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Learn Algorithmic Trading.epub
16.38MB
Files/SoftwareHardwarelist.pdf
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Files/Chapter1/buylowsellhigh.py
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Files/Chapter2/apo.py
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Files/Chapter2/bbands.py
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Files/Chapter2/ema.py
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Files/Chapter2/macd.py
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Files/Chapter2/mom.py
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Files/Chapter2/rsi.py
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Files/Chapter2/sma.py
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Files/Chapter2/stddev.py
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Files/Chapter3/ch3_knn.py
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Files/Chapter3/ch3_logistic.py
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Files/Chapter3/ch3_svc.py
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Files/Chapter3/lasso.py
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Files/Chapter3/lr.py
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Files/Chapter3/ridge.py
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Files/Chapter3/scatter.py
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Files/Chapter4/ch4_double_moving_average.py
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Files/Chapter4/ch4_naive_momentum_strategy2.py
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Files/Chapter4/ch4_pairs_correlation.py
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Files/Chapter4/ch4_pairs_correlation_init.py
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Files/Chapter4/ch4_pairs_correlation_real_symbol.py
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Files/Chapter4/ch4_turtle_trading.py
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Files/Chapter5/AUDUSD=X_data.pkl
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Files/Chapter5/basic_mean_reversion.csv
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Files/Chapter5/basic_mean_reversion.py
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Files/Chapter5/basic_trend_following.csv
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Files/Chapter5/basic_trend_following.py
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Files/Chapter5/CADUSD=X_data.pkl
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Files/Chapter5/CHFUSD=X_data.pkl
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Files/Chapter5/compare_csvs.py
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Files/Chapter5/EURUSD=X_data.pkl
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Files/Chapter5/GBPUSD=X_data.pkl
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Files/Chapter5/GOOG_data.pkl
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Files/Chapter5/JPYUSD=X_data.pkl
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Files/Chapter5/NZDUSD=X_data.pkl
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Files/Chapter5/stat_arb.py
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Files/Chapter5/statistical_arbitrage.csv
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Files/Chapter5/volatility_adjusted_mean_reversion.csv
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Files/Chapter5/volatility_adjusted_trend_following.csv
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Files/Chapter5/volatility_mean_reversion.py
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Files/Chapter5/volatility_trend_following.py
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Files/Chapter6/risk_measures.py
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Files/Chapter6/volatility_adjusted_mean_reversion.csv
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Files/Chapter6/volatility_mean_reversion.py
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Files/Chapter6/volatility_mean_reversion_with_dynamic_risk_allocation.py
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Files/Chapter6/volatility_mean_reversion_with_risk_checks.py
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Files/Chapter7/LiquidityProvider.py
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Files/Chapter7/LiquidityProvider_ut.py
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Files/Chapter7/MarketSimulator.py
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Files/Chapter7/MarketSimulator_ut.py
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Files/Chapter7/OrderBook.py
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Files/Chapter7/OrderBook_ut.py
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Files/Chapter7/OrderManager.py
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Files/Chapter7/OrderManager_ut.py
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Files/Chapter7/TradingSimulation.py
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Files/Chapter7/TradingSimulation_ut.py
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Files/Chapter7/TradingStrategy.py
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Files/Chapter7/TradingStrategy_ut.py
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Files/Chapter8/fixsim/FIX44.simulator.xml
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Files/Chapter8/fixsim/fixsim-client.conf.ini
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Files/Chapter8/fixsim/fixsim-client.conf.yaml
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Files/Chapter8/fixsim/fixsim-client.py
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Files/Chapter8/fixsim/fixsim-server.conf.ini
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Files/Chapter8/fixsim/fixsim-server.conf.yaml
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Files/Chapter8/fixsim/fixsim-server.py
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Files/Chapter8/fixsim/LICENSE
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Files/Chapter8/fixsim/README.md
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Files/Chapter8/fixsim/fixsim/__init__.py
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Files/Chapter8/fixsim/fixsim/client.py
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Files/Chapter8/fixsim/fixsim/server.py
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Files/Chapter8/fixsim/fixsim/sim.py
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Files/Chapter9/eventbasedbacktester.py
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Files/Chapter9/forloopbacktester.py
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Files/Chapter9/goog.sql
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Files/Chapter9/goog_data.h5
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Files/Chapter9/goog_db.py
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Files/Chapter9/hd5pandareader.py
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Files/Chapter9/kdb_data.py
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Files/Chapter9/omstimeout.py
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Files/Chapter9/simulatedclock.py
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Files/Chapter9/test.h5
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Files/Chapter9/test2.h5
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Files/Chapter9/TradingStrategyDualMA.py
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