Reading on quant trading strategies
I was recently asked for some recommendations for reading material on applying AI to high-frequency and quant algo-trading. I highly recommend Stefen Jensen's book:
Machine Learning for Algorithmic Trading: Predictive models to extract signals from market and alternative data for systematic trading strategies with Python, 2nd Edition by Stefan Jansen
Stefan maintains an open-source Python back-testing framework called zipline-reloaded which is a fork of the software that the Quantopian platform was built on. There is an active ecosytem around zipline with many add-ons allowing to import data from various sources; e.g. if you are working with crypto then see my zipline-tardis-bundle, which allows you to import historical crypto data from Tardis.
If you are specifically interested in high-frequency trading, then one of the seminal texts in the field is Irene Alridge’s book. Although it does not focus in Python, this is a comprehensive text that covers the theory, practice and regulatory aspects of HFT