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Hands-on Financial Trading with Python: Build, backtest, and deploy professional trading strategies using a proven end-to-end framework
Author(s): Cordell L. Tanny (Author)
- Publisher: Packt Publishing - ebooks Account
- Publication Date: January 11, 2027
- Language: English
- Print length: 483 pages
- ISBN-10: 1806664453
- ISBN-13: 9781806664450
Book Description
Discover a complete and proven workflow by building a real algorithmic trading strategy from start to finish with all production-ready code included instead of just learning Python libraries
Key Features
- Master the end-to-end workflow to build robust algorithmic trading systems from data ingestion to cloud deployment
- Construct a live volatility regime switching strategy that evolves in every chapter
- Learn forensic skills to detect lookahead bias and overfitting before risking capital
Book Description
Most Python trading books teach libraries in isolation. This book teaches you the complete workflow professionals use to build systematic strategies. The book walks you through the complete journey. You start by acquiring and cleaning market data, handling the messy realities of missing values and misaligned time series. With clean data in hand, you move into exploration: visualizing market relationships, forming trading hypotheses, and identifying patterns worth pursuing. Signal generation follows naturally from that analysis. You build indicators, define entry and exit rules, then validate everything through rigorous backtesting using walk-forward analysis and out-of-sample testing. The final stage: evaluating performance with institutional-grade metrics and deploying your strategy for automated execution.
This entire process is demonstrated through one volatility tail-hedge strategy, built progressively across every chapter. Same data, same strategy, layer by layer. You see how each step connects to the next. You'll learn professional standards developed over 25 years of institutional trading: spotting lookahead bias, structuring production code, validating backtests, and distinguishing real edges from noise. All code included.
By the end, you have a working strategy and a repeatable framework for building your own.
What you will learn
- Master the full workflow from data acquisition to live strategy deployment
- Build production ready code using VectorBT, QuantStats and pandas ta
- Conduct exploratory analysis to uncover and validate trading signals
- Generate algorithmic signals using momentum, mean reversion and machine learning
- Apply rigorous backtesting to guard against overfitting and lookahead bias
- Evaluate strategies using industry standard portfolio metrics
- Deploy and automate strategies on cloud platforms like PythonAnywhere
- Detect and eliminate silent risks such as survivorship bias
Who this book is for
This book is for anyone who wants to build trading strategies professionally. It is suited for portfolio managers automating processes, data scientists entering financial markets, and traders going systematic. Regardless of background, many face the same frustration of books that teach tools but not how to build complete strategies. This book fills that gap and assumes working knowledge of intermediate Python including functions, loops, and pandas basics, along with core finance concepts such as returns, volatility, and risk.
Table of Contents
- Introduction to Algorithmic Trading
- Setting Up a Python Quantitative Workflow
- Exploratory Data Analysis
- Data Retrieval
- Data Preparation
- Removing Noise from Financial Data
- Understanding Backtesting
- Strategy Evaluation
- Out of Sample Testing and WalkForward Analysis
- How to Spot a Bad Backtest
- Algorithmic Trading Strategies
- Time-Series Models
- Advanced Trading Strategies: Introduction to Machine Learning
- Machine Learning in Practice
- AI as an Experimental Alpha Signal Generator
- Version Control with Git
- Deploying and Automating your Trading Strategies with Python
Editorial Reviews
About the Author
Cordell Tanny possesses over 25 years of expertise in designing and deploying algorithmic trading systems for institutional markets. Leveraging a B.Sc. in Biology from McGill University, he applies a scientific, hypothesis-driven methodology to finance. He held senior roles at Standard Life Investments and RBC, overseeing a $2 billion CAD multi-asset program. Cordell is a CFA Charterholder, Certified FRM, and holds the FDP charter. Currently a quantitative consultant, he architects bespoke Python-based trading infrastructures and machine learning models for investment firms. He lectures at Concordia University and develops comprehensive online curricula on systematic trading. He frequently addresses CFA Societies on the technical implementation of AI strategies.
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