End-to-End Trading Systems
The reader will build a complete algorithmic trading system — from data ingestion and signal generation through backtesting, risk management, and live execution — using Python and battle-tested open-source libraries.
Market data APIs, tick and bar data handling, technical indicator implementation, signal generation, event-driven backtesting, vectorized backtesting, transaction cost modeling, position sizing, portfolio construction, broker API integration, paper trading, live execution, logging, and monitoring.
A production-ready algorithmic trading framework with modular data feeds, strategy engine, backtester, risk manager, and broker connectivity layer.
