Building Winning Algorithmic Trading Systems

Building Winning Algorithmic Trading Systems

11 November 2018, 21:05
Flavio Jarabeck

2014, 225 pages, by Kevin J. Davey – If you ever wanted to start developing your own trading systems/methodologies, this is a great book.

This book is for those who have the “programmer/developer” soul within… It will not teach you how to literally program a robot, but it will teach you all the steps required to build a successfull automated trading system. It also has several sections on how can you prepare yourself to “live” from the “market”…

Some topics from the book:

  • How to apply Historical Backtesting
  • Out-of-Sample testing.
  • Walk-Forward analysis.
  • Monte Carlo simulation.
  • How will you Enter a market.
  • How will Exit a market.
  • Timeframes.
  • Position sizing.
  • Incubation period.
  • Live trading.

Even if you are searching for methodologies to trade in manual mode, this book can help you to filter out and teach you the correct way to assess your studies and searches for the “perfect” algorithm…

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