Coverart for item
The Resource Building algorithmic trading systems, + website : a trader's journey from data mining to Monte Carlo simulation to live trading, Kevin Davey

Building algorithmic trading systems, + website : a trader's journey from data mining to Monte Carlo simulation to live trading, Kevin Davey

Label
Building algorithmic trading systems, + website : a trader's journey from data mining to Monte Carlo simulation to live trading
Title
Building algorithmic trading systems, + website
Title remainder
a trader's journey from data mining to Monte Carlo simulation to live trading
Statement of responsibility
Kevin Davey
Creator
Subject
Language
eng
Summary
"Award-winning trader Kevin Davey explains how he evolved from a discretionary to a systems trader and began generating triple-digit annual returns. An inveterate systems developer, Davey explains the process of generating a trading idea, validating the idea through statistical analysis, setting entry and exit points, testing, and implementation in the market. Along the way, Davey provides insightful tips culled from his many years of successful trading. He emphasizes the importance of identifying the maximum loss a system is likely to produce and to understand that the higher the returns on a system, the higher the maximum loss. To smooth returns and minimize risk, Davey recommends that a trader utilize more than one system. He provides rules for increasing or decreasing allocation to a system and rules for when to abandon a system. As market patterns change and system performance changes and systems that performed spectacularly in the past may perform poorly going forward. The key for traders is to continue to develop systems in response to markets evolving statistical tendencies and to spread risk among different systems. An associated website will provide spreadsheets and other tools that will enable a reader to automate and test their own trading ideas.Readers will learn:- The systems Davey used to generate triple-digit returns in the World Cup Trading Championships- How to develop an algorithmic approach for around any trading idea, from very simple to the most complex using off-the-shelf software or popular trading platforms.- How to test a system using historical and current market data- How to mine market data for statistical tendencies that may form the basis of a new systemDavey struggled as a trader until he developed an algorithmic approach. In this book, he shows traders how to do the same"--
Member of
Assigning source
Provided by publisher
Cataloging source
DLC
Index
index present
Literary form
non fiction
Nature of contents
dictionaries
Series statement
Wiley trading
Label
Building algorithmic trading systems, + website : a trader's journey from data mining to Monte Carlo simulation to live trading, Kevin Davey
Link
http://ebcd.cuyahogalibrary.org/ContentDetails.htm?ID=67F60F8D-0B40-42A8-8BCC-5A179C1B98EC
Instantiates
Publication
Note
  • Includes index
  • Machine generated contents note: Acknowledgments About the Author Introduction Part 1: A Trader's Journey Chapter 1 The Birth of a Trader Chapter 2 Enough Is Enough Chapter 3 World Cup Championship of Futures Trading(r) Triumph Chapter 4 Making the Leap?Transitioning to Full Time Part 2: Your Trading System Chapter 5 Testing and Evaluating A Trading System Chapter 6 Preliminary Analysis Chapter 7 Detailed Analysis Chapter 8 Designing and Developing Systems Part 3: Developing a Strategy Chapter 9 Strategy Development?Goals and Objectives Chapter 10 Trading Idea Chapter 11 Let's Talk about Data Chapter 12 Limited Testing Chapter 13 In-Depth Testing/Walkforward Analysis Chapter 14 Monte Carlo Analysis and Incubation Chapter 15 Diversification Chapter 16 Position Sizing and Money Management Chapter 17 Documenting the Process Part 4: Creating a System Chapter 18 Goals, Initial and Walkforward Testing Chapter 19 Monte Carlo Testing and Incubation Part 5: Considerations before Going Live Chapter 20 Account and Position Sizing Chapter 21 Trading Psychology Chapter 22 Other Considerations before Going Live Part 6: Monitoring a Live Strategy Chapter 23 The Ins and Outs of Monitoring a Live Strategy Chapter 24 Real Time Part 7: Putting It All Together Chapter 25 Delusions of Grandeur Chapter 26 Conclusion Appendix A Monkey Trading Example, Tradestation Easy Language Code Appendix B Euro Night Strategy, Tradestation Easy Language Format Appendix C Euro Day Strategy, Tradestation Easy Language Format About the Companion Website Index
Carrier category
online resource
Carrier MARC source
rdacarrier
Content category
text
Content type MARC source
rdacontent
Contents
  • 77
  • Part IV
  • Creating a System
  • 153
  • Part V
  • Considerations before Going Live
  • 175
  • Part VI
  • Monitoring a Live Strategy
  • 203
  • Part I
  • Part VII
  • Cautionary Tales
  • 233
  • A Trader's Journey
  • 7
  • Part II
  • Your Trading System
  • 41
  • Part III
  • Developing a Strategy
Control code
8ocm76833561
Extent
1 online resource.
Form of item
online
Isbn
9781118778913
Isbn Type
(electronic bk.)
Lccn
2014014899
Media category
computer
Media MARC source
rdamedia
http://library.link/vocab/ext/overdrive/overdriveId
67f60f8d-0b40-42a8-8bcc-5a179c1b98ec
Specific material designation
remote
Label
Building algorithmic trading systems, + website : a trader's journey from data mining to Monte Carlo simulation to live trading, Kevin Davey
Link
http://ebcd.cuyahogalibrary.org/ContentDetails.htm?ID=67F60F8D-0B40-42A8-8BCC-5A179C1B98EC
Publication
Note
  • Includes index
  • Machine generated contents note: Acknowledgments About the Author Introduction Part 1: A Trader's Journey Chapter 1 The Birth of a Trader Chapter 2 Enough Is Enough Chapter 3 World Cup Championship of Futures Trading(r) Triumph Chapter 4 Making the Leap?Transitioning to Full Time Part 2: Your Trading System Chapter 5 Testing and Evaluating A Trading System Chapter 6 Preliminary Analysis Chapter 7 Detailed Analysis Chapter 8 Designing and Developing Systems Part 3: Developing a Strategy Chapter 9 Strategy Development?Goals and Objectives Chapter 10 Trading Idea Chapter 11 Let's Talk about Data Chapter 12 Limited Testing Chapter 13 In-Depth Testing/Walkforward Analysis Chapter 14 Monte Carlo Analysis and Incubation Chapter 15 Diversification Chapter 16 Position Sizing and Money Management Chapter 17 Documenting the Process Part 4: Creating a System Chapter 18 Goals, Initial and Walkforward Testing Chapter 19 Monte Carlo Testing and Incubation Part 5: Considerations before Going Live Chapter 20 Account and Position Sizing Chapter 21 Trading Psychology Chapter 22 Other Considerations before Going Live Part 6: Monitoring a Live Strategy Chapter 23 The Ins and Outs of Monitoring a Live Strategy Chapter 24 Real Time Part 7: Putting It All Together Chapter 25 Delusions of Grandeur Chapter 26 Conclusion Appendix A Monkey Trading Example, Tradestation Easy Language Code Appendix B Euro Night Strategy, Tradestation Easy Language Format Appendix C Euro Day Strategy, Tradestation Easy Language Format About the Companion Website Index
Carrier category
online resource
Carrier MARC source
rdacarrier
Content category
text
Content type MARC source
rdacontent
Contents
  • 77
  • Part IV
  • Creating a System
  • 153
  • Part V
  • Considerations before Going Live
  • 175
  • Part VI
  • Monitoring a Live Strategy
  • 203
  • Part I
  • Part VII
  • Cautionary Tales
  • 233
  • A Trader's Journey
  • 7
  • Part II
  • Your Trading System
  • 41
  • Part III
  • Developing a Strategy
Control code
8ocm76833561
Extent
1 online resource.
Form of item
online
Isbn
9781118778913
Isbn Type
(electronic bk.)
Lccn
2014014899
Media category
computer
Media MARC source
rdamedia
http://library.link/vocab/ext/overdrive/overdriveId
67f60f8d-0b40-42a8-8bcc-5a179c1b98ec
Specific material designation
remote

Library Locations

  • Bay Village BranchBorrow it
    502 Cahoon Road, Bay Village, OH, 44140, US
    41.483485 -81.925143
  • Beachwood BranchBorrow it
    25501 Shaker Boulevard, Beachwood, OH, 44122, US
    41.480023 -81.497353
  • Berea BranchBorrow it
    7 Berea Commons, Berea, OH, 44017, US
    41.365417 -81.852933
  • Brecksville BranchBorrow it
    9089 Brecksville Road, Brecksville, OH, 44141, US
    41.314242 -81.625908
  • Brook Park BranchBorrow it
    6155 Engle Road, Brook Park, OH, 44142, US
    41.398961 -81.822208
  • Brooklyn BranchBorrow it
    4480 Ridge Road, Brooklyn, OH, 44144, US
    41.434584 -81.735896
  • Chagrin Falls BranchBorrow it
    100 East Orange Street, Chagrin Falls, OH, 44022, US
    41.433688 -81.389189
  • Cuyahoga County Public LibraryBorrow it
    Parma, OH, 44134, US
    41.402929 -81.697346
  • Fairview Park BranchBorrow it
    21255 Lorain Road, Fairview Park, OH, 44126, US
    41.444123 -81.855905
  • Garfield Heights BranchBorrow it
    5409 Turney Road, Garfield Heights, OH, 44125, US
    41.415980 -81.603165
  • Gates Mills BranchBorrow it
    1491 Chagrin River Road, Gates Mills, OH, 44040, US
    41.520518 -81.404415
  • Independence BranchBorrow it
    6361 Selig Drive, Independence, OH, 44131, US
    41.377420 -81.647054
  • Maple Heights BranchBorrow it
    5225 Library Lane, Maple Heights, OH, 44137, US
    41.418085 -81.569649
  • Mayfield BranchBorrow it
    500 SOM Center Road, Mayfield Village, OH, 44137, US
    41.556180 -81.440920
  • MetroHealth Service PointBorrow it
    2500 MetroHealth Drive, Cleveland, OH, 44109, US
    41.462588 -81.697468
  • Middleburg Heights BranchBorrow it
    15600 East Bagley Road, Middleburg Heights, OH, 44130, US
    41.372112 -81.807860
  • North Olmsted BranchBorrow it
    27403 Lorain Road, North Olmsted, OH, 44070, US
    41.413533 -81.924630
  • North Royalton BranchBorrow it
    5071 Wallings Road, North Royalton, OH, 44133, US
    41.331242 -81.721667
  • Olmsted Falls BranchBorrow it
    8100 Mapleway Drive, Olmsted Falls, OH, 44138, US
    41.374492 -81.910033
  • Orange BranchBorrow it
    31975 Chagrin Boulevard, Pepper Pike, OH, 44124, US
    41.459072 -81.453511
  • Parma BranchBorrow it
    6996 Powers Boulevard, Parma, OH, 44129, US
    41.383683 -81.732021
  • Parma Heights BranchBorrow it
    6206 Pearl Road, Parma Heights, OH, 44130, US
    41.393477 -81.760631
  • Parma-Snow BranchBorrow it
    2121 Snow Road, Parma, OH, 44134, US
    41.404912 -81.697401
  • Richmond Heights BranchBorrow it
    5235 Wilson Mills Road, Richmond Heights, OH, 44143, US
    41.539892 -81.491299
  • Solon BranchBorrow it
    34125 Portz Parkway, Solon, OH, 44139, US
    41.380120 -81.435601
  • South Euclid-Lyndhurst BranchBorrow it
    1876 South Green Road, South Euclid, OH, 44121, US
    41.509537 -81.520366
  • Southeast BranchBorrow it
    70 Columbus Road, Bedford, OH, 44146, US
    41.394488 -81.534121
  • Strongsville BranchBorrow it
    18700 Westwood Drive, Strongsville, OH, 44136, US
    41.316980 -81.832314
  • Warrensville Heights BranchBorrow it
    4415 Northfield Road, Warrensville Heights, OH, 44128, US
    41.441084 -81.526114
Processing Feedback ...