Название: Building Winning Algorithmic Trading Systems, + Website: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Trading
Автор: Kevin J. Davey
Издательство: Wiley
Год: 2014
Страниц: 288
Формат: EPUB
Размер: 10 Mb
Язык: English
Develop your own trading system with practical guidance andexpert advice
In Building Algorithmic Trading Systems: A Trader's JourneyFrom Data Mining to Monte Carlo Simulation to Live Training,award-winning trader Kevin Davey shares his secrets for developingtrading systems that generate triple-digit returns. With bothexplanation and demonstration, Davey guides you step-by-stepthrough the entire process of generating and validating an idea,setting entry and exit points, testing systems, and implementingthem in live trading. You'll find concrete rules for increasing ordecreasing allocation to a system, and rules for when to abandonone. The companion website includes Davey's own Monte Carlosimulator and other tools that will enable you to automate and testyour own trading ideas.