Книга по алготрейдингу

Складчина: Книга по алготрейдингу

Электронная книга
The Black Book of Financial Hacking - Черная книга финансового хакинга
Йоханн Кристиан Лоттер

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Автор: Скрытая ссылка.

Описание книги:

Мечта трейдера: сидеть с холодным пивом на пляже, в то время как твой компьютер приносит деньги алгоритмической торговлей.
Реально ли это? Возможно.

Книга об основах разработки и тестирования алгоритмических стратегий и систем. В последние годы, автор и его команда разработали более 400 систем для компаний и частных трейдеров. Он знает все секреты и ловушки, объясняет в деталях методы для разработки успешных торговых стратегий, правильного тестирования и анализа. Примеры таких систем приведены в книге вместе с новыми, не доступными публике, торговыми методами.

Форматы: azw3, epub, pdf


A trader's dream: While he sits with a cool beer on the beach, his computer breeds money by automated trading. Can this actually work? Answer: It depends.

This textbook provides the fundamentals for developing and testing algorithmic trading systems. In recent years, the author and his team have developed more than 400 such systems for institutes and private traders. He knows all the tricks and traps, and explains in detail the methods to develop successful trading systems, to test them properly, and to find out beforehand under which conditions they work and when they fail. Examples of such systems are presented with new, partially unpublished trading methods. All the systems are included in the accompanying software and can be directly traded.

Спойлер: Содержание

Content


Preface

1 Dealing with money

Trading 101

„There’s gold in them hills!”

Ticks, Bars, Candles

How does a trading system work?

Technical analysis – sense and nonsense

Conclusion​

2 Programming in 3 hours

Hour 1: Variables

Some sort of pocket calculator

Hour 2: Functions

Passing variables to and from functions

The printf function

Hour 3: Branches and loops

Loops

Conclusion​

3 Follow the trend

A basic trend trading strategy

Buying and selling

Testing a strategy

Analyzing the trades

The Market Meanness Index

Performance measurement

The Monte Carlo Method

Conclusion​

4 Against the Trend

The counter trend algorithm

Plotting signals

The dominant cycle

Training

Walk-forward optimization

Beware of bias

Rules of thumb

Conclusion​

5 The Money Breeder

A portfolio system

Portfolio analysis

Money Management

The square root rule

Conclusion​

6 Candles to kill for

Detecting patterns

Ready for Price Action

Reality Check

The bell curve

Conclusion​

7 Anatomy of a Scam Robot

The robot script

Distributing the profits

The dreaded martingale method

How to get rich with a losing system

Conclusion​

8 Developing own systems

The development process

Strategies that work

Strategies that don't work

Regular income by trading​

Appendix

The Market Meanness Index

Tips and tricks

Useful books​

Перевод некоторых его статей на русском Скрытая ссылка