In this section, we will explore a new class of trading strategies that is different from what we've seen before. Instead of using technical indicators, we can research economic releases and use various economic releases to estimate/predict the impact on the trading instruments and trade them accordingly. Let's first take a look at what economic releases are and how instrument pricing is influenced by releases.

Learn Algorithmic Trading
By :

Learn Algorithmic Trading
By:
Overview of this book
It’s now harder than ever to get a significant edge over competitors in terms of speed and efficiency when it comes to algorithmic trading. Relying on sophisticated trading signals, predictive models and strategies can make all the difference. This book will guide you through these aspects, giving you insights into how modern electronic trading markets and participants operate.
You’ll start with an introduction to algorithmic trading, along with setting up the environment required to perform the tasks in the book. You’ll explore the key components of an algorithmic trading business and aspects you’ll need to take into account before starting an automated trading project. Next, you’ll focus on designing, building and operating the components required for developing a practical and profitable algorithmic trading business. Later, you’ll learn how quantitative trading signals and strategies are developed, and also implement and analyze sophisticated trading strategies such as volatility strategies, economic release strategies, and statistical arbitrage. Finally, you’ll create a trading bot from scratch using the algorithms built in the previous sections.
By the end of this book, you’ll be well-versed with electronic trading markets and have learned to implement, evaluate and safely operate algorithmic trading strategies in live markets.
Table of Contents (17 chapters)
Preface
Section 1: Introduction and Environment Setup
Algorithmic Trading Fundamentals
Section 2: Trading Signal Generation and Strategies
Deciphering the Markets with Technical Analysis
Predicting the Markets with Basic Machine Learning
Section 3: Algorithmic Trading Strategies
Classical Trading Strategies Driven by Human Intuition
Sophisticated Algorithmic Strategies
Managing the Risk of Algorithmic Strategies
Section 4: Building a Trading System
Building a Trading System in Python
Connecting to Trading Exchanges
Creating a Backtester in Python
Section 5: Challenges in Algorithmic Trading
Adapting to Market Participants and Conditions
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