Jiri Pik - Hands-On Financial Trading with Python

A practical guide to using Zipline and other Python libraries for backtesting trading strategies

Jiri Pik

Sourav Ghosh

BIRMINGHAMMUMBAI

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Jiri Pik is an artificial intelligence architect and strategist who works with major investment banks, hedge funds, and other players. He has architected and delivered breakthrough trading, portfolio, and risk management systems, as well as decision support systems, across numerous industries. His consulting firm, Jiri PikRocketEdge, provides its clients with certified expertise, judgment, and execution at lightspeed.

Sourav Ghosh has worked in several proprietary high-frequency algorithmic trading firms over the last decade. He has built and deployed extremely low-latency, high-throughput automated trading systems for trading exchanges around the world, across multiple asset classes. He specializes in statistical arbitrage market-making and pairs trading strategies for the most liquid global futures contracts. He works as a senior quantitative developer at a trading firm in Chicago. He holds a master's in computer science from the University of Southern California. His areas of interest include computer architecture, FinTech, probability theory and stochastic processes, statistical learning and inference methods, and natural language processing.

Ratanlal Mahanta is currently working as a quantitative analyst at bittQsrv, a global quantitative research company offering quant models for its investors. He has several years of experience in the modeling and simulation of quantitative trading. He holds a master's degree in science in computational finance, and his research areas include quant trading, optimal execution, and high-frequency trading. He has over 9 years' experience in the finance industry and is gifted at solving difficult problems that lie at the intersection of markets, technology, research, and design.