The Agnostic Trader: Exploring the Financial Markets using Python and Machine Learning - Couverture souple

López Oñate, David

Couverture souple

ISBN 13 : 9798341061965

Editeur : Independently published, 2024

Synopsis

Stop Guessing, Start Building. Go from Data to a Deployed Trading Bot with this Rigorous, Step-by-Step Guide.

Are you tired of rigid trading strategies that fail the moment market conditions change? The Agnostic Trader: Exploring the Financial Markets Using Python and Machine Learning introduces a revolutionary framework that moves beyond gut feelings and flawed heuristics into the world of professional, data-driven quantitative trading.

This book rejects the two biggest pitfalls of algorithmic trading: the naive "brute-force" search that leads to overfit models, and the reliance on a single, fragile strategy. Instead, you will learn to build a robust, four-stage validation pipeline—a "model factory" that systematically discovers, tests, and validates high-performance trading models tailored to specific market conditions. This is the methodology used by professionals, broken down into clear, actionable steps.

Inside, you will master the complete end-to-end process:

• Build a Solid Foundation: Use Python and MQL5 to extract and prepare clean, analysis-ready historical data for any instrument.
• Engineer Powerful Features: Leverage pandas and pandas-ta to create a rich universe of technical indicators that will serve as the inputs for your models.
• Discover Winning Models (Safely): Implement a disciplined "Model Horse Race" and GridSearchCV tuning process to find the champion model while actively avoiding overfitting.
• Validate with Confidence: Learn to interpret advanced metrics like the F1-score and perform honest backtesting on unseen data to truly understand your model's edge.
• Deploy to Live Markets: Write a clean, modular, and scalable Python bot to execute your model's signals automatically in the MetaTrader 5 platform.
• Analyze and Adapt: Generate detailed performance reports, including separate PnL curves for BUY and SELL trades, to diagnose your model's strengths and weaknesses.

This book is for:

• Traders & Investors who want to systematize their strategies and gain a true statistical edge.
• Python Developers looking to apply their coding skills in the lucrative and challenging domain of finance.
• Data Scientists & ML Practitioners who want to learn how to apply their skills to noisy, non-stationary financial time-series data.
• Finance Students & Quantitative Analysts who want a practical, hands-on guide to building real-world trading systems.

It's time to stop chasing "magic bullet" indicators. Become an "Agnostic Trader" by learning to trust a robust process. Build the system, test the evidence, and deploy with confidence.

Scroll up and grab your copy to start building your professional-grade trading bot today!

Détails de l'édition

• Éditeur: Independently published
• Date d'édition: 2024
• Langue: anglais
• ISBN 13: 9798341061965
• Reliure: Broché
• Nombre de pages: 120
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible