Python Cryptocurrency CTA Quant Trading: 111 Practical Techniques

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CHAPTER 01: Python Fundamentals

Technique 1 【Concept】Python Installation Guide

Step-by-step setup for Python environments.

Technique 2 【Hands-on】Executing Python Examples from This Book

Configure IDEs (VSCode/Jupyter) to run code snippets.

Technique 3 【Hands-on】Basic Data Types

Strings, integers, floats, and boolean operations.

Technique 4 【Hands-on】Operators & Math Functions

Arithmetic, comparison, and math module usage.

Technique 5 【Hands-on】String Manipulation

Slicing, formatting (f-strings), and regex basics.

... (continues through Technique 16)

CHAPTER 02: Pandas Library

Technique 17 【Hands-on】Pandas Data Structures

Series vs. DataFrame with crypto price examples.

Technique 18 【Hands-on】Data Cleaning

Handling missing values (fillna()) and duplicates.

👉 Master Pandas for crypto analysis

... (continues through Technique 23)

CHAPTER 03: Crypto & Quant Trading Basics

Technique 24 【Concept】Cryptocurrency Assets

BTC/ETH fundamentals vs. altcoins.

Technique 25 【Concept】Stablecoins Explained

USDT, USDC, and algorithmic stablecoins.

... (continues through Technique 36)

CHAPTER 04: Historical Data & Technical Analysis

Technique 37 【Concept】Binance API Python Wrapper

python-binance for OHLCV data fetching.

Technique 38 【Concept】Candlestick (K-line) Anatomy

Open/High/Low/Close pricing structure.

👉 Optimize crypto trading strategies

... (continues through Technique 57)

CHAPTER 05: Building CTA Strategies

Technique 58 【Concept】Backtesting Workflow

Walk-forward vs. Monte Carlo testing.

Technique 59 【Concept】Strategy Design

Mean-reversion vs. momentum approaches.

... (continues through Technique 78)

FAQs

Q: How to avoid overfitting in crypto trading strategies?

A: Use out-of-sample testing (Technique 76) and limit parameter permutations.

Q: Best Python libraries for crypto quantitative finance?

A: Pandas (data), TA-Lib (indicators), Backtrader (backtesting).

Q: WebSocket vs. REST API for real-time data?

A: WebSockets (Technique 81) reduce latency for live trading.

CHAPTER 09: Deployment Challenges

Technique 110 【Concept】Server Time Synchronization

NTP setup to align with exchange timestamps.

Technique 111 【Hands-on】Signal-to-Order Execution

Automated trade routing with error handling.


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