Python for Finance and Algorithmic trading, 2nd edition: Machine Learning, Deep Learning, Time series Analysis, Risk and Portfolio Management for MetaTrader™5 Live Trading

Book Description

The book presents the benefits of portfolio management, statistics and machine learning applied to live trading with MetaTrader™ 5.

This second version has allowed us to tweak some points of the existing chapters but especially to add 3 new chapters based on your feedbacks of the first version. So I am proud to offer you 3 new chapters: “Advanced backtest methods”, ”Features and target engineering” and ”From nothing to a live trading bot”.

• Learn portfolio management technics and how to implement your optimization criterion
• How to backtest a strategy using the most valuable metrics in trading
• Import data from your broker to be as close as possible to the market
• Learn statistical arbitrage through pair trading strategies
• Generate market predictions using machine learning, deep learning, and time series analysis
• Learn how to find the best take profit, stop loss, and leverage for your strategies
• Combine trading strategies using portfolio management to increase the robustness of the strategies
• Connect your Python algorithm to your MetaTrader 5 and run it with a demo or live trading account
• Use all codes in the book for live trading or screener if you prefer manual trading

中文：

书名：Python for Finance and Algorithmic trading，第2版: 机器学习，深度学习，时间序列分析，MetaTrader™5 Live Trading的风险和投资组合管理

本书介绍了将投资组合管理，统计和机器学习应用于MetaTrader™ 5的实时交易的好处。

第二个版本使我们能够调整现有章节的某些要点，尤其是根据您对第一个版本的反馈添加3个新章节。因此，我很自豪地为您提供3个新章节: “高级回测方法”，“功能和目标工程” 和 “从无到有交易机器人”。

• 学习项目组合管理技术及如何实现优化标准
• 如何在交易中使用最有价值的指标回测策略
• 从您的经纪人导入数据以尽可能接近市场
• 通过配对交易策略学习统计套利
• 使用机器学习、深度学习和时间序列分析生成市场预测
• 了解如何找到最佳的获利，止损和利用策略
• 运用组合管理组合交易策略，提高策略的稳健性
• 将您的Python算法连接到MetaTrader 5，并使用demo或实时交易帐户运行它
• 使用书中的所有代码进行实时交易或筛选，如果您更喜欢手动交易