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Learn Algorithmic Trading H0pe

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Learn Algorithmic Trading {H0pe}

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Total Size

19.9 MB

Total Files

86

Last Seen

2024-11-02 23:49

Hash

F335B8C306BD49701B273B36351D9A6A7EEEC5B2

/

Learn Algorithmic Trading.epub

17.2 MB

/Files/

README.txt

0.0 KB

SoftwareHardwarelist.pdf

170.4 KB

/Files/Chapter1/

buylowsellhigh.py

2.1 KB

/Files/Chapter2/

apo.py

2.5 KB

bbands.py

3.6 KB

ema.py

1.8 KB

macd.py

3.8 KB

mom.py

1.8 KB

rsi.py

3.3 KB

sma.py

1.7 KB

stddev.py

2.3 KB

/Files/Chapter3/

ch3_knn.py

3.1 KB

ch3_logistic.py

3.4 KB

ch3_svc.py

2.7 KB

lasso.py

3.7 KB

lr.py

3.7 KB

ridge.py

3.7 KB

scatter.py

1.1 KB

/Files/Chapter4/

ch4_double_moving_average.py

3.7 KB

ch4_naive_momentum_strategy2.py

1.9 KB

ch4_pairs_correlation.py

2.3 KB

ch4_pairs_correlation_init.py

1.6 KB

ch4_pairs_correlation_real_symbol.py

8.5 KB

ch4_turtle_trading.py

5.2 KB

/Files/Chapter5/

AUDUSD=X_data.pkl

59.4 KB

basic_mean_reversion.csv

171.4 KB

basic_mean_reversion.py

10.1 KB

basic_trend_following.csv

171.0 KB

basic_trend_following.py

10.1 KB

CADUSD=X_data.pkl

59.4 KB

CHFUSD=X_data.pkl

59.4 KB

compare_csvs.py

0.4 KB

EURUSD=X_data.pkl

59.4 KB

GBPUSD=X_data.pkl

59.4 KB

GOOG_data.pkl

57.4 KB

JPYUSD=X_data.pkl

59.4 KB

NZDUSD=X_data.pkl

59.4 KB

stat_arb.py

17.5 KB

statistical_arbitrage.csv

89.5 KB

volatility_adjusted_mean_reversion.csv

171.4 KB

volatility_adjusted_trend_following.csv

171.2 KB

volatility_mean_reversion.py

10.9 KB

volatility_trend_following.py

10.9 KB

/Files/Chapter6/

risk_measures.py

3.8 KB

volatility_adjusted_mean_reversion.csv

171.4 KB

volatility_mean_reversion.py

10.9 KB

volatility_mean_reversion_with_dynamic_risk_allocation.py

16.2 KB

volatility_mean_reversion_with_risk_checks.py

10.4 KB

/Files/Chapter7/

LiquidityProvider.py

1.5 KB

LiquidityProvider_ut.py

0.6 KB

MarketSimulator.py

2.7 KB

MarketSimulator_ut.py

0.9 KB

OrderBook.py

4.3 KB

OrderBook_ut.py

2.9 KB

OrderManager.py

2.5 KB

OrderManager_ut.py

2.1 KB

TradingSimulation.py

1.1 KB

TradingSimulation_ut.py

3.1 KB

TradingStrategy.py

3.9 KB

TradingStrategy_ut.py

2.5 KB

/Files/Chapter8/fixsim/

FIX44.simulator.xml

188.8 KB

fixsim-client.conf.ini

0.6 KB

fixsim-client.conf.yaml

0.3 KB

fixsim-client.py

0.8 KB

fixsim-server.conf.ini

0.5 KB

fixsim-server.conf.yaml

0.9 KB

fixsim-server.py

0.8 KB

LICENSE

1.1 KB

README.md

1.8 KB

/Files/Chapter8/fixsim/fixsim/

__init__.py

0.0 KB

client.py

9.8 KB

server.py

13.9 KB

sim.py

3.2 KB

/Files/Chapter9/

eventbasedbacktester.py

3.6 KB

forloopbacktester.py

3.4 KB

goog.sql

0.3 KB

goog_data.h5

357.2 KB

goog_db.py

1.1 KB

hd5pandareader.py

0.9 KB

kdb_data.py

0.8 KB

omstimeout.py

1.9 KB

simulatedclock.py

0.7 KB

test.h5

0.8 KB

test2.h5

357.1 KB

TradingStrategyDualMA.py

6.0 KB

 

Total files 86


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