Learn¶

kaggle competition: optiver-trading-at-the-close¶

https://www.kaggle.com/competitions/optiver-trading-at-the-close/discussion

• 7th: https://github.com/nimashahbazi/optiver-trading-close

• https://github.com/beingamanforever/Optiver-Trading-at-the-close

• blog: https://medium.com/@joehbridges/gauging-the-market-optivers-trading-at-the-close-kaggle-competition-27b73f7789c0

books¶

• https://www.oreilly.com/library/view/energy-trading-and/9781118339343/

• Energy Trading and Risk Management: A Practical Approach to Hedging, Trading and Portfolio Diversification

• Stochastic Modeling of Electricity and Related Markets

• Machine Learning for Algorithmic Trading: Predictive models to extract signals from market and alternative data for systematic trading strategies with Python

• Quantitative Financial Analytics: The Path to Investment Profits

• Quantitative Trading: How to Build Your Own Algorithmic Trading Business

• Building Winning Algorithmic Trading Systems: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Trading

• Algorithmic Trading: Winning Strategies and Their Rationale

ml design¶

• Advances in Financial Machine Learning

• https://github.com/doda/advances-in-financial-ml-notes

algorithm trading¶

https://www.linkedin.com/pulse/challenges-algorithmic-trading-short-term-energy-market-ishutin

basic analysis using polars and duckdb:

• https://medium.com/@codewithmuse/41ffb7090a38

blogs¶

• https://flex-power.energy/energyblog

• https://quantfin.net

repos¶

• https://github.com/tradytics/eiten: Algorithmic Investing Strategies for Everyone