Thursday, January 04, 2007

New Book on Building Automated Trading Systems

I'm looking forward to this one ....

©2007 Marc Adler - All Rights Reserved


chris said...

Referenced as 'Customers who bought items like this also bought' at amazon This one was written by a guy I know - Jeff Katz. This is one of the guys that got me started with neural nets and genetic algorithms for trading. The first platform for trading system optimization I worked on was done using a c based genetic algorithm developed by Jeff, hilighted in that book, and used to tune tons of trading systems since then using that software we made. That particular GA went the way of the dinosaur - but good book.

Tne Stridsman book is good at analysis of trading system stats. Much of that book very TradeStation specific, but much is still pretty good.

The last one I will mention is the Perry K book - . It is sort of like the John C Hull book for trading systems.

This is a good looking book though. I will put it on my amazon wish list :)

Rory said...

Sounds interesting, but I'm always suspicious of books that tackle a subject area *and* try to provide some introductory programming knowledge. They always fail of both counts, never providing anywhere near the required depth in either.

David Lattimoregay said...

I certainly will not be holding my breath on this one. I agree with the previous poster, these types of books always fall short of the promise.