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Automated Stock Trading Systems: A Systematic Approach for Traders to Make Money in Bull, Bear and Sideways Markets
By Laurens Bensdorp
Found this to be a really good book for system traders.
Focuses more on portfolio management and what type of systems to trade
Like having a quadrant approach (Long Term Longs, Long Term Shorts, Mean Rev Shorts, Mean Rev Longs)
I believe Clenow’s book is focused on creating a system in python, right?
Personally, i didnt find Ernie Chen’s book very useful, thats because im looking more for a detailed system description, like Kevin Davey’s book.
I did look at some other books like Perry Kaufman, Van Tharp, Thomas Stridsman, Georg Pruitt, ever heard of those?
Clenow - yes, he focuses on python. Very practical book. I'm enjoying it.
Takes forever to read because I keep stopping to do the exercises...
Interesting to hear about Ernie Chen..havent read the books yet, just seen quite a few people reference him.
Tharp I have read, obviously a legend, but its not focused so much on algorithmic trading but just trading in general.
His books apply equally to discretionary traders as to algorithmic traders.