Zachari SaltmerThe book that moved markets from something I read about to something I could interrogate. Every chapter ends with code that runs, and the running is where the understanding actually happens.
Library
Mastering Financial Markets with Python
Read · February 2024
Thoughts
Part of my Python-for-markets run. Kaabar writes like someone who has actually executed the code, which is rarer than it should be in finance publishing. The real value isn't the indicators; it's watching each concept collapse from jargon into twenty lines of readable Python. Demystifying is the whole game.
Learned
- Most indicators are arithmetic wearing a suit. Implementing one yourself demystifies it permanently.
- Backtest before you believe: a strategy that only worked in the example chart is a story, not a strategy.
- Look-ahead bias is the quiet killer. The model must only ever see the past it could have known.