Part 1
Intro¶
How to place high-frequency financial orders using only the order book of a market?
Tonight, we will see how to execute various financial operations at high speed online with Python, also introducing several financial concepts such as the order book, bid, ask, and spread.
Attention: with these videos, we aim to discuss technology and not provide any financial advice of any kind.
In particular, we will cover:
- Theoretical introduction (order book, bid, ask, and spread)
- Description of Python libraries
- Implementation in Python of atomic functions
- Implementation of an algorithm
- Live execution
- Q&A
Meetup hosted by Pietro Pisoni and Daniele Raimondi
Material¶
