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Trend Following Systems - 2nd Edition: A DIY Project- Batteries Included : Can You Reboot and Fix Yesterday's Algorithms to Work with Today's Markets?
The 2nd Edition was published in April 2022!
From the First Edition - Learn the Classic Trend following algorithms from one of the original quants - George Pruitt. These algorithms have seemingly become outdated, but with today's technology, they can be brought back to life. If you like algorithms, you will love this book as George takes the reader on a journey of algorithm development by sharing his 30 years of experience working with retail and institutional clients. The most popular algorithms will be presented, tested and evaluated. Many other not so well known algorithms will also be put under the microscope to see if there is a gold nugget hidden away in one of the oldest trading libraries available. From the Second Edition - Modern testing tools will be used to modify these older algorithms in an attempt to bring back their luster. The TradingSimula_18-2022 software has been refactored, so programming and testing algorithms are now easier than ever . Remember this software is included for free . This book is completely all the data and the library of Trend Following algorithms, with fully disclosed source codes, are included. As an added bonus , a simple charting tool is now available to plot comma delimited time series data and several popular indictators. The algorithms are compatible with TradeStation and other EasyLanguage compliant software platforms. All the systems' performance metrics have been updated through 2021. Come along the journey as George reaches far into the past to bring out an arsenal of older algorithms and then shows how they can be programmed and evaluated with today's latest technology. As a plus, you will learn a bunch of Python , but don't worry if you are a beginner. Everything is clearly explained and demonstrated - start your Quant journey today.
From the First Edition - Learn the Classic Trend following algorithms from one of the original quants - George Pruitt. These algorithms have seemingly become outdated, but with today's technology, they can be brought back to life. If you like algorithms, you will love this book as George takes the reader on a journey of algorithm development by sharing his 30 years of experience working with retail and institutional clients. The most popular algorithms will be presented, tested and evaluated. Many other not so well known algorithms will also be put under the microscope to see if there is a gold nugget hidden away in one of the oldest trading libraries available. From the Second Edition - Modern testing tools will be used to modify these older algorithms in an attempt to bring back their luster. The TradingSimula_18-2022 software has been refactored, so programming and testing algorithms are now easier than ever . Remember this software is included for free . This book is completely all the data and the library of Trend Following algorithms, with fully disclosed source codes, are included. As an added bonus , a simple charting tool is now available to plot comma delimited time series data and several popular indictators. The algorithms are compatible with TradeStation and other EasyLanguage compliant software platforms. All the systems' performance metrics have been updated through 2021. Come along the journey as George reaches far into the past to bring out an arsenal of older algorithms and then shows how they can be programmed and evaluated with today's latest technology. As a plus, you will learn a bunch of Python , but don't worry if you are a beginner. Everything is clearly explained and demonstrated - start your Quant journey today.
Hardcover
Published December 9, 2019
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