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New book on Quantopian/Zipline backtesting and modeling

Hi guys,

My third book is just released today. Trading Evolved is an in-depth guide into the world of Python based backtesting. Starting with the assumption of little to no prior knowledge, I'll take you on a ride which will eventually show you how to construct advanced trading models for equities and futures.

I started writing this book a year ago after finding a lack of this type of explanatory documentation in the Python world. The tools available to us are incredibly powerful, but it is not easy for most people to really get into this way of working. It can be a daunting process to learn about Python and backtesting, both from a technical and financial perspective.

My new book is highly practical and full of source code and detailed explanations. It's my intention that by the end of this book, you will be well on your way to becoming a professional systematic trader.

You can find the new book here: https://amzn.to/31tDkwn

A considerable amount of work has gone into writing this book and I hope that the community out there will have use for it. I would greatly appreciate reviews, comments and feedback.

Thank you,

Andreas

17 responses

I just ordered the book for delivery in start of September. I really look forward to reading it and promise to come back with feedback.

Thanks!
Fredrik

Much appreciated, Fredrik! I hope you'll like it.

Hej Andreas,

That looks awesome! I’ll most likely order it either way, but I’m curious if there’s a table of contents available, and also if the book covers alpha research and how to best avoid/limit overfitting?

Mvh,
Joakim

Tjena Joakim,

You'll find a complete table of contents here: https://www.followingthetrend.com/trading-evolved/

I don't cover those topics though. I find that Rob Carver is better than I at explaining those things, and would very much recommend his books.

ac

Tackar!

That looks like just what I need. Looking forward to going through it! I might pick up one of Rob's books too while I'm at it. :)

I already ordered the book and am looking forward to it.

Quick question - for the code in the book, will there be .py or .ipynb files available for download?

Either way, I cant wait to get my hands on this! Thanks again Andreas!

Both, but mostly Notebook files. Most of the models and demos is in Jupyter, with things like bundles and the like in .py.

All the code is in the book, with explanations, and also downloadable with inline comments in the source.

@Andreas, just ordered too, and looking forward to reading your new book. It is like it is coming out just went I have a use for such a book. Thanks for putting it out.

Andreas - your site seems to have stopped serving https - I can access the site with http - although the browser still keeps spinning I can see most of the content . Also - where is the code - I can't seem to find it on your site

Thanks, Geoff. You're absolutely right, and I'm getting the techies on it. It's either a total coincidence, or the release of the book a few days ago actually generated so much traffic that my site broke. A self-DoS...

Once the site is operational again, and hopefully that's within a couple of hours, you'll find the code as well as random sample data here: https://www.followingthetrend.com/trading-evolved/

Oh, and as you rightly point out, http still works even if it is really slow. So you can get the code here http://www.followingthetrend.com/trading-evolved/ under headline Downloads.

Thanks Andreas - managed to get the code. Going through your book and examples now. BTW - appreciate the insights in your books and good to have you in the python community

With a book like this, there's sure to be updates needed and errors corrected. I've started on the list already: https://www.followingthetrend.com/2019/08/trading-evolved-errata-and-updates/

I will keep a running log here of errors, updates and changes. As this list grows large enough, I'll push out and updated version of the book.

A curious new error to highlight: Seems like Zipline won't install on Conda 4.7.10. Solution is either to downgrade Conda, as show in the article (thanks to Richard Dale), or to use pip. The latter is a bit more messy though, so downgrading Conda is easiest for now.

i just bought it and looking forward to reading it

@Andreas, just finished your book. Much appreciated. Great job.

I bought your book with the anticipation that you would cover the stuff I needed now, and it is exactly what you provided. Your book, for me, will be a great time-saver by opening doors to greater possibilities.

Having Zipline on my machine is to keep all my stuff on my machine as well (total and guaranteed program privacy).

Thank you for all the code examples and explanations. Be assured I will find good use of them.

Again, congratulation for a job well done.

Thank you, Guy! I'm glad you liked it.

Book writing is a hobby for me, and I'll keep doing it as long as it's fun. And getting positive feedback is the fun part. :)

I am brand new here. This is one of the first posts that I read and I am happy about that. I just bought your book!