{"title":"Algorithmic  Trading","description":"\u003cp\u003eAlgorithmic trading is usually perceived as a complex area for beginners to get to grips with. It covers a wide range of disciplines, with certain aspects requiring a significant degree of mathematical and statistical maturity. Consequently it can be extremely off-putting for the uninitiated. In reality, the overall concepts are straightforward to grasp, while the details can be learned in an iterative, ongoing manner.\u003c\/p\u003e\n\u003cp\u003eThe beauty of algorithmic trading is that there is no need to test out ones knowledge on real capital, as many brokerages provide highly realistic market simulators. While there are certain caveats associated with such systems, they provide an environment to foster a deep level of understanding, with absolutely no capital risk.\u003c\/p\u003e","products":[{"product_id":"building-winning-algorithmic-trading-systems-a-traders-journey-from-data-mining-to-monte-carlo-simulation-to-live-trading-by-kevin-j-davey","title":"Building Winning Algorithmic Trading Systems: A Trader's Journey from Data Mining to Monte Carlo Simulation to Live Trading by Kevin J. Davey","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cspan\u003e\"Award-winning trader Kevin Davey explains how he evolved from a discretionary to a systems trader and began generating triple-digit annual returns. An inveterate systems developer, Davey explains the process of generating a trading idea, validating the idea through statistical analysis, setting entry and exit points, testing, and implementation in the market. Along the way, Davey provides insightful tips culled\u003c\/span\u003e\u003cspan\u003e from his many years of successful trading. He emphasizes the importance of identifying the maximum loss a system is likely to produce and to understand that the higher the returns on a system, the higher the maximum loss. To smooth returns and minimize risk, Davey recommends that a trader utilize more than one system. He provides rules for increasing or decreasing allocation to a system and rules for when to abandon a system. As market patterns change and system performance changes and systems that performed spectacularly in the past may perform poorly going forward. The key for traders is to continue to develop systems in response to markets evolving statistical tendencies and to spread risk among different systems. An associated website will provide spreadsheets and other tools that will enable a reader to automate and test their own trading ideas.Readers will learn:- The systems Davey used to generate triple-digit returns in the World Cup Trading Championships- How to develop an algorithmic approach for around any trading idea, from very simple to the most complex using off-the-shelf software or popular trading platforms.- How to test a system using historical and current market data- How to mine market data for statistical tendencies that may form the basis of a new systemDavey struggled as a trader until he developed an algorithmic approach. In this book, he shows traders how to do the same\"--\u003c\/span\u003e\u003cspan\u003e \u003c\/span\u003e\u003cspan\u003e \u003c\/span\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cb\u003e\u003c\/b\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34176773095559,"sku":"","price":2.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/Screenshot_4_6ca4f792-52d9-4b9c-b539-cd1b88410c5d.png?v=1589418985"},{"product_id":"the-ultimate-algorithmic-trading-system-toolbox-by-george-pruitt-1","title":"The Ultimate Algorithmic Trading System Toolbox  by George Pruitt","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cb\u003eThe accessible, beneficial guide to developing algorithmic trading solutions\u003c\/b\u003e\u003cspan\u003e\u003c\/span\u003e\n\u003cp\u003e\u003ci\u003eThe Ultimate Algorithmic Trading System Toolbox\u003c\/i\u003e\u003cspan\u003e \u003c\/span\u003eis the complete package savvy investors have been looking for. An integration of explanation and tutorial, this guide takes you from utter novice to out-the-door trading solution as you learn the tools and techniques of the trade. You'll explore the broad spectrum of today's technological offerings, and use several to develop trading ideas using the provided source code and the author's own library, and get practical advice on popular software packages including TradeStation, TradersStudio, MultiCharts, Excel, and more. You'll stop making repetitive mistakes as you learn to recognize which paths you should\u003cspan\u003e \u003c\/span\u003e\u003ci\u003enot\u003c\/i\u003e\u003cspan\u003e \u003c\/span\u003ego down, and you'll discover that you don't need to be a programmer to take advantage of the latest technology. The companion website provides up-to-date TradeStation code, Excel spreadsheets, and instructional video, and gives you access to the author himself to help you interpret and implement the included algorithms.\u003c\/p\u003e\n\u003cp\u003eAlgorithmic system trading isn't really all that new, but the technology that lets you program, evaluate, and implement trading ideas is rapidly evolving. This book helps you take advantage of these new capabilities to develop the trading solution you've been looking for.\u003c\/p\u003e\n\u003cul\u003e\n\u003cli\u003eExploit trading technology without a computer science degree\u003c\/li\u003e\n\u003cli\u003eEvaluate different trading systems' strengths and weaknesses\u003c\/li\u003e\n\u003cli\u003eStop making the same trading mistakes over and over again\u003c\/li\u003e\n\u003cli\u003eDevelop a complete trading solution using provided source code and libraries\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003cp\u003eNew technology has enabled the average trader to easily implement their ideas at very low cost, breathing new life into systems that were once not viable. If you're ready to take advantage of the new trading environment but don't know where to start,\u003cspan\u003e \u003c\/span\u003e\u003ci\u003eThe Ultimate Algorithmic Trading System Toolbox\u003c\/i\u003e\u003cspan\u003e \u003c\/span\u003ewill help you get on board quickly and easily.\u003c\/p\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cb\u003e\u003c\/b\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34176806584455,"sku":"","price":2.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/Screenshot_6_a39333be-e087-4364-9ff1-feae44f0afea.png?v=1589419236"},{"product_id":"the-mejt-system-a-new-tool-for-day-trading-the-s-p-500-index-by-jeffrey-tennant","title":"The MEJT System: A New Tool for Day Trading the S\u0026P 500 Index BY Jeffrey Tennant","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cspan\u003eChange the way you trade the S\u0026amp;P 500 Index\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003eThis book is not another compilation of indicators you already know; none of the tools herein has been published in book form before. MEJT is a different system based on the principle that price action during certain times of the day allows you to make predictions regarding future support and resistance levels. The system allows you to tell, well in advance, which moves might have staying power and which ones should retrace.\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003eIf you use technical analysis to trade the markets, this book will give you information you can, and will, use every day.\u003c\/span\u003e\u003cbr\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cb\u003e\u003c\/b\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34186519969927,"sku":"","price":2.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/Screenshot_43.png?v=1589497359"},{"product_id":"systems-trading-for-spread-betting-an-end-to-end-guide-for-developing-spread-betting-systemsby-gary-ford","title":"Systems Trading for Spread Betting: An End-To-End Guide for Developing Spread Betting SystemsBY  Gary Ford","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003eWe think that you have done a marvelous work. Your explanations are very good, we think that this book is a marvelous guide for those that want to begin to develop systems in NinjaTrader. Congratulations Gary!.Thanks for your help.(David and Antonio Javier)\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cb\u003e\u003c\/b\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34186870161543,"sku":"","price":2.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/Screenshot_66.png?v=1589501169"},{"product_id":"systematic-trading-a-unique-new-method-for-designing-trading-and-investing-systems-by-robert-carver","title":"Systematic Trading: A unique new method for designing trading and investing systems BY Robert Carver","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cspan\u003eThis is not just another book with yet another trading system. This is a complete guide to developing your own systems to help you make and execute trading and investing decisions. It is intended for everyone who wishes to systematise their financial decision making, either completely or to some degree.\u003c\/span\u003e\u003cbr\u003e\u003cbr\u003e\u003cspan\u003eAuthor Robert Carver draws on financial theory, his experience managing systematic hedge fund strategies and his own in-depth research to explain why systematic trading makes sense and demonstrates how it can be done safely and profitably. Every aspect, from creating trading rules to position sizing, is thoroughly explained. The framework described here can be used with all assets, including equities, bonds, forex and commodities.\u003c\/span\u003e\u003cbr\u003e\u003cbr\u003e\u003cspan\u003eThere is no magic formula that will guarantee success, but cutting out simple mistakes will improve your performance. You'll learn how to avoid common pitfalls such as over-complicating your strategy, being too optimistic about likely returns, taking excessive risks and trading too frequently.\u003c\/span\u003e\u003cbr\u003e\u003cbr\u003e\u003cspan\u003eImportant features include:\u003c\/span\u003e\u003cbr\u003e\u003cbr\u003e\u003cspan\u003e- The theory behind systematic trading: why and when it works, and when it doesn't.\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e- Simple and effective ways to design effective strategies.\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e- A complete position management framework which can be adapted for your needs.\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e- How fully systematic traders can create or adapt trading rules to forecast prices.\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e- Making discretionary trading decisions within a systematic framework for position management.\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e- Why traditional long only investors should use systems to ensure proper diversification, and avoid costly and unnecessary portfolio churn.\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e- Adapting strategies depending on the cost of trading and how much capital is being used.\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e- Practical examples from UK, US and international markets showing how the framework can be used.\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003eSystematic Trading is detailed, comprehensive and full of practical advice. It provides a unique new approach to system development and a must for anyone considering using systems to make some, or all, of their investment decisions.\u003c\/span\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34204872671367,"sku":"","price":2.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/Screenshot_164.png?v=1589714508"},{"product_id":"the-profitable-art-and-science-of-vibratrading-non-directional-vibrational-trading-methodologies-for-consistent-profits-by-mark-andrew-lim","title":"The Profitable Art and Science of Vibratrading : Non-Directional Vibrational Trading Methodologies for Consistent Profits BY  Mark Andrew Lim","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cb\u003eEnter the world of vibration trading with a new methodology for making more money, more safely\u003c\/b\u003e\u003cspan\u003e\u003c\/span\u003e\n\u003cp\u003eWhat if you could enter the markets and know, in advance, the exact value of trades needed to sustain a losing streak, by knowing their Martingale limits, to finally ensure a win? With\u003cspan\u003e \u003c\/span\u003e\u003ci\u003eVibratrading\u003c\/i\u003e\u003cspan\u003e \u003c\/span\u003eyou can. Applying the principles of \"Boundedness\" in conjunction with powerful stock\/ETF diversification techniques, Vibratrading™ allows you to accomplish what most traders and investors previously thought impossible, giving you an unfair advantage in any market situation.\u003c\/p\u003e\n\u003cp\u003eA new and revolutionary perspective on trading and investing,\u003cspan\u003e \u003c\/span\u003e\u003ci\u003eVibratrading\u003c\/i\u003e\u003cspan\u003e \u003c\/span\u003eprovides a powerful methodology for extracting profit. Non-directional, it is designed to appeal greatly to the vast number of directional traders consistently struggling to keep from losing their trading accounts. Providing a better, safer way to participate in the markets to make consist...\u003c\/p\u003e\n\u003cbr\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34204899967111,"sku":"","price":2.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/0470828749.jpg?v=1589715080"},{"product_id":"inside-the-black-box-a-simple-guide-to-quantitative-and-high-frequency-trading-by-rishi-k-narang","title":"Inside the black box: a simple guide to quantitative and high-frequency trading BY Rishi K. Narang","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cp\u003e\u003cspan\u003eNew edition of book that demystifies quant and algo trading\u003c\/span\u003e\u003cbr\u003e\u003cbr\u003e\u003cspan\u003eIn this updated edition of his bestselling book, Rishi K Narang offers in a straightforward, nontechnical style—supplemented by real-world examples and informative anecdotes—a reliable resource takes you on a detailed tour through the black box. He skillfully sheds light upon the work that quants do, lifting the veil of mystery around quantitative trading and allowing anyone interested in doing so to understand quants and their strategies. This new edition includes information on High Frequency Trading.\u003c\/span\u003e\u003cbr\u003e\u003cbr\u003e\u003cspan\u003e• Offers an update on the bestselling book for explaining in non-mathematical terms what quant and algo trading are and how they work\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e• Provides key information for investors to evaluate the best hedge fund investments\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e• Explains how quant strategies fit into a portfolio, why they are valuable, and how to evaluate a quant manager\u003c\/span\u003e\u003cbr\u003e\u003cbr\u003e\u003cspan\u003eThis new edition of Inside the Black Box explains quant investing without the jargon and goes a long way toward educating investment professionals.\u003c\/span\u003e\u003c\/p\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34204968124551,"sku":"","price":2.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/Screenshot_174.png?v=1589716921"},{"product_id":"inside-the-black-box-the-simple-truth-about-quantitative-trading-by-rishi-k-narang","title":"Inside the Black Box: The Simple Truth About Quantitative Trading BY Rishi K. Narang","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cp\u003e\u003cspan\u003eInside The Black Box\u003c\/span\u003e\u003c\/p\u003e\n\u003cp\u003eThe Simple Truth About Quantitative Trading\u003c\/p\u003e\n\u003cp\u003eRishi K Narang\u003c\/p\u003e\n\u003cp\u003ePraise for\u003c\/p\u003e\n\u003cp\u003eInside the Black Box\u003c\/p\u003e\n\u003cp\u003e''In\u003cspan\u003e \u003c\/span\u003e\u003ci\u003eInside the Black Box: The Simple Truth About Quantitative Trading\u003c\/i\u003e, Rishi Narang demystifies quantitative trading. His explanation and classification of alpha will enlighten even a seasoned veteran.''\u003cbr\u003e?Blair Hull, Founder, Hull Trading \u0026amp; Matlock Trading\u003c\/p\u003e\n\u003cp\u003e''Rishi provides a comprehensive overview of quantitative investing that should prove useful both to those allocating money to quant strategies and those interested in becoming quants themselves. Rishi's experience as a well-respected quant fund of funds manager and his solid relationships with many practitioners provide ample useful material for his work.''\u003cbr\u003e?Peter Muller, Head of Process Driven Trading, Morgan Stanley\u003c\/p\u003e\n\u003cp\u003e''A very readable book bringing much needed insight into a subject matter that is not often covered. Provides a framework and guidance that should be valuable to both existing investors and those looking to invest in this area for the first time. Many quants should also benefit from reading this book.''\u003cbr\u003e?Steve Evans, Managing Director of Quantitative Trading, Tudor Investment Corporation\u003c\/p\u003e\n\u003cp\u003e''Without complex formulae, Narang, himself a leading practitioner, provides an insightful taxonomy of systematic trading strategies in liquid instruments and a framework for considering quantitative strategies within a portfolio. This guide enables an investor to cut through the hype and pretense of secrecy surrounding quantitative strategies.''\u003cbr\u003e?Ross Garon, Managing Director, Quantitative Strategies, S.A.C. Capital Advisors, L.P.\u003c\/p\u003e\n\u003cp\u003e''Inside the Black Box is a comprehensive, yet easy read. Rishi Narang provides a simple framework for understanding quantitative money management and proves that it is not a black box but rather a glass box for those inside.''\u003cbr\u003e?Jean-Pierre Aguilar, former founder and CEO, Capital Fund Management\u003c\/p\u003e\n\u003cp\u003e''This book is great for anyone who wants to understand quant trading, without digging in to the equations. It explains the subject in intuitive, economic terms.''\u003cbr\u003e?Steven Drobny, founder, Drobny Global Asset Management, and author, Inside the House of Money\u003c\/p\u003e\n\u003cp\u003e''Rishi Narang does an excellent job demystifying how quants work, in an accessible and fun read. This book should occupy a key spot on anyone's bookshelf who is interested in understanding how this ever increasing part of the investment universe actually operates.''\u003c\/p\u003e\n\u003cp\u003e?Matthew S. Rothman, PhD, Global Head of Quantitative Equity Strategies Barclays Capital\u003c\/p\u003e\n\u003cp\u003e''Inside the Black Box provides a comprehensive and intuitive introduction to ''quant'' strategies. It succinctly explains the building blocks of such strategies and how they fit together, while conveying the myriad possibilities and design details it takes to build a successful model driven investment strategy.''\u003cbr\u003e?Asriel Levin, PhD, Managing Member, Menta Capital, LLC??\u003c\/p\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34204975104135,"sku":"","price":2.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/Screenshot_175.png?v=1589717108"},{"product_id":"high-frequency-trading-a-practical-guide-to-algorithmic-strategies-and-trading-systems-edition-1-irene-aldridge","title":"High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems EDITION 1 Irene Aldridge","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\u003cspan\u003eA hands-on guide to the fast and ever-changing world of high-frequency, algorithmic tradingFinancial markets are undergoing rapid innovation due to the continuing proliferation of computer power and algorithms. These developments have created a new investment discipline called high-frequency trading.This book covers all aspects of high-frequency trading, from the business case and formulation of ideas through the development of trading systems to application of capital and subsequent performance evaluation. It also includes numerous quantitative trading strategies, with market microstructure, event arbitrage, and deviations arbitrage discussed in great detail.Contains the tools and techniques needed for building a high-frequency trading systemDetails the post-trade analysis process, including key performance benchmarks and trade quality evaluationWritten by well-known industry professional Irene AldridgeInterest in high-frequency trading has exploded over the past year. This book has what you need to gain a better understanding of how it works and what it takes to apply this approach to your trading endeavors.\u003c\/span\u003e\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_year\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34207175213191,"sku":"","price":3.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/Screenshot_199.png?v=1589754844"},{"product_id":"algorithmic-trading-winning-strategies-and-their-rationale-by-ernie-chan","title":"Algorithmic Trading: Winning Strategies and Their Rationale BY  Ernie Chan","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\u003cspan\u003ePraise for Algorithmic Trading\"Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only described, they are brought to life with actual trading strategies, which give the reader insight into how and why each strategy was developed, how it was implemented, and even how it was coded. This book is a valuable resource for anyone looking to create their own systematic trading strategies and those involved in manager selection, where the knowledge contained in this book will lead to a more informed and nuanced conversation with managers.\"—DAREN SMITH, CFA, CAIA, FSA, Managing Director, Manager Selection \u0026amp; Portfolio Construction, University of Toronto Asset Management\"Using an excellent selection of mean reversion and momentum strategies, Ernie explains the rationale behind each one, shows how to test it, how to improve it, and discusses implementation issues. His book is a careful, detailed exposition of the scientific method applied to strategy development. For serious retail traders, I know of no other book that provides this range of examples and level of detail. His discussions of how regime changes affect strategies, and of risk management, are invaluable bonuses.\"—Roger Hunter, Mathematician and Algorithmic Trader\u003c\/span\u003e\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_year\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cbr\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_year\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_year\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34207294029959,"sku":"","price":3.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/Screenshot_203.png?v=1589756261"},{"product_id":"profitability-and-systematic-trading-a-quantitative-approach-to-profitability-risk-and-money-management-michael-harris","title":"Profitability and Systematic Trading: A Quantitative Approach to Profitability, Risk, and Money Management Michael Harris","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003eIn order to overcome certain obstacles and make more informed decisions in today’s markets, you need to use the appropriate models and apply careful analysis. Nobody understands this better than author Michael Harris. And now, with Profitability and Systematic Trading, he reveals how to achieve this goal, by discussing some of the most important trading concepts he’s worked on during twenty years of research and development in this field.\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_year\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34207474909319,"sku":"","price":3.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/Screenshot_219.png?v=1589759769"},{"product_id":"quantitative-trading-how-to-build-your-own-algorithmic-trading-business-by-ernie-chan","title":"Quantitative Trading: How to Build Your Own Algorithmic Trading Business BY Ernie Chan","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cb\u003eAn insider's view of how to develop and operate an automated proprietary trading network\u003c\/b\u003e\n\u003cp\u003eReflecting author Eugene Durenard's extensive experience in this field,\u003cspan\u003e \u003c\/span\u003e\u003ci\u003eProfessional Automated Trading\u003c\/i\u003e\u003cspan\u003e \u003c\/span\u003eoffers valuable insights you won't find anywhere else. It reveals how a series of concepts and techniques coming from current research in artificial life and modern control theory can be applied to the design of effective trading systems that outperform the majority of published trading systems. It also skillfully provides you with essential information on the practical coding and implementation of a scalable systematic trading architecture.\u003c\/p\u003e\n\u003cp\u003eBased on years of practical experience in building successful research and infrastructure processes for purpose of trading at several frequencies, this book is designed to be a comprehensive guide for understanding the theory of design and the practice of implementation of an automated systematic trading process at an institutional scale.\u003c\/p\u003e\n\u003cul\u003e\n\u003cli\u003eDiscusses several classical strategies and covers the design of efficient simulation engines for back and forward testing\u003c\/li\u003e\n\u003cli\u003eProvides insights on effectively implementing a series of distributed processes that should form the core of a robust and fault-tolerant automated systematic trading architecture\u003c\/li\u003e\n\u003cli\u003eAddresses trade execution optimization by studying market-pressure models and minimization of costs via applications of execution algorithms\u003c\/li\u003e\n\u003cli\u003eIntroduces a series of novel concepts from artificial life and modern control theory that enhance robustness of the systematic decision making—focusing on various aspects of adaptation and dynamic optimal model choice\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003cp\u003eEngaging and informative,\u003cspan\u003e \u003c\/span\u003e\u003ci\u003eProprietary Automated Trading\u003c\/i\u003e\u003cspan\u003e \u003c\/span\u003ecovers the most important aspects of this endeavor and will put you in a better position to excel at it.\u003c\/p\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_year\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34207496700039,"sku":null,"price":3.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/Screenshot_221.png?v=1589760130"},{"product_id":"optimal-trading-strategies-quantitative-approaches-for-managing-market-impact-and-trading-risk-by-robert-kissell-morton-glantz","title":"Optimal trading strategies: quantitative approaches for managing market impact and trading risk  BY Robert Kissell, Morton Glantz","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cspan\u003e\"Technical Analysis Tools gives readers an arsenal of technical analysis tools. From a brief discussion of fundamental analysis to an in-depth discussion of technical analysis and the author's own cycles method, readers will find time-tested approaches to technical analysis. They'll learn how to determine which technique is best for them in this hands-on guide. Helpful appendixes are included\"--Provided by publisher.\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003eAbstract: \"Technical Analysis Tools gives readers an arsenal of technical analysis tools. From a brief discussion of fundamental analysis to an in-depth discussion of technical analysis and the author's own cycles method, readers will find time-tested approaches to technical analysis. They'll learn how to determine which technique is best for them in this hands-on guide. Helpful appendixes are included\"--Provided by publisher\u003c\/span\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_year\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34237805232263,"sku":null,"price":4.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/Screenshot_285.png?v=1590080528"},{"product_id":"the-science-of-algorithmic-trading-and-portfolio-management-by-robert-kissell","title":"The Science of Algorithmic Trading and Portfolio Management BY Robert Kissell","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cp\u003e\u003ci\u003eThe Science of Algorithmic Trading and Portfolio Management\u003c\/i\u003e, with its emphasis on algorithmic trading processes and current trading models, sits apart from others of its kind. Robert Kissell, the first author to discuss algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. Readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems.\u003c\/p\u003e\n\u003cp\u003eThis valuable book summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling. Readers learn the underlying details and mathematics of customized trading algorithms, as well as advanced modeling techniques to improve profitability through algorithmic trading and appropriate risk management techniques. Portfolio management topics, including quant factors and black box models, are discussed, and an accompanying website includes examples, data sets supplementing exercises in the book, and large projects.\u003c\/p\u003e\n\u003cul\u003e\n\u003cul\u003e\n\u003cli\u003ePrepares readers to evaluate market impact models and assess performance across algorithms, traders, and brokers.\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003c\/ul\u003e\n\u003cbr\u003e\n\u003cul\u003e\n\u003cul\u003e\u003c\/ul\u003e\n\u003cli\u003eHelps readers design systems to manage algorithmic risk and dark pool uncertainty.\u003c\/li\u003e\n\u003cli\u003eSummarizes an algorithmic decision making framework to ensure consistency between investment objectives and trading objectives.\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003cbr\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_year\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34237823090823,"sku":"","price":4.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/Screenshot_286.png?v=1590080546"},{"product_id":"hands-on-machine-learning-for-algorithmic-trading-by-stefan-jansen","title":"Hands-On Machine Learning for Algorithmic Trading by Stefan Jansen","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cp\u003e\u003cb\u003eExplore effective trading strategies in real-world markets using NumPy, spaCy, pandas, scikit-learn, and Keras\u003c\/b\u003e\u003c\/p\u003e\n\u003ch4\u003eKey Features\u003c\/h4\u003e\n\u003cul\u003e\n\u003cli\u003eImplement machine learning algorithms to build, train, and validate algorithmic models\u003c\/li\u003e\n\u003cli\u003eCreate your own algorithmic design process to apply probabilistic machine learning approaches to trading decisions\u003c\/li\u003e\n\u003cli\u003eDevelop neural networks for algorithmic trading to perform time series forecasting and smart analytics\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003ch4\u003eBook Description\u003c\/h4\u003e\n\u003cp\u003eThe explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This book enables you to use a broad range of supervised and unsupervised algorithms to extract signals from a wide variety of data sources and create powerful investment strategies.\u003c\/p\u003e\n\u003cp\u003eThis book shows how to access market, fundamental, and alternative data via API or web scraping and offers a framework to evaluate alternative data. You’ll practice the ML workflow from model design, loss metric definition, and parameter tuning to performance evaluation in a time series context. You will understand ML algorithms such as Bayesian and ensemble methods and manifold learning, and will know how to train and tune these models using pandas, statsmodels, sklearn, PyMC3, xgboost, lightgbm, and catboost. This book also teaches you how to extract features from text data using spaCy, classify news and assign sentiment scores, and to use gensim to model topics and learn word embeddings from financial reports. You will also build and evaluate neural networks, including RNNs and CNNs, using Keras and PyTorch to exploit unstructured data for sophisticated strategies.\u003c\/p\u003e\n\u003cp\u003eFinally, you will apply transfer learning to satellite images to predict economic activity and use reinforcement learning to build agents that learn to trade in the OpenAI Gym.\u003c\/p\u003e\n\u003ch4\u003eWhat you will learn\u003c\/h4\u003e\n\u003cul\u003e\n\u003cli\u003eImplement machine learning techniques to solve investment and trading problems\u003c\/li\u003e\n\u003cli\u003eLeverage market, fundamental, and alternative data to research alpha factors\u003c\/li\u003e\n\u003cli\u003eDesign and fine-tune supervised, unsupervised, and reinforcement learning models\u003c\/li\u003e\n\u003cli\u003eOptimize portfolio risk and performance using pandas, NumPy, and scikit-learn\u003c\/li\u003e\n\u003cli\u003eIntegrate machine learning models into a live trading strategy on Quantopian\u003c\/li\u003e\n\u003cli\u003eEvaluate strategies using reliable backtesting methodologies for time series\u003c\/li\u003e\n\u003cli\u003eDesign and evaluate deep neural networks using Keras, PyTorch, and TensorFlow\u003c\/li\u003e\n\u003cli\u003eWork with reinforcement learning for trading strategies in the OpenAI Gym\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003ch4\u003eWho this book is for\u003c\/h4\u003e\n\u003cp\u003eHands-On Machine Learning for Algorithmic Trading is for data analysts, data scientists, and Python developers, as well as investment analysts and portfolio managers working within the finance and investment industry. If you want to perform efficient algorithmic trading by developing smart investigating strategies using machine learning algorithms, this is the book for you. Some understanding of Python and machine learning techniques is mandatory.\u003c\/p\u003e\n\u003ch4\u003eTable of Contents\u003c\/h4\u003e\n\u003col\u003e\n\u003cli\u003eMachine Learning for Trading\u003c\/li\u003e\n\u003cli\u003eMarket and Fundamental Data\u003c\/li\u003e\n\u003cli\u003eAlternative Data for Finance\u003c\/li\u003e\n\u003cli\u003eAlpha Factor Research\u003c\/li\u003e\n\u003cli\u003eStrategy Evaluation\u003c\/li\u003e\n\u003cli\u003eThe Machine Learning Process\u003c\/li\u003e\n\u003cli\u003eLinear Models\u003c\/li\u003e\n\u003cli\u003eTime Series Models\u003c\/li\u003e\n\u003cli\u003eBayesian Machine Learning\u003c\/li\u003e\n\u003cli\u003eDecision Trees and Random Forests\u003c\/li\u003e\n\u003cli\u003eGradient Boosting Machines\u003c\/li\u003e\n\u003cli\u003eUnsupervised Learning\u003c\/li\u003e\n\u003cli\u003eWorking with Text Data\u003c\/li\u003e\n\u003cli\u003eTopic Modeling\u003c\/li\u003e\n\u003cli\u003eWord Embeddings\u003c\/li\u003e\n\u003cli\u003eNext Steps\u003c\/li\u003e\n\u003c\/ol\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_year\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34238013735047,"sku":"","price":4.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/Screenshot_287.png?v=1590082191"},{"product_id":"algorithmic-and-high-frequency-trading-by-alvaro-cartea","title":"Algorithmic and High-Frequency Trading by Álvaro Cartea","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003eThe design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools. These models are grounded on how the exchanges work, whether the algorithm is trading with better informed traders (adverse selection), and the type of information available to market participants at both ultra-high and low frequency. Algorithmic and High-Frequency Trading is the first book that combines sophisticated mathematical modelling, empirical facts and financial economics, taking the reader from basic ideas to cutting-edge research and practice. If you need to understand how modern electronic markets operate, what information provides a trading edge, and how other market participants may affect the profitability of the algorithms, then this is the book for you.\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003col\u003e\u003c\/ol\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_year\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34238032248967,"sku":"","price":4.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/Screenshot_288.png?v=1590082343"},{"product_id":"learn-algorithmic-trading-build-and-deploy-algorithmic-trading-systems-and-strategies-using-python-and-advanced-data-analysis-by-sebastien-donadio-sourav-ghosh","title":"Learn Algorithmic Trading: Build and deploy algorithmic trading systems and strategies using Python and advanced data analysis BY Sebastien Donadio, Sourav Ghosh","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cspan\u003eUnderstand the fundamentals of algorithmic trading to apply algorithms to real market data and analyze the results of real-world trading strategies\u003c\/span\u003e\u003cbr\u003e\u003cbr\u003e\u003cspan\u003eKey Features\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e• Understand the power of algorithmic trading in financial markets with real-world examples\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e• Get up and running with the algorithms used to carry out algorithmic trading\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e• Learn to build your own algorithmic trading robots which require no human intervention\u003c\/span\u003e\u003cbr\u003e\u003cbr\u003e\u003cspan\u003eBook Description\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003eIt's now harder than ever to get a significant edge over competitors in terms of speed and efficiency when it comes to algorithmic trading. Relying on sophisticated trading signals, predictive models and strategies can make all the difference. This book will guide you through these aspects, giving you insights into how modern electronic trading markets and participants operate.\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003eYou'll start with an introduction to algorithmic trading, along with setting up the environment required to perform the tasks in the book. You'll explore the key components of an algorithmic trading business and aspects you'll need to take into account before starting an automated trading project. Next, you'll focus on designing, building and operating the components required for developing a practical and profitable algorithmic trading business. Later, you'll learn how quantitative trading signals and strategies are developed, and also implement and analyze sophisticated trading strategies such as volatility strategies, economic release strategies, and statistical arbitrage. Finally, you'll create a trading bot from scratch using the algorithms built in the previous sections.\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003eBy the end of this book, you'll be well-versed with electronic trading markets and have learned to implement, evaluate and safely operate algorithmic trading strategies in live markets.\u003c\/span\u003e\u003cbr\u003e\u003cbr\u003e\u003cspan\u003eWhat you will learn\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e• Understand the components of modern algorithmic trading systems and strategies\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e• Apply machine learning in algorithmic trading signals and strategies using Python\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e• Build, visualize and analyze trading strategies based on mean reversion, trend, economic releases and more\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e• Quantify and build a risk management system for Python trading strategies\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e• Build a backtester to run simulated trading strategies for improving the performance of your trading bot\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e• Deploy and incorporate trading strategies in the live market to maintain and improve profitability\u003c\/span\u003e\u003cbr\u003e\u003cbr\u003e\u003cspan\u003eWho this book is for\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003eThis book is for software engineers, financial traders, data analysts, and entrepreneurs. Anyone who wants to get started with algorithmic trading and understand how it works; and learn the components of a trading system, protocols and algorithms required for black box and gray box trading, and techniques for building a completely automated and profitable trading business will also find this book useful.\u003c\/span\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003col\u003e\u003c\/ol\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_year\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34238056792199,"sku":"","price":4.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/41p5_ObpJ-L._SX403_BO1_204_203_200.jpg?v=1590082589"},{"product_id":"an-introduction-to-algorithmic-trading-basic-to-advanced-strategies-by-edward-leshik-jane-cralle","title":"An introduction to algorithmic trading: basic to advanced strategies BY Edward Leshik, Jane Cralle","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cspan\u003eInterest in algorithmic trading is growing massively – it’s cheaper, faster and better to control than standard trading, it enables you to ‘pre-think’ the market, executing complex math in real time and take the required decisions based on the strategy defined. We are no longer limited by human ‘bandwidth’. The cost alone (estimated at 6 cents per share manual, 1 cent per share algorithmic) is a sufficient driver to power the growth of the industry. According to consultant firm, Aite Group LLC, high frequency trading firms alone account for 73% of all US equity trading volume, despite only representing approximately 2% of the total firms operating in the US markets. Algorithmic trading is becoming the industry lifeblood. But it is a secretive industry with few willing to share the secrets of their success.\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003eThe book begins with a step-by-step guide to algorithmic trading, demystifying this complex subject and providing readers with a specific and usable algorithmic trading knowledge. It provides background information leading to more advanced work by outlining the current trading algorithms, the basics of their design, what they are, how they work, how they are used, their strengths, their weaknesses, where we are now and where we are going.\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003eThe book then goes on to demonstrate a selection of detailed algorithms including their implementation in the markets. Using actual algorithms that have been used in live trading readers have access to real time trading functionality and can use the never before seen algorithms to trade their own accounts.\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003eThe markets are complex adaptive systems exhibiting unpredictable behaviour. As the markets evolve algorithmic designers need to be constantly aware of any changes that may impact their work, so for the more adventurous reader there is also a section on how to design trading algorithms.\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003eAll examples and algorithms are demonstrated in Excel on the accompanying CD ROM, including actual algorithmic examples which have been used in live trading.\u003c\/span\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003col\u003e\u003c\/ol\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_year\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34238062231687,"sku":"","price":4.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/Screenshot_289.png?v=1590082711"},{"product_id":"advanced-algorithmic-trading-by-michael-halls-moore","title":"Advanced Algorithmic Trading BY Michael Halls Moore","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"descriptionContainer\"\u003e\n\u003cdiv id=\"description\" class=\"readable stacked\"\u003e\u003cspan id=\"freeTextContainer7860558088431624930\"\u003eThere 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?\u003c\/span\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv id=\"buyButtonContainer\" class=\"uitext buttons u-marginTopXSmall u-paddingBottomXSmall u-bottomGrayBorder\" data-book-id=\"29005550\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003col\u003e\u003c\/ol\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_year\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34238072553607,"sku":"","price":4.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/Screenshot_290.png?v=1590082817"},{"product_id":"testing-and-tuning-market-trading-systems-algorithms-in-c-by-timothy-masters","title":"Testing and Tuning Market Trading Systems: Algorithms in C++ by Timothy Masters","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"descriptionContainer\"\u003e\n\u003cdiv id=\"description\" class=\"readable stacked\"\u003e\n\u003cspan\u003eBuild, test, and tune financial, insurance or other market trading systems using C++ algorithms and statistics. You’ve had an idea and have done some preliminary experiments, and it looks promising. Where do you go from here? Well, this book discusses and dissects this case study approach.\u003c\/span\u003e\u003cbr\u003e\u003cbr\u003e\u003cspan\u003eSeemingly good backtest performance isn't enough to justify trading real money. You need to perform rigorous statistical tests of the system's validity. Then, if basic tests confirm the quality of your idea, you need to tune your system, not just for best performance, but also for robust behavior in the face of inevitable market changes. Next, you need to quantify its expected future behavior, assessing how bad its real-life performance might actually be, and whether you can live with that. Finally, you need to find its theoretical performance limits so you know if its actual trades conform to this theoretical expectation, enabling you to dump the system if it does not live up to expectations.\u003c\/span\u003e\u003cbr\u003e\u003cbr\u003e\u003cspan\u003eThis book does not contain any sure-fire, guaranteed-riches trading systems. Those are a dime a dozen... But if you have a trading system, this book will provide you with a set of tools that will help you evaluate the potential value of your system, tweak it to improve its profitability, and monitor its on-going performance to detect deterioration before it fails catastrophically. Any serious market trader would do well to employ the methods described in this book.\u003c\/span\u003e\u003cbr\u003e\u003cbr\u003e\u003cspan\u003eWhat You Will Learn\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e• See how the 'spaghetti-on-the-wall' approach to trading system development can be done legitimately\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e• Detect overfitting early in development\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e• Estimate the probability that your system's backtest results could have been due to just good luck\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e• Regularize a predictive model so it automatically selects an optimal subset of indicator candidates\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e• Rapidly find the global optimum for any type of parameterized trading system\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e• Assess the ruggedness of your trading system against market changes\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e• Enhance the stationarity and information content of your proprietary indicators\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e• Nest one layer of walkforward analysis inside another layer to account for selection bias in complex trading systems\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e• Compute a lower bound on your system's mean future performance\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e• Bound expected periodic returns to detect on-going system deterioration before it becomes severe\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003e• Estimate the probability of catastrophic drawdown\u003c\/span\u003e\u003cbr\u003e\u003cbr\u003e\u003cspan\u003eWho This Book Is For\u003c\/span\u003e\u003cbr\u003e\u003cspan\u003eExperienced C++ programmers, developers, and software engineers. Prior experience with rigorous statistical procedures to evaluate and maximize the quality of systems is recommended as well.\u003c\/span\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv id=\"buyButtonContainer\" class=\"uitext buttons u-marginTopXSmall u-paddingBottomXSmall u-bottomGrayBorder\" data-book-id=\"29005550\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003col\u003e\u003c\/ol\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_year\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34238109679751,"sku":"","price":4.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/Screenshot_291.png?v=1590083256"},{"product_id":"machine-trading-deploying-computer-algorithms-to-conquer-the-markets-ernest-p-chan","title":"Machine Trading: Deploying Computer Algorithms to Conquer the Markets Ernest P. Chan","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"descriptionContainer\"\u003e\n\u003cdiv id=\"description\" class=\"readable stacked\"\u003e\n\u003cb\u003eDive into algo trading with step-by-step tutorials and expert insight\u003c\/b\u003e\u003cspan\u003e\u003c\/span\u003e\n\u003cp\u003e\u003ci\u003eMachine Trading\u003c\/i\u003e\u003cspan\u003e \u003c\/span\u003eis a practical guide to building your algorithmic trading business. Written by a recognized trader with major institution expertise, this book provides step-by-step instruction on quantitative trading and the latest technologies available even outside the Wall Street sphere. You'll discover the latest platforms that are becoming increasingly easy to use, gain access to new markets, and learn new quantitative strategies that are applicable to stocks, options, futures, currencies, and even bitcoins. The companion website provides downloadable software codes, and you'll learn to design your own proprietary tools using MATLAB. The author's experiences provide deep insight into both the business and human side of systematic trading and money management, and his evolution from proprietary trader to fund manager contains valuable lessons for investors at any level.\u003c\/p\u003e\n\u003cp\u003eAlgorithmic trading is booming, and the theories, tools, technologies, and the markets themselves are evolving at a rapid pace. This book gets you up to speed, and walks you through the process of developing your own proprietary trading operation using the latest tools.\u003c\/p\u003e\n\u003cul\u003e\n\u003cli\u003eUtilize the newer, easier algorithmic trading platforms\u003c\/li\u003e\n\u003cli\u003eAccess markets previously unavailable to systematic traders\u003c\/li\u003e\n\u003cli\u003eAdopt new strategies for a variety of instruments\u003c\/li\u003e\n\u003cli\u003eGain expert perspective into the human side of trading\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003cp\u003eThe strength of algorithmic trading is its versatility. It can be used in any strategy, including market-making, inter-market spreading, arbitrage, or pure speculation; decision-making and implementation can be augmented at any stage, or may operate completely automatically. Traders looking to step up their strategy need look no further than\u003cspan\u003e \u003c\/span\u003e\u003ci\u003eMachine Trading\u003c\/i\u003e\u003cspan\u003e \u003c\/span\u003efor clear instruction and expert solutions.\u003c\/p\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv id=\"buyButtonContainer\" class=\"uitext buttons u-marginTopXSmall u-paddingBottomXSmall u-bottomGrayBorder\" data-book-id=\"29005550\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003col\u003e\u003c\/ol\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_year\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34238121246855,"sku":"","price":4.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/Screenshot_292.png?v=1590083375"},{"product_id":"algorithmic-trading-and-dma-an-introduction-to-direct-access-trading-strategies-by-barry-johnson","title":"Algorithmic Trading and DMA: An introduction to direct access trading strategies by Barry Johnson","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"descriptionContainer\"\u003e\n\u003cdiv id=\"description\" class=\"readable stacked\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003eAlgorithmic trading and Direct Market Access (DMA) are important tools helping both buy and sell-side traders to achieve best execution. This book starts from the ground up to provide detailed explanations of both these techniques: An introduction to the different types of execution is followed by a review of market microstructure theory. Throughout the book examples from empirical studies bridge the gap between the theory and practice of trading. Orders are the fundamental building blocks for any strategy. Market, limit, stop, hidden, iceberg, peg, routed and immediate-or-cancel orders are all described with illustrated examples. Trading algorithms are explained and compared using charts to show potential trading patterns. TWAP, VWAP, Percent of Volume, Minimal Impact, Implementation Shortfall, Adaptive Shortfall, Market On Close and Pairs trading algorithms are all covered, together with common variations. Transaction costs can have a significant effect on investment returns. An in-depth example shows how these may be broken down into constituents such as market impact, timing risk, spread and opportunity cost and other fees. Coverage includes all the major asset classes, from equities to fixed income, foreign exchange and derivatives. Detailed overviews for each of the world's major markets are provided in the appendices. Order placement and execution tactics are covered in more detail, as well as potential enhancements (such as short-term forecasts), for those interested in the specifics of implementing these strategies. Cutting edge applications such as portfolio and multi-asset trading are also considered, as are handling news and data mining\/artificial intelligence. There is also a website for this book at www.algo-dma.com\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cbr\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv id=\"buyButtonContainer\" class=\"uitext buttons u-marginTopXSmall u-paddingBottomXSmall u-bottomGrayBorder\" data-book-id=\"29005550\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003col\u003e\u003c\/ol\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_year\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34238128717959,"sku":"","price":4.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/Screenshot_293.png?v=1590083488"},{"product_id":"successful-algorithmic-trading-by-michael-halls-moore","title":"Successful Algorithmic Trading by Michael Halls Moore","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"descriptionContainer\"\u003e\n\u003cdiv id=\"description\" class=\"readable stacked\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"descriptionContainer\"\u003e\n\u003cdiv id=\"description\" class=\"readable stacked\"\u003e\u003cspan id=\"freeTextContainer7903116204064137724\"\u003eIn Successful Algorithmic Trading author will teach you a process to identify profitable strategies from the outset, backtest them, reduce your transaction costs and efficiently execute your trades in a fully automated manner.\u003c\/span\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv id=\"buyButtonContainer\" class=\"uitext buttons u-marginTopXSmall u-paddingBottomXSmall u-bottomGrayBorder\" data-book-id=\"29005500\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv id=\"buyButtonContainer\" class=\"uitext buttons u-marginTopXSmall u-paddingBottomXSmall u-bottomGrayBorder\" data-book-id=\"29005550\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003col\u003e\u003c\/ol\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_year\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34238144708743,"sku":"","price":4.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/Screenshot_294.png?v=1590083679"},{"product_id":"algorithmic-trading-with-interactive-brokers-python-and-c-by-matthew-scarpino","title":"Algorithmic Trading with Interactive Brokers (Python and C++) by Matthew Scarpino","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"descriptionContainer\"\u003e\n\u003cdiv id=\"description\" class=\"readable stacked\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"descriptionContainer\"\u003e\n\u003cdiv id=\"description\" class=\"readable stacked\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003eThrough Interactive Brokers, software developers can write applications that read financial data, scan for contracts, and submit orders automatically. Individuals can now take advantage of the same high-speed decision making and order placement that professional trading firms use.\u003cbr\u003e\u003cbr\u003eThis book walks through the process of developing applications based on IB's Trader Workstation (TWS) programming interface. Beginning chapters introduce the fundamental classes and functions, while later chapters show how they can be used to implement full-scale trading systems. With an algorithmic system in place, traders don't have to stare at charts for hours on end. Just launch the trading application and let the TWS API do its work.\u003cbr\u003e\u003cbr\u003eThe material in this book focuses on Python and C++ coding, so readers are presumed to have a basic familiarity with one of these languages. However, no experience in financial trading is assumed. If you're new to the world of stocks, bonds, options, and futures, this book explains what these financial instruments are and how to write applications capable of trading them.\u003cbr\u003e\u003cbr\u003eMatthew Scarpino is a veteran programmer with over twenty years of experience and a CFA Level II candidate.\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv id=\"buyButtonContainer\" class=\"uitext buttons u-marginTopXSmall u-paddingBottomXSmall u-bottomGrayBorder\" data-book-id=\"29005500\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv id=\"buyButtonContainer\" class=\"uitext buttons u-marginTopXSmall u-paddingBottomXSmall u-bottomGrayBorder\" data-book-id=\"29005550\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003col\u003e\u003c\/ol\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_year\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34238157684871,"sku":"","price":4.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/Screenshot_295.png?v=1590083797"},{"product_id":"quantitative-trading-algorithms-analytics-data-models-optimization-1st-by-guo-xin","title":"Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization 1st by Guo, Xin","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"descriptionContainer\"\u003e\n\u003cdiv id=\"description\" class=\"readable stacked\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"descriptionContainer\"\u003e\n\u003cdiv id=\"description\" class=\"readable stacked\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\u003cspan\u003eThe first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and management. The second part covers market impact models, network models, multi-asset trading, machine learning techniques, and nonlinear filtering. The third part discusses electronic market making, liquidity, systemic risk, recent developments and debates on the subject.\u003c\/span\u003e\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv id=\"buyButtonContainer\" class=\"uitext buttons u-marginTopXSmall u-paddingBottomXSmall u-bottomGrayBorder\" data-book-id=\"29005500\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv id=\"buyButtonContainer\" class=\"uitext buttons u-marginTopXSmall u-paddingBottomXSmall u-bottomGrayBorder\" data-book-id=\"29005550\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_categories\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003col\u003e\u003c\/ol\u003e\n\u003c\/div\u003e\n\u003cdiv\u003e\n\u003cdiv class=\"bookDetailsBox\"\u003e\n\u003cdiv class=\"bookProperty property_year\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e","brand":"degital-book","offers":[{"title":"Default Title","offer_id":34238172364935,"sku":"","price":4.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0359\/9987\/5207\/products\/41XJxTWmQwL._SX329_BO1_204_203_200.jpg?v=1590083943"},{"product_id":"statistical-arbitrage-algorithmic-trading-insights-and-techniques-by-andrew-pole","title":"Statistical Arbitrage: Algorithmic Trading Insights and Techniques by Andrew Pole","description":"\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"descriptionContainer\"\u003e\n\u003cdiv id=\"description\" class=\"readable stacked\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"descriptionContainer\"\u003e\n\u003cdiv id=\"description\" class=\"readable stacked\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003eI had been looking for a while for a comprehensive text on statistical arbitrage. I am glad I found this book; the content is clear and well thought through, easing the reader's journey on a complex terrain. No, I did not become independently wealthy after reading this book. I did understand some concepts pretty well though. I wonder, if we, all around, had more of this clarity in the presentation of financial information, would we have reached the situation in which we currently find ourselves? 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