Python for Advanced Algorithmic Trading. Book 1 : Opening and Gap Strategies
Overview
This book This is the FIRST PART of a construction site divided into two volumes independent, designed to take you to the next level algorithmic trading professional . In this first part you are going to find Opening and Gap Strategies .
Also you will be able to acquire a Part Two in which you will find knowledge About: Volatility, Risk and Portfolios
Want pass From manual to algorithmic trading professional ? Are you I would like blow the inefficiencies statistics that occur at the moments further critics of the day ?
This is not other book theorist more . It is a practical field manual that tea will teach how to build algorithmic trading systems profitable focused on two of the phenomena further exploitable market elements: the session openings and gaps.
Which you will learn in this book:
Analysis Statistical Advanced: Masters tools quantitative such as stationarity tests (ADF), autocorrelation tests (ACF), and hypothesis tests to validate Yeah your strategies have Is it a real advantage or just luck ?
ORB (Opening Range Breakout) Strategies: Learn to identify and exploit aperture range breaks with filters Volume professionals, time- confirmation and trend analysis . Backtesting complete including .
Gap Fade Strategies: Discover as to trade against opening gaps when statistically They tend to fill up (65-75% probability ). Entry/ exit rules mechanics and risk management specific .
Classification Gaps Professional: Learn to distinguish between common gaps, breakdown gaps, continuation gaps, and exhaustion gaps . Each guy requires a strategy different .
Inter- Session Gaps: Explodes the Transitions between Sydney, Tokyo, London, and New York. Strategies specific for overnight gaps (76% fill ) and ruptures of the range Asian .
Data Infrastructure Professional: Complete pipeline for downloading, cleaning, validation, and storage efficient data Intraday trading . Outlier
This item is Non-Returnable
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Details
- ISBN-13: 9798187445301
- ISBN-10: 9798187445301
- Publisher: Independently Published
- Publish Date: July 2026
- Dimensions: 9 x 6 x 0.61 inches
- Shipping Weight: 0.65 pounds
- Page Count: 242
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