Discussion in 'Educational Resources' started by qll, Feb 23, 2007.
searched on amazon, there is only one book to be published. i'd not find nothing else on the web.
Lots of good books on system trading...
Trading Systems That Work - Stridsdman
Trading Systems and Money Management - Stridsman
Design, Testing, and Optimization of Trading Systems - Pardo
Trade Your Way to Financial Freedom - Tharp
They're all good in their own way and each will help you avoid the common pitfalls of system design. Try searching for "trading systems" rather than "automated trading" at Amazon.
Search the phrase 'High Frequency Finance'.
thanks for the tip. i already have a pretty good system, but i have two problems
1, how to mathematically define my system, because a lot of time, my system depend on tape reading, -- reading how fast bid ask goes and how fast a passive order is taken... and i don't know even know how to define a TREND, even though i can use my eyes to find trends.
2 even if i have the mathematically definded system, it still requires a lot of work to be turned to programmings, so i want to find demos, simplied programmed system, then i can add my own stuffs to it.
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