Building winning algorithmic trading systems : a trader's journey from data mining to Monte Carlo simulation to live trading /

• Main Author: Davey, Kevin J., 1966-
• Format: eBook
• Language: English
• Published: Hoboken, New Jersey, Wiley, [2014]
• Series: Wiley trading series.
• Subjects: Futures.; Portfolio management.; Investment analysis.; Monte Carlo method.; Electronic trading of securities.; BUSINESS & ECONOMICS / Finance.; Electronic books.

"Award-winning trader Kevin Davey explains how he evolved from a discretionary to a systems trader and began generating triple-digit annual returns. An inveterate systems developer, Davey explains the process of generating a trading idea, validating the idea through statistical analysis, settin...