Trading Evolved: Anyone Can Build Killer Trading Strategies in Python

Description

Systematic trading allows you to test and evaluate your trading ideas before risking your money. By formulating trading ideas as concrete rules, you can evaluate past performance and draw conclusions about the viability of your trading plan. Following systematic rules provides a consistent approach where you will have some degree of predictability of returns, and perhaps more importantly, it takes emotions and second guessing out of the equation. From the onset, getting started with professional grade development and backtesting of systematic strategies can seem daunting. Many resort to simplified software which will limit your potential. Trading Evolved will guide you all the way, from getting started with the industry standard Python language, to setting up a professional backtesting environment of your own. The book will explain multiple trading strategies in detail, with full source code, to get you well on the path to becoming a professional systematic trader. This is a highly practical book, where every aspect is explained, all source code shown and no holds barred. Written by Andreas F. Clenow, author of the international best sellers Following the Trend and Stocks on the Move, Trading Evolved goes into greater depth and covers strategies for trading both futures and equities. "Trading Evolved is an incredible resource for aspiring quants. Clenow does an excellent job making complex subjects easy to access and understand. Bravo." -- Wes Gray, PhD, CEO Alpha Architect 1 About this Book 2 Systematic Trading 3 Developing Trading Models 4 Financial Risk 5 Introduction to Python 6 Bring out the Pandas 7 Backtesting Trading Strategies 8 Analyzing Backtest Results 9 Exchange Traded Funds 10 Constructing ETF Models 11 Equities 12 Systematic Momentum 13 Futures Models 14 Futures Modeling and Backtesting 15 Futures Trend Following 16 Time Return Trend Model 17 Counter Trend Trading 18 Trading the Curve 19 Comparing and Combining Models 20 Performance Visualization and Combinations 21 You can’t beat all of the Monkeys all of the Time 22 Guest Chapter : Measuring Relative Performance 23 Importing your Data 24 Data and Databases 25 Final Words – Path Forward