Course content
- Developing the RSI OBOS EA
- Introduction to machine learning
- Coding a Neural Network into the RSI OBOS strategy
- Cost Averaging trade management
- Continuous neural network training
- Conclusion
Introduction
Setting up the Development Environment
Python Programming Fundamentals
Extending Python’s Capabilities
Your first Python Application
Accessing External Data with Python
Organizing Data Using Arrays and Vectors in Python
Visualizing Data with Python
Analyzing Data with Python
Simulating Asset Price Trajectories
Asset Allocation and Portfolio Optimization
Risk Analysis and Investment Performance
Fixed-Income Analysis and Option Pricing
Financial Time Series Analysis
Taking Your Python Application into Production
Application Performance
Troubleshooting
Closing Remarks
Introduction
Algorithmic Trading Core Concepts
Python, R, and Stata
Preparing the Development Environment
Algorithmic Trading and Python
Algorithmic Trading and R
Algorithmic Trading and Stata
Summary and Conclusion