The Ultimate Algorithmic Trading System Toolbox : Using Today’s Technology To Help You Become A Better Trader
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.
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.
- 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