Trend Following Systems (CreateSpace)
Wednesday, 01 January 2020

Trend following algorithms have seemingly become outdated, but this book, which asks on its cover "Can You Reboot and Fix Yesterday's Algorithms to Work with Today's Markets?" argues that with today's technology, they can be brought back to life. In his "DIY Project - Batteries Included" George Pruitt takes the reader on a journey of algorithm development by sharing his 30 years of experience working with retail and institutional clients. The book presents, tests and evaluates the most popular trend following algorithms, and many other not so well known algorithms are also be put under the microscope to see if there is a gold nugget hidden away in one of the oldest trading libraries available.

<ASIN:1723499099>

 

Author: George Pruitt
Publisher: CreateSpace Independent Publishing Platform
Date: December 2019
Pages: 209
ISBN: 978-1723499098
Print: 1723499099
Kindle: B082QY381Y
Audience: General
Level: Intermediate
Category: Theory & Techniques

 

 

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Book Watch is I Programmer's listing of new books and is compiled using publishers' publicity material. It is not to be read as a review where we provide an independent assessment. Some, but by no means all, of the books in Book Watch are eventually reviewed.

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Date: September 2021
Pages: 256
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Date: October 2024
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ISBN: 978-0137353484
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