The Ultimate Algorithmic Trading System Toolbox : Using Today’s Technology To Help You Become A Better Trader
$19.09
| Author(s) | |
|---|---|
| Pages |
358 |
| Format |
|
| Published Date |
2016 |
The Ultimate Algorithmic Trading System Toolbox is the complete package savvy investors have been looking for. An integration of explanation and tutorial, this guide takes you from utter novice to out-the-door trading solution as you learn the tools and techniques of the trade.
Introduction:
This book is designed to teach trading algorithm development, testing, and optimization. Another goal is to expose the reader to multiple testing platforms and programming languages. Don’t worry if you don’t have a background in programming; this book will provide enough instruction to get you started in developing your own trading systems. Source code and instructions will be provided for TradeStation’s EasyLanguage, AmiBroker’s AFL, and my own Python and Excel testing engines. Even though the ‘‘Holy Grail’’ will remain hidden you will find the following:
- Twenty-seven years of experience working with non-programmers in the development of their own trading algorithms
- The tools or building blocks that are used most often in the development cycle
- The core trading models that make up the majority of publicly offered trading systems
- The most important and simplest programming techniques to transform a non-quant into a not-so-non-quant
- Simple examples and explanations of complex trading ideas such as Walk Forward and Genetic Optimization and Monte Carlo simulation
- A complete toolbox to help algorithm development from idea to a finished tradable solution
This book is a toolbox and a guide and touches upon many different facets of algorithmic trading. As with any toolbox it will take time and effort to apply the tools found within to replicate the trader’s ideas in a form that not only can be tested and evaluated but fully implemented.
Contents:
- Introduction to Trading: Algorithm Development
- Stochastics and Averages and RSI! Oh, My!
- Complete Trading Algorithms
- Introduction to AmiBroker’s AFL
- Using Microsoft Excel to Backtest Your Algorithm
- Using Python to Backtest Your Algorithm
- An Introduction to EasyLanguage
- Genetic Optimization, Walk Forward, and Monte Carlo Start Trade Analysis
- An Introduction to Portfolio Maestro, Money Management, and Portfolio Analysis
The Ultimate Algorithmic Trading System Toolbox: Using Today's Technology To Help You Become A Better Trader By George Pruitt pdf
13 reviews for The Ultimate Algorithmic Trading System Toolbox : Using Today’s Technology To Help You Become A Better Trader
Clear filtersOnly logged in customers who have purchased this product may leave a review.
Dante Weeks (verified owner) –
It is interesting because it reports on the best automatic trading platforms to date, also illustrates how to create algorithms for obtaining programs based on them.
Brynleigh Soto (verified owner) –
As the title of the book says, this is THE ultimate guide for algorithmic trading. Well structured and full of concrete, practical information.
5 stars are a minimum for this book!
Annika Phan (verified owner) –
Good book
Karen Wilson (verified owner) –
This book is totally worth your money if you are interested in algorithmic trading. It provides generously many full programs in several programming languages like Python, AmiBroker or EasyLanguage, which are more valuable than the price of the book itself. About half of the book, if not more, is about explanations on them.
Just be advised that this is, consequently, a practical book and that it may not suit you if you are looking after the kind of full-English text book. If you are an advanced programmer, you could already know most of the content aswell.
Daniel Avery (verified owner) –
Awesome book write and program your own trading algorithms.
Emery Ayala (verified owner) –
GREAT BOOK
Ari Landry (verified owner) –
Nice beginning explanation to different languages of code.
Meghan Brock (verified owner) –
Hidden gem to power up your trading strategies ten-fold.
Barrett Garner (verified owner) –
Appreciate the step by step approach as well as a thorough analysis of different Strategies . Book recommended to those who are interested in Markets and less knowledgeble about programming.
Julio Ruiz (verified owner) –
This book contains a lot of useful details for how to build an algorithmic trading system. The beginning chapter starts with how to put a trading algorithm into pseudocode and then turn it into a finite state machine. There is an emphasis on why it is important to be able to explain your trading algorithm logically.
Towards the middle of the book some different trading systems are examined for their pros and cons. Often the book gives clear explanations for how to create the technical indicators by hand.
There are many different languages and tools looked at such as AmiBroker, Excel, Python, and TradeStation’s Easy Language. I found these parts to be explaining the language syntax too much. Although there is code which is included with the book and easy to access. For example, most of the chapter on Python discusses the basics such as installing Python and the Zen of Python. But the back-testing part of the algorithm did not get nearly enough discussion. I was able to download the code, but had to figure out what the code was doing on my own. I think the author should have cut down on the number of languages introduced and explained more in depth what he was trying to accomplish.
Chapter eight had some more advanced techniques such as genetic algorithms and monte carlo experiments. I thought the discussion of monte carlo runs was excellent as the author made clear how to run the simulations.
This book did an excellent job introducing the tools and methodologies used in algorithmic trading. My one suggestion would have been to go more in depth rather than broader coverage of all the languages.
Maxine Chang (verified owner) –
Having traded manually for 16 years but working towards fully automated systems the past 4 years, this book was just about the right level. Enough basic for a newbie to follow, but in depth enough to keep me flipping the pages. I loved the simple strategies & how he walked through his sample code. Well written.
Maison Vance (verified owner) –
Over the last 17 years, I have bought the Ultimate Trading Guide, Building Winning Trading Systems with Tradestation, and now The Ultimate Algo Trading System Toolbox, and have found them all extremely useful at various times of my development as a trader. This book goes beyond providing source codes for various types of trading systems like they did in the earlier two. George ensured that he helps open the doors to a handful of other system development platforms / approaches in the markets. While I wish that he covers R &/or Matlab as well, I find his chapters for Visual Basic and Python particularly well written. I haven’t use Traderstudio and the rest so can’t comment.
Keep on writing, George.
Jacqueline Mendoza (verified owner) –
George, in this book, covers a lot of ground, in just the right degree of depth and breadth, all the while keeping focus on what matters and making the content accessible, clear and concise. The book provides very practical, useful-out-of-box examples of trading systems, portfolio management and optimization routines. And to boot, the codes provided (in Python, Amibroker, Excel VBA and EasyLanguage) are a great resource for programmers of all skill levels in those languages. The accompanying content in his website is of equal value. A great investment, in my opinion.