Hi everyone, welcome to share any good book system design book for learning. There may be no perfect system that is written in any book but I believe there is always room for us to learn and improve. Let me share my recent reading: Trading Systems: A New Approach to System Development and Portfolio Optimisation My comment: A pretty good book that go through how to think system as a whole and what can we look at to evaluate a system. Bad thing is that I guess tradestation is a big supporter of this book and it always mentions and uses its function. The Complete TurtleTrader: How 23 Novice Investors Became Overnight Millionaires My comment: I believe most of the stories are true but the system may not work well in last decade since basically it is a big up and down within a range instead of a trended market. I have tested some simple trend system with Dow in last ten years but it wouldn't work well. I need to write my own code to backtest this turtle system (I believe this is the original version) and see if it works at all. I think this is a good example of a trading system and not a bad starting point to learn.