Systematic Futures Trading with Python: Building Quantitative Strategies Across Global Futures Markets by James Preston, Alice Schwartz
English | May 10, 2026 | ISBN: N/A | ASIN: B0H16P6MK3 | 481 pages | EPUB | 0.59 Mb
Reactive Publishing
Systematic futures trading gives quantitative traders a structured way to research, test, and evaluate strategies across global futures markets. This book provides a practical Python-based guide to building futures trading systems using data, signals, risk controls, and disciplined portfolio construction.
Systematic Futures Trading with Python introduces the core components of quantitative futures research, including market data preparation, return analysis, signal design, backtesting logic, volatility targeting, position sizing, and performance evaluation. The book focuses on practical implementation rather than theory alone, showing how Python can be used to develop repeatable workflows for strategy research and model validation.
Inside, readers will explore how trend, carry, volatility, and macro-style signals can be designed, tested, and combined within a systematic framework. The book also covers important risk and execution considerations, including drawdowns, leverage, diversification, transaction costs, and the limitations of historical testing.
Designed for traders, analysts, and technically minded investors, this guide helps readers move from isolated trading ideas toward a more structured research process.
Inside the book, readers will learn how to:
Develop Python workflows for futures market research
Build and evaluate systematic trading signals
Structure backtests with realistic assumptions
Apply volatility targeting and position sizing methods
Analyze drawdowns, returns, risk, and portfolio behavior
Compare individual strategies against multi-signal systems
Understand the practical limitations of quantitative futures models
Whether you are expanding your quantitative trading knowledge or building a research framework for systematic futures strategies, this book offers a clear and practical foundation for working with futures markets in Python.
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