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Files/Chapter1/buylowsellhigh.py | 2.01 kB |
Files/Chapter2/apo.py | 2.41 kB |
Files/Chapter2/bbands.py | 3.49 kB |
Files/Chapter2/ema.py | 1.80 kB |
Files/Chapter2/macd.py | 3.71 kB |
Files/Chapter2/mom.py | 1.72 kB |
Files/Chapter2/rsi.py | 3.24 kB |
Files/Chapter2/sma.py | 1.65 kB |
Files/Chapter2/stddev.py | 2.25 kB |
Files/Chapter3/ch3_knn.py | 3.01 kB |
Files/Chapter3/ch3_logistic.py | 3.29 kB |
Files/Chapter3/ch3_svc.py | 2.68 kB |
Files/Chapter3/lasso.py | 3.60 kB |
Files/Chapter3/lr.py | 3.60 kB |
Files/Chapter3/ridge.py | 3.60 kB |
Files/Chapter3/scatter.py | 1.05 kB |
Files/Chapter4/ch4_double_moving_average.py | 3.58 kB |
Files/Chapter4/ch4_naive_momentum_strategy2.py | 1.89 kB |
Files/Chapter4/ch4_pairs_correlation.py | 2.29 kB |
Files/Chapter4/ch4_pairs_correlation_init.py | 1.59 kB |
Files/Chapter4/ch4_pairs_correlation_real_symbol.py | 8.27 kB |
Files/Chapter4/ch4_turtle_trading.py | 5.09 kB |
Files/Chapter5/AUDUSD=X_data.pkl | 57.96 kB |
Files/Chapter5/basic_mean_reversion.csv | 167.38 kB |
Files/Chapter5/basic_mean_reversion.py | 9.83 kB |
Files/Chapter5/basic_trend_following.csv | 167.00 kB |
Files/Chapter5/basic_trend_following.py | 9.83 kB |
Files/Chapter5/CADUSD=X_data.pkl | 57.96 kB |
Files/Chapter5/CHFUSD=X_data.pkl | 57.96 kB |
Files/Chapter5/compare_csvs.py | 355.00 B |
Files/Chapter5/EURUSD=X_data.pkl | 57.96 kB |
Files/Chapter5/GBPUSD=X_data.pkl | 57.96 kB |
Files/Chapter5/GOOG_data.pkl | 56.08 kB |
Files/Chapter5/JPYUSD=X_data.pkl | 57.96 kB |
Files/Chapter5/NZDUSD=X_data.pkl | 57.96 kB |
Files/Chapter5/statistical_arbitrage.csv | 87.42 kB |
Files/Chapter5/stat_arb.py | 17.05 kB |
Files/Chapter5/volatility_adjusted_mean_reversion.csv | 167.37 kB |
Files/Chapter5/volatility_adjusted_trend_following.csv | 167.20 kB |
Files/Chapter5/volatility_mean_reversion.py | 10.61 kB |
Files/Chapter5/volatility_trend_following.py | 10.61 kB |
Files/Chapter6/risk_measures.py | 3.67 kB |
Files/Chapter6/volatility_adjusted_mean_reversion.csv | 167.37 kB |
Files/Chapter6/volatility_mean_reversion.py | 10.67 kB |
Files/Chapter6/volatility_mean_reversion_with_dynamic_risk_allocation.py | 15.86 kB |
Files/Chapter6/volatility_mean_reversion_with_risk_checks.py | 10.20 kB |
Files/Chapter7/LiquidityProvider.py | 1.45 kB |
Files/Chapter7/LiquidityProvider_ut.py | 581.00 B |
Files/Chapter7/MarketSimulator.py | 2.66 kB |
Files/Chapter7/MarketSimulator_ut.py | 947.00 B |
Files/Chapter7/OrderBook.py | 4.18 kB |
Files/Chapter7/OrderBook_ut.py | 2.82 kB |
Files/Chapter7/OrderManager.py | 2.48 kB |
Files/Chapter7/OrderManager_ut.py | 2.06 kB |
Files/Chapter7/TradingSimulation.py | 1.04 kB |
Files/Chapter7/TradingSimulation_ut.py | 3.00 kB |
Files/Chapter7/TradingStrategy.py | 3.77 kB |
Files/Chapter7/TradingStrategy_ut.py | 2.48 kB |
Files/Chapter8/fixsim/FIX44.simulator.xml | 184.41 kB |
Files/Chapter8/fixsim/fixsim-client.conf.ini | 584.00 B |
Files/Chapter8/fixsim/fixsim-client.conf.yaml | 345.00 B |
Files/Chapter8/fixsim/fixsim-client.py | 839.00 B |
Files/Chapter8/fixsim/fixsim-server.conf.ini | 549.00 B |
Files/Chapter8/fixsim/fixsim-server.conf.yaml | 876.00 B |
Files/Chapter8/fixsim/fixsim-server.py | 839.00 B |
Files/Chapter8/fixsim/fixsim/client.py | 9.62 kB |
Files/Chapter8/fixsim/fixsim/server.py | 13.53 kB |
Files/Chapter8/fixsim/fixsim/sim.py | 3.12 kB |
Files/Chapter8/fixsim/fixsim/__init__.py | 29.00 B |
Files/Chapter8/fixsim/LICENSE | 1.06 kB |
Files/Chapter8/fixsim/README.md | 1.73 kB |
Files/Chapter9/eventbasedbacktester.py | 3.47 kB |
Files/Chapter9/forloopbacktester.py | 3.29 kB |
Files/Chapter9/goog.sql | 265.00 B |
Files/Chapter9/goog_data.h5 | 348.78 kB |
Files/Chapter9/goog_db.py | 1.06 kB |
Files/Chapter9/hd5pandareader.py | 917.00 B |
Files/Chapter9/kdb_data.py | 777.00 B |
Files/Chapter9/omstimeout.py | 1.83 kB |
Files/Chapter9/simulatedclock.py | 669.00 B |
Files/Chapter9/test.h5 | 800.00 B |
Files/Chapter9/test2.h5 | 348.78 kB |
Files/Chapter9/TradingStrategyDualMA.py | 5.82 kB |
Files/README.txt | 39.00 B |
Files/SoftwareHardwarelist.pdf | 166.41 kB |
Learn Algorithmic Trading.epub | 16.38 MB |