Transform financial market data into algorithmic trading strategies and deploy them into a live trading environment with recipes leveraging modern Python libraries like pandas, Polars, and DuckDB Key Features Follow practical, production-grade Python recipes to acquire, visualize, and store financial market data - Design, backtest, and evaluate the performance of trading strategies using professional techniques - Deploy trading strategies built in Python to a live trading environment with API connectivity Book Description Get Python code for algorithmic trading along with practical guidance from Jason Strimpel, founder of PyQuant News and a veteran of global trading and risk management. This highly practical book takes you from core algorithmic trading concepts and modern data acquisition to rigorous backtesting and strategy execution. Detailed recipes show you how to use the OpenBB Platform to source free equities, options, and futures data. Using that data, accelerate research with Parquet, Polars, DuckDB, and ArcticDB. You’ll engineer alpha factors with SciPy and statsmodels, using PCA to find latent factors, regression to hedge beta, and measure Fama-French exposures. Then optimize backtests with walk-forward analysis using VectorBT and build production-grade backtests with Zipline Reloaded. You’ll evaluate alpha with pro tools like Alphalens Reloaded and PyFolio and apply agentic AI workflows to automate research and code generation. For execution, you’ll connect to Interactive Brokers’ API to stream ticks, place and manage orders, retrieve portfolio state, and deploy strategies with monitoring and risk KPIs suitable for live trading. By the end of this book, you’ll not only understand the essentials, but you’ll also have the code templates and patterns to implement, evaluate, and operate Python-based algorithmic trading strategies. What you will learn Acquire equities, futures, and options data using OpenBB and FMP - Process and analyze time series data efficiently with pandas and Polars - Store and query massive datasets with ArcticDB, DuckDB, and Parquet - Visualize trading data using Matplotlib, Seaborn, and Plotly Dash - Engineer alpha factors using PCA, regression, and Fama-French models - Backtest strategies with VectorBT and Zipline Reloaded frameworks - Evaluate performance and risk using Alphalens Reloaded and PyFolio - Deploy and automate live trades using the Interactive Brokers API Who this book is for This book is for traders, investors, and Python enthusiasts who need practical code to acquire, analyze, and automate algorithmic trading strategies using modern, high-performance Python tools. Readers should have some exposure to investing or trading, a basic familiarity with Python syntax, and a basic knowledge of libraries such as Pandas and NumPy. This book is ideal for discretionary traders who want to adopt a systematic approach and apply professional techniques, such as factor modeling, backtesting, and execution automation, to trading workflows using Python. Table of Contents Acquire Free Financial Market Data with Cutting-Edge Python Libraries - Analyze and Transforming Financial Market Data with pandas - Accelerate Financial Market Data Analysis with Parquet, DuckDB, and Polars - Visualize Financial Market Data with Matplotlib, Plotly, and Streamlit - Build a Quantamental Research Database with ArcticDB - Conduct Market Research with Advanced AI and Agentic Workflows - Build Alpha Factors for Stock Portfolios - Event-Based Backtesting Factor Portfolios with Zipline Reloaded (N.B. Please use the Read Sample option to see further chapters) Jason Strimpel is the founder of PyQuant News and co-founder of Trade Blotter, with a career spanning over 20 years in trading, risk management, and data science. He previously traded for a Chicago-based hedge fund, served as a risk manager at JPMorgan, and managed production risk technology for an energy derivatives trading firm in London. In Singapore, Jason served as the APAC CIO for an agricultural trading firm and built the data science team for a global metals trading firm. He holds degrees in finance and economics and a Master's in quantitative finance from the Illinois Institute of Technology. His career has taken him across America, Europe, and Asia. Jason shares his expertise through the PyQuant Newsletter, social media, and teaches the course "Getting Started With Python for Quant Finance."