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Successful algorithmic trading

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Successful algorithmic trading

A STEP-BY-STEP GUIDE TO QUANTITATIVE STRATEGIESSUCCESSFULALGORITHMIC TRADINGApplying the scientific method for profitable trading results.By Michael L

Successful algorithmic tradingL Halls-MooreContentsĨ Introducing Algorithmic Trading11Introduction to the Book..................................................... 31.1Introduction

to QnantStart.............................................. 31.2What is this Book?...................................................... 31.3Who is t Successful algorithmic trading

his Book For?................................................... 31.4What. are the Prerequisites?............................................ 31.5Soft

Successful algorithmic trading

ware.' Hardware Requirements........................................ 41.6Book Structure.......................................................... 41.7

A STEP-BY-STEP GUIDE TO QUANTITATIVE STRATEGIESSUCCESSFULALGORITHMIC TRADINGApplying the scientific method for profitable trading results.By Michael L

Successful algorithmic trading52What Is Algorithmic Trading?................................................. 72.1Overview .........................................................

...... 72.1.1Advantages........................................................ 72.1.2Disadvantages................................................... Successful algorithmic trading

.. 82.2Scientific Method....................................................... 92.3Why Python? . ....................................................

Successful algorithmic trading

...... 92.4Can Retail Ttaders Still Compete?...................................... 102.4.1Trading Advantages..........................................

A STEP-BY-STEP GUIDE TO QUANTITATIVE STRATEGIESSUCCESSFULALGORITHMIC TRADINGApplying the scientific method for profitable trading results.By Michael L

Successful algorithmic trading. 112.4.4Technology....................................................... 11IITrading Systems133Successful Backtesting...............................

........................153.1Why Backtest Strategies?............................................... 153.2Backtesting Biases.......................... Successful algorithmic trading

........................... 163.2.1Optimisation Bias................................................ 103.2.2Look-A head Bias..........................

Successful algorithmic trading

....................... 163.2.3Survivorship Bias................................................ 173.2.4Cognitive Bias................................

A STEP-BY-STEP GUIDE TO QUANTITATIVE STRATEGIESSUCCESSFULALGORITHMIC TRADINGApplying the scientific method for profitable trading results.By Michael L

Successful algorithmic trading................... 18

A STEP-BY-STEP GUIDE TO QUANTITATIVE STRATEGIESSUCCESSFULALGORITHMIC TRADINGApplying the scientific method for profitable trading results.By Michael L

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