TOOLS FOR ALGORITHMIC TRADERS
90% of traders algorithmic they lose its capital. Not because lack of programming skills, but by Lack of architecture, risk management, and statistical rigor . The market this saturated with books that They teach programming a moving average crossover, but that They ignore the harsh reality. reality of the markets financial .
TOOLS FOR ALGORITHMIC TRADERS is not a book further about how to " win" money " Easy " with a bot. It's the first comprehensive manual that addresses algorithmic trading from a perspective institutional and architectural . Written with the rigor of a analyst financial ( CFA) and investment banking experience, this construction site tea will lead by the hand from the conception of a hypothesis up to the supervision of a system in production .
Which you will discover in these pages :
The Ecosystem Complete : How choose and connect platforms, brokers, APIs, languages and frameworks without falling into the cost traps hidden and the vendor lock-in.
The Hangover Reality of the Backtesting : How eradicate biases that destroy Accounts ( Survival Bias, Look-Ahead Bias, Overfitting ) and apply level validation metrics institutional such as the Deflated Sharpe Ratio and the Walk-Forward Analysis.
Microstructure and Risk : By what liquidity is a hope in times of stress and how modeling market impact, dynamic slippage, and regime changes macroeconomic .
Production Infrastructure: The Guide final for deployment you system on VPS, manage reconnections, implement structured logging, and design kill switches that save your capital when the code I failed ( because will fail ).
AI and Agents Self-employed ( Smoke-free ) : How use Machine Learning, LLMs, and multi- role agents really in your workflow, understanding their boundaries extremes and danger of the overadjustment .
Includes 9 Annexes of High Practical Value:
From a Production - ready Python code recipe book, a form a metric mathematician, a Troubleshooting guide for API errors, including the complete and annotated blueprint of an strategy realistic with ATR risk management .
For whom is this book ?
Traders discretionary that they want make the leap to automation with discipline .
Programmers and data scientists that they are looking enter the markets financiers off to a good start .
Traders algorithmic frustrated that they are looking understand by that their strategies They fail live.
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Independently Published
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