What do you think?
Rate this book
Trading Evolved: Anyone can Build Killer Trading Strategies in Python
Systematic trading allows you to test and evaluate your trading ideas before risking your money. By formulating trading ideas as concrete rules, you can evaluate past performance and draw conclusions about the viability of your trading plan.
Following systematic rules provides a consistent approach where you will have some degree of predictability of returns, and perhaps more importantly, it takes emotions and second guessing out of the equation.
From the onset, getting started with professional grade development and backtesting of systematic strategies can seem daunting. Many resort to simplified software which will limit your potential.
Trading Evolved will guide you all the way, from getting started with the industry standard Python language, to setting up a professional backtesting environment of your own. The book will explain multiple trading strategies in detail, with full source code, to get you well on the path to becoming a professional systematic trader.
This is a highly practical book, where every aspect is explained, all source code shown and no holds barred. Written by Andreas F. Clenow, author of the international best sellers Following the Trend and Stocks on the Move , Trading Evolved goes into greater depth and covers strategies for trading both futures and equities. " Trading Evolved is an incredible resource for aspiring quants. Clenow does an excellent job making complex subjects easy to access and understand. Bravo. " -- Wes Gray, PhD, CEO Alpha Architect
Following systematic rules provides a consistent approach where you will have some degree of predictability of returns, and perhaps more importantly, it takes emotions and second guessing out of the equation.
From the onset, getting started with professional grade development and backtesting of systematic strategies can seem daunting. Many resort to simplified software which will limit your potential.
Trading Evolved will guide you all the way, from getting started with the industry standard Python language, to setting up a professional backtesting environment of your own. The book will explain multiple trading strategies in detail, with full source code, to get you well on the path to becoming a professional systematic trader.
This is a highly practical book, where every aspect is explained, all source code shown and no holds barred. Written by Andreas F. Clenow, author of the international best sellers Following the Trend and Stocks on the Move , Trading Evolved goes into greater depth and covers strategies for trading both futures and equities. " Trading Evolved is an incredible resource for aspiring quants. Clenow does an excellent job making complex subjects easy to access and understand. Bravo. " -- Wes Gray, PhD, CEO Alpha Architect
442 pages, paperback
Published August 7, 2019
7 people are currently reading
12 people want to read
Ratings & Reviews
Friends & Following
Create a free account to discover what your friends think of this book!
Community Reviews
Displaying 1 of 1 review
March 21, 2021
The book sets out to explain in technical depth how to install and use the Python programming language open source Zipline backtesting library. Backtesting is the designing and testing of trading strategies using historic time-series data. Python and all the necessary Python libraries are run in Anaconda (Jupyter Notebook to be specific, an app within Anaconda) which is a very convenient environment for working with Python. Some general padding on investment and trading topics, and the Python language itself, are also provided in the book. The Zipline library was developed by a company called Quantopian. It is important to note that Quantopian recently shut down its business. However, from looking at the online chatter on the relevant forums it would seem there may be an active support group for Zipline. Hence it is possible that the Zipline library may continue to be available, but BE WARNED such events don't bode well for the whole thing being anywhere close to a smooth hassle-free experience, or even broadly functional at all. In fact quite the opposite.
In my opinion the book sub-title is grossly misleading. Either it doesn't relate at all to the Zipline back-testing library, or it implies anyone can pick up this book and use it successfully to implement Zipline as a back-testing system. I would certainly dispute the latter. The evidence is a large volume of unanswered queries about difficulties encountered both on the supporting website, and other chat forums relating to this book and Zipline. However, this wouldn't by any stretch be the only author to attempt such a 'marketing' ploy with an attention-grabbing sub-title. But I would suggest it does nothing for the author's credibility. Essentially I'm stuck on my first Zipline back-test, on page 106 of a total of about 400 pages. Just doesn't work. And this is only the first back-testing example.
I'm not an expert programmer by any means, but over the years I've done a fair bit of 'enthusiast' coding with a variety of languages, including Basic, Smalltalk, Java, JavaScript and now Python. So this book certainly isn't for 'anyone'.
But using advanced and challenging libraries is part of the rich Python ecosystem, so I will certainly continue building Python skills, and trying to understand and resolve the problems and errors encountered with Zipline and this book. That challenge in itself is a valuable and rewarding exercise.
In my opinion the book sub-title is grossly misleading. Either it doesn't relate at all to the Zipline back-testing library, or it implies anyone can pick up this book and use it successfully to implement Zipline as a back-testing system. I would certainly dispute the latter. The evidence is a large volume of unanswered queries about difficulties encountered both on the supporting website, and other chat forums relating to this book and Zipline. However, this wouldn't by any stretch be the only author to attempt such a 'marketing' ploy with an attention-grabbing sub-title. But I would suggest it does nothing for the author's credibility. Essentially I'm stuck on my first Zipline back-test, on page 106 of a total of about 400 pages. Just doesn't work. And this is only the first back-testing example.
I'm not an expert programmer by any means, but over the years I've done a fair bit of 'enthusiast' coding with a variety of languages, including Basic, Smalltalk, Java, JavaScript and now Python. So this book certainly isn't for 'anyone'.
But using advanced and challenging libraries is part of the rich Python ecosystem, so I will certainly continue building Python skills, and trying to understand and resolve the problems and errors encountered with Zipline and this book. That challenge in itself is a valuable and rewarding exercise.
Displaying 1 of 1 review