Systematic trading allows you to test and evaluate your trading ideas before risking your money. By formulating trading ideas as concrete rules, you can evaluate past performance and draw conclusions about the viability of your trading plan. Following systematic rules provides a consistent approach where you will have some degree of predictability of returns, and perhaps more importantly, it takes emotions and second guessing out of the equation. From the onset, getting started with professional grade development and backtesting of systematic strategies can seem daunting. Many resort to simplified software which will limit your potential. Trading Evolved will guide you all the way, from getting started with the industry standard Python language, to setting up a professional backtesting environment of your own. The book will explain multiple trading strategies in detail, with full source code, to get you well on the path to becoming a professional systematic trader. This is a highly practical book, where every aspect is explained, all source code shown and no holds barred. Written by Andreas F. Clenow, author of the international best sellers Following the Trend and Stocks on the Move, Trading Evolved goes into greater depth and covers strategies for trading both futures and equities. "Trading Evolved is an incredible resource for aspiring quants. Clenow does an excellent job making complex subjects easy to access and understand. Bravo." -- Wes Gray, PhD, CEO Alpha Architect
Author(s): Andreas F. Clenow
Year: 2019
Language: English
Pages: 442
1 About this Book
2 Systematic Trading
3 Developing Trading Models
4 Financial Risk
5 Introduction to Python
6 Bring out the Pandas
7 Backtesting Trading Strategies
8 Analyzing Backtest Results
9 Exchange Traded Funds
10 Constructing ETF Models
11 Equities
12 Systematic Momentum
13 Futures Models
14 Futures Modeling and Backtesting
15 Futures Trend Following
16 Time Return Trend Model
17 Counter Trend Trading
18 Trading the Curve
19 Comparing and Combining Models
20 Performance Visualization and Combinations
21 You can’t beat all of the Monkeys all of the Time
22 Guest Chapter : Measuring Relative Performance
23 Importing your Data
24 Data and Databases
25 Final Words – Path Forward