Summary
One of the better trading system design intro for anyone interested in trading system development and deployment. Covered all aspects of trading system design in relatively understandable language for people without scientific research background. Example trading models are provided for open discussion. Highly recommended to not just those interested in systematic trading but also discretionary traders.
Book Information
Trading Systems: A New Approach to System Development and Portfolio Optimisation
Written by Emilio Tomasini and Urban Jaekle
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