"Building Winning Algorithmic Trading Systems" by Kevin J. Davey outlines a professional "Strategy Factory" approach for developing, testing, and implementing automated trading strategies, emphasizing robust validation methods like Monte Carlo simulations. The book offers a comprehensive guide for transforming discretionary strategies into systematic, rule-based processes for enhanced risk management and performance. Purchase the book from Target . Go to product viewer dialog for this item.
Building Winning Algorithmic Trading Systems: A Trader's Journey from Data Mining to Monte Carlo Simulation to Live Trading Building Algorithmic Trading Systems: A Trader’...