Book recommedations on Algo trading and backtesting

Discussion in 'Automated Trading' started by cafeole, Nov 1, 2020.

  1. That mythical trend-following skew that sometimes comes and sometimes does not...
     
    #51     Dec 17, 2020
  2. Zodiac4u

    Zodiac4u

    Its on PDF and free, just floating around the world wide web. I grabbed a copy for myself, will look at it later.
     
    #52     Dec 17, 2020
    MarkBrown likes this.
  3. %%
    Could be;
    NOv 2020.
    But with 2021\ i'm glad i kept looking.
    Including but not limited to magazine articles..........................................................
     
    #53     Feb 10, 2021
  4. cafeole

    cafeole

    Has anyone read Quantitative Technical Analysis by Howard Bandy? I am reading the chapter on Issue Selection and don't see how he gets his charts and text outputs from the python code he shows at the end of the chapter.
     
    #54     Feb 18, 2021
  5. You might want to check out Stefan Jansen's ML4T. Not done with it yet but it's a good read, very detailed.
     
    #55     Feb 22, 2021
    cafeole likes this.