Trading Financial Markets
After spending many years tackling prediction and classification problems in remote sensing, defense, and biomedical applications, I turned my attention to predicting moves in financial markets. Since the early 90's I have been employed as a consultant by multiple market trading firms, using rigorous, statistically supportable algorithms to help them evaluate and improve their trading systems. After I retired a couple years ago I began documenting some of my most important tools for developing, evaluating, tweaking, and monitoring ongoing efficacy of market trading systems. This book presents a collection of some of my favorite go-to methods.
Note that this book does not include actual, practical trading systems. Any such systems that live in my head are either worthless or proprietary trade secrets. But if you have your own ideas for trading systems, this book will provide you with a set of tools that will help you evaluate the potential value of your system, tweak it to improve its profitability, and monitor its ongoing performance to detect deterioration before it fails catastrophically. Any serious market trader would do well to employ the methods described in this book.
To download the Table of Contents and Introduction, click here.
To purchase this book on Amazon, click here.
To download the source code referenced in the book, click here. Note that a long-standing bug in GoDaddy's web hosting service occasionally makes it difficult to download Zip files. They sometimes give the file a long nonsensical name without the zip extension, which makes it necessary to download their file and then rename it to a zip file before unzipping it yourself.