This repository contains the code examples and exercises (tbc) from the book "Quantitative Trading Strategies Using Python" by Peng Liu. The book covers various topics related to quantitative trading, including technical analysis, statistical testing, and machine learning techniques.
Chapter 1: Quantitative Trading: An Introduction
Chapter 2: Electronic Market
Chapter 3: Forward and Futures Contracts
Chapter 4: Understanding Risk and Return
Chapter 5: Trend-Following Strategy
Chapter 6: Momentum Trading Strategy
Chapter 7: Backtesting a Trading Strategy
Chapter 8: Statistical Arbitrage with Hypothesis Testing
Chapter 9: Optimizing Trading Strategies with Bayesian Optimization
Chapter 10: Pairs Trading Using Machine Learning (TBC)