Building Algorithmic Trading Systems, + Website

A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Trading (Wiley Trading)

002e63de_medium Author Kevin Davey
Isbn 9781118778982
File size 6MB
Year 2014
Pages 288
Language English
File format PDF
Category Economics

Book Description:

Quite informative, a step-by-step review of the process leading to live algorithmic trading strategies one can trust. M. Davey does provide a complete view of the methods he uses daily from preliminary idea testing to the ongoing monitoring of a strategy run in real time. Even the discretionary trader will gather useful tips and insights, e.g. the emphasis on the benefits of diversification, a rarely promoted feature. The chapters are kept short and reading the book is a breeze. A must-read for traders of any seniority willing to improve their practice.



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