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Book Reviews

Thomas Stridsman – Trading Systems That Work – Review

At first I was a bit skeptical taking this book to hand because it was published 20 years ago, therefore the title sounds like a book about aged trading strategies that probably don’t work anymore. But since few traders had recommended to read this book I gave it a shot. After reading the introduction, I […]

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Good trading ideas often turn out to be bad when backtested

First off, my trading timeframes vary from short to intermediate, but I am looking at the bigger picture to compound risk premium over time in the US stock market. I like to build quantitative trading systems that don’t need me in front of the screens during market hours. I had been swing trading and studying […]

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Book Reviews

Rishi K. Narang – Inside the Black Box – Review

A book about quantitative and high frequency trading. Published in 2013, this is the second edition. Rishi Narang talks about the quants, traders who use computerized approach to find alpha strategies to generate returns by systematically selecting and sizing various financial holdings. This book explains the difference between discretionary and systematic trading: what, how and […]

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Larry Connors – How Markets Really Work – Review

This book was published in 2012. It’s written by Laurence A. Connors and co-authored by Cesar Alvarez who seems to be behind the technology and testing of quant strategies. It is second edition. The first edition was published in 2004. Market edges It starts with an excerpt from their first edition written in 2003 about […]

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Book Reviews

Howard Bandy – Quantitative Trading Systems – Review

Dr. Howard Bandy, the author of this book has university degrees in computer science, engineering, mathematics and physics. He is specialized in artificial intelligence and applied mathematics. He has been programming successful stock trading systems and was a senior research analyst for a CTA company. The book is about quantitative trading systems that rely on […]