So far, we've gone over all the concepts and ideas involved in algorithmic trading. We went from introducing the different components and players of an algorithmic trading ecosystem to going over practical examples of trading signals, adding predictive analytics into algorithmic trading strategies, and actually building several commonly used basic, as well as sophisticated, trading strategies. We also developed ideas and a system to control risk and manage it over the evolution of a trading strategy. And finally, we went over the infrastructure components required to run these trading strategies as well as the simulator/backtesting research environment required to analyze trading strategy behavior. At this point in the book, you should be able to successfully develop
t10_Adapting to Market Participantsand Conditions
于 2022-02-13 20:19:15 首次发布
本书探讨了算法交易策略在实际市场中的表现,分析了回测与实盘交易间的差异,如滑点、费用、操作问题等。讨论了如何应对策略性能衰退和市场参与者变化带来的挑战,包括信号验证、策略优化、风险管理和实时交易分析。强调了在不断变化的市场环境中,保持盈利能力和适应性的关键性。
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