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Python for Advanced Algorithmic Trading Part 2: Volatility, Risk and Portfolios
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(Buch) |
Dieser Artikel gilt, aufgrund seiner Grösse, beim Versand als 2 Artikel!
| Inhalt: |
**Book 2 of the Python Series for Algorithmic Trading Advanced **
## Have strategies that They work in backtesting but Do they fail in production ? Your problem isn't yours strategies . It's that tea The system is missing . professional ** to validate them, manage risk and combine them intelligently .
### Which you will learn in this book:
** Modeling Advanced Volatility **
Master ATR, GARCH, and regime detection with clustering . Predict volatility before happen .
** Strategies Adaptive by Regime **
Build systems that change automatically: high reversion volatility, downward momentum volatility, and volatility breakouts.
** Risk Management Dynamics **
Forget the " fixed 1% ". Learn position sizing based on ATR, adaptive trailing stops, and portfolio - level risk management .
** Backtesting Robust and Anti- Overfitting **
Walk-Forward Analysis, Monte Carlo and significance tests statistics to demonstrate that your The results are real, not luck .
** Cases Practical Royal **
Systems Complete for EUR/GBP, Gold (XAU/USD) and Silver (XAG/USD) with ready -to- use Python code .
** Multi - Strategy Portfolio Building **
Combine uncorrelated strategies Using Risk Parity and Kelly Criterion. Reduces drawdown and smooths you equity curve .
### For whom is this book ?
Knowledgeable traders Python basics and algorithmic trading
People who already they have read ** Book 1: Opening and Gap Strategies ** ( highly recommended )
Traders who they want moving from strategies individual to systems portfolio professionals
### Requirements:
- Python level intermediate (Pandas, NumPy )
- Knowledge basics of algorithmic trading
- To have built at least a strategy with backtesting
### Results that You will get:
When finished this book, you will have built:
- A system complete volatility measurement and prediction
- Strategies adaptive that They work in different ways. market regimes
- A risk management framework dynamic based on ATR
> 3.0
Stop trading on hope . Start trading on statistics .
** Author: ** Tirso Diaz Díaz (TIRSODD)
** Code Complete: * * Available free on GitHub
** Level: ** Intermediate -Advanced
* Warning: Algorithmic trading entails risks significant . This book is exclusively Educational . Operates under you own responsibility.*
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i.d.R. innert 14-24 Tagen versandfertig
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