing, and machine learning /$$cPeng Liu.
001480869 264_1 $$a[Berkeley, CA] :$$bApress,$$c[2023]
001480869 300__ $$a1 online resource (xi, 337 pages) :$$billustrations (chiefly color)
001480869 336__ $$atext$$btxt$$2rdacontent
001480869 337__ $$acomputer$$bc$$2rdamedia
001480869 338__ $$aonline resource$$bcr$$2rdacarrier
001480869 500__ $$aPlace of publication from publisher's website.
001480869 504__ $$aIncludes index.
001480869 5050_ $$aIntro -- Table of Contents -- About the Author -- About the Technical Reviewer -- Chapter 1: Quantitative Trading: An Introduction -- Overview of Quantitative Trading -- Model Development Workflow -- Institutional Algorithmic Trading -- Being a Quant Trader -- Major Asset Classes and Derivatives -- Grouping Tradable Assets -- Common Trading Avenues and Steps -- Market Structures -- Major Types of Buy-Side Stock Investors -- Market Making -- Scalping -- Portfolio Rebalancing -- Getting Started with Financial Data Analysis -- Summarizing Stock Prices -- Downloading Stock Price Data
001480869 5058_ $$aVisualizing Stock Price Data -- Summary -- Exercises -- Chapter 2: Electronic Market -- Introducing Electronic Market -- Electronic Order -- Proprietary and Agency Trading -- Order Matching Systems -- Market Order -- Limit Order -- Limit Order Book -- Display vs. Non-display Orders -- Stop Order -- Stop-Limit Order -- Pegged Order -- Trailing Stop Order -- Market If Touched Order -- Summarizing Major Types of Orders -- More Order Types: Limit and Cancelation -- Price Impact -- Order Flow -- Working with LOB Data -- Understanding Label Distribution -- Understanding Price-Volume Data
001480869 5058_ $$aVisualizing Price Movement -- Summary -- Exercises -- Chapter 3: Forward and Futures Contracts -- Introducing Forward and Futures Contracts -- Parameters of a Futures Contract -- Hedging and Speculation -- Obligations at Maturity -- Leverage in a Futures Contract -- Clearing House -- Mark-to-Market -- Pricing Forward Contract -- Pricing Futures Contract -- Contango and Backwardation -- Working with Futures Data -- Adding Technical Indicators -- Summary -- Exercises -- Chapter 4: Understanding Risk and Return -- Risk and Return Trade-Off -- Analyzing Returns -- Working with Dummy Returns
001480869 5058_ $$aThe 1+R Format -- The Terminal Return -- Stock Return with Dividends -- Multiperiod Return -- Annualizing Returns -- Calculating Single-Period Returns from Price Data -- Calculating Two-Period Terminal Return -- Calculating Annualized Returns -- Analyzing Risk -- Introducing Variance and Standard Deviation -- Annualizing Volatility -- Combining Risk and Return via the Sharpe Ratio -- Working with Stock Price Data -- Calculating the Mean, Variance, and Standard Deviation -- Calculating the Annualized Volatility -- Calculating the Annualized Returns -- Calculating the Sharpe Ratio -- Summary
001480869 5058_ $$aExercises -- Chapter 5: Trend-Following Strategy -- Working with Log Returns -- Analyzing Stock Prices Using Log Returns -- Introducing Trend Trading -- Understanding Technical Indicators -- Introducing Moving Averages -- Delving into Simple Moving Averages -- Delving into Exponential Moving Averages -- Implementing the Trend-Following Strategy -- Summary -- Exercises -- Chapter 6: Momentum Trading Strategy -- Introducing Momentum Trading -- Diving Deeper into Momentum Trading -- Contrasting with the Trend-Following Strategy -- Observing the Role of Lookback Windows -- More on Trend Following
001480869 5058_ $$aImplementing the Momentum Trading Strategy
001480869 506__ $$aAccess limited to authorized users.
001480869 520__ $$a"Build and implement trading strategies using Python. This book will introduce you to the fundamental concepts of quantitative trading and shows how to use Python and popular libraries to build trading models and strategies from scratch. It covers practical trading strategies coupled with step-by-step implementations that touch upon a wide range of topics, including data analysis and visualization, algorithmic trading, backtesting, risk management, optimization, and machine learning, all coupled with practical examples in Python. Part one of Quantitative Trading Strategies with Python covers the fundamentals of trading strategies, including an introduction to quantitative trading, the electronic market, risk and return, and forward and futures contracts. Part two introduces common trading
001480869 520__ $$astrategies, including trend-following, momentum trading, and evaluation process via backtesting. Part three covers more advanced topics, including statistical arbitrage using hypothesis testing, optimizing trading parameters using Bayesian optimization, and generating trading signals using a machine learning approach. Whether you're an experienced trader looking to automate your trading strategies or a beginner interested in learning quantitative trading, this book will be a valuable resource. Written in a clear and concise style that makes complex topics easy to understand, and chock full of examples and exercises to help reinforce the key concepts, you'll come away from it with a firm understanding of core trading strategies and how to use Python to implement them. What You Will Learn Master the fundamental concepts of quantitative
001480869 520__ $$atrading Use Python and its popular libraries to build trading models and strategies from scratch Perform data analysis and visualization, algorithmic trading, backtesting, risk management, optimization, and machine learning for trading strategies using Python Utilize common trading strategies such as trend-following, momentum trading, and pairs trading Evaluate different quantitative trading strategies by applying the relevant performance measures and statistics in a scientific manner during backtesting Who This Book Is For Aspiring quantitative traders and analysts, data scientists interested in finance, and researchers or students studying quantitative finance, financial engineering, or related fields." --$$cProvided by publisher.
001480869 588__ $$aDescription based on online resource; title from digital title page (viewed on October 16, 2023).
001480869 650_0 $$aElectronic trading of securities.$$0(DLC)sh 96010672
001480869 650_0 $$aPython (Computer program language)$$0(DLC)sh 96008834
001480869 655_0 $$aElectronic books.
001480869 77608 $$iPrint version:$$aLiu, Peng$$tQuantitative Trading Strategies Using Python$$dBerkeley, CA : Apress L. P.,c2023$$z9781484296745
001480869 852__ $$bebk
001480869 85640 $$3Springer Nature$$uhttps://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-1-4842-9675-2$$zOnline Access$$91397441.1
001480869 909CO $$ooai:library.usi.edu:1480869$$pGLOBAL_SET
001480869 980__ $$aBIB
001480869 980__ $$aEBOOK
001480869 982__ $$aEbook
001480869 983__ $$aOnline
001480869 994__ $$a92$$bISE