Kevin Davey

Building Algorithmic Trading Systems: A Trader's Journey from Data Mining to Monte Carlo Simulation to Live Trading...

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ISBN 13:
9781118778982
author:
Kevin Davey
format:
Paperback
publisher:
John Wiley & Sons
language:
English
Publication Year:
2014
Pages:
288
Dimensions:
18.8 x 1.5 x 23.6 cm
Genre:
Business, Finance & Law, Professional Finance, Investments & Securities
Condition:
New
Availability:
Item usually sent within 20 working days
£52.36

Description

Develop your own trading system with practical guidance and expert advice. Building Algorithmic Trading Systems: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Training by Kevin J. Davey provides step-by-step guidance on generating and validating an idea, setting entry and exit points, testing systems, and implementing them in live trading. You'll learn concrete rules for increasing or decreasing allocation to a system, as well as when to abandon one. The companion website includes tools such as Davey's own Monte Carlo simulator, enabling you to automate and test your own trading ideas. This approach helps traders develop algorithms that adapt to market fluctuations and the impermanence of even the most effective systems. By following this guide, you can develop an algorithmic approach for any trading idea using off-the-shelf software or popular platforms, and test your new system using historical and current market data.

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