Build and implement trading strategies using Python. This book will introduce you to the fundamental concepts of quantit
751 180 7MB
English Pages 341 Year 2023
Table of contents :
Pages i-xi
Quantitative Trading: An Introduction
Peng Liu
Pages 1-33
Electronic Market
Peng Liu
Pages 35-75
Forward and Futures Contracts
Peng Liu
Pages 77-105
Understanding Risk and Return
Peng Liu
Pages 107-140
Trend-Following Strategy
Peng Liu
Pages 141-174
Momentum Trading Strategy
Peng Liu
Pages 175-196
Backtesting a Trading Strategy
Peng Liu
Pages 197-223
Statistical Arbitrage with Hypothesis Testing
Peng Liu
Pages 225-255
Optimizing Trading Strategies with Bayesian Optimization
Peng Liu
Pages 257-301
Pairs Trading Using Machine Learning
Peng Liu
Pages 303-325
Back Matter
Pages 327-337