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Advanced Algorithmic Trading
There are hundreds of textbooks, research papers, blogs and forum posts on time series analysis, econometrics, machine learning and Bayesian statistics. Nearly all of them concentrate on the theory. What about practical implementation? How do you use that method for your strategy? How do you actually program up that formula in software?
- GenresFinanceProgramming
160 pages, ebook
Published January 1, 2016
7 people are currently reading
225 people want to read
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Displaying 1 - 2 of 2 reviews
October 20, 2017
4 stars for messing up Python with R. It's like trying to get something done through various useless conversions from one format to another. So, if you decide to buy this book and like everything in pure Python, you will need a lot additional work. Otherwise would be five.
January 7, 2019
This is a good book and have given very detailed explanation of different strategies used for Algo trading. This book was much enlightening than any other book I have read about algo trading. But, it is very heavy on mathematics. I would recommend to polish your math skills before even start. Get some idea about Stochastic, Bayesian, probability, liner regression and random variable.
Book was not hard to understand, but will spend more time understanding math behind it. I might have to read this book again to understand in more depth. Overall nice book for such a niche segment.
Book was not hard to understand, but will spend more time understanding math behind it. I might have to read this book again to understand in more depth. Overall nice book for such a niche segment.
Displaying 1 - 2 of 2 reviews