Is there a good book (or website) that provides a library of possible trading systems (entry and exit criteria) and what are the structural components (filter criteria, trailing stop methods, etc) of an automated trading system? Something like book with examples of quantitative trading strategies similar to those available in Quantopian?
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Trading Evolved: Anyone can Build Killer Trading Strategies in Python eBook: Clenow, Andreas: Amazon.co.uk: Kindle Store
Trading Evolved: Anyone can Build Killer Trading Strategies in Python eBook: Clenow, Andreas: Amazon.co.uk: Kindle Store
www.amazon.co.uk
Reviewed here:
https://www.trade2win.com/threads/adventures-in-python-and-algorithmic-trading.234307/post-3106658 #72
It’s not a book per se, but you can try Quantpedia. It’s a database of ideas for quantitative trading strategies derived out of the academic research papers. Some strategies are backtested and with codes written in QuantConnect framework.
I recommend to check out books by Howard B. Bandy for this. A very good example is - http://blueowlpress.com/books/mean-reversion-trading-systems/. He writes code for AmiBroker.
Python is future ... many people say
Other books containing complete Trading System codes:
- Cybernetic Analysis for Stocks and Futures (John Ehlers)
- Rocket Science for Traders (John Ehlers)
- Trading Systems - A New Approach To System Development (Urban Jaekle and Emilio Tomasini)
- Trading Systems, Secrets of the Masters (Joe Krutsinger)
- Beating the Financial Futures Market (Art Collins)
- Cybernetic Analysis for Stocks and Futures (John Ehlers)
- Rocket Science for Traders (John Ehlers)
- Trading Systems - A New Approach To System Development (Urban Jaekle and Emilio Tomasini)
- Trading Systems, Secrets of the Masters (Joe Krutsinger)
- Beating the Financial Futures Market (Art Collins)
