Modeling Trading System Performance: Monte Carlo Simulation, Position Sizing, Risk Management, and Statistics
Trading system development, with emphasis on Monte Carlo simulation, position sizing, risk management, and statistics.
Mean Reversion Trading Systems
Quantitative Technical Analysis: An integrated approach to trading system development and trading management
Quantitative Trading Systems, 2nd Edition
Foundations of Trading: Developing Profitable Trading Systems using Scientific Techniques
Building Winning Algorithmic Trading Systems, + Website: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Trading (Wiley Trading)
Quantitative Momentum: A Practitioner's Guide to Building a Momentum-Based Stock Selection System (Wiley Finance)
Trading Systems and Methods + Website (5th edition) Wiley Trading
Systematic Trading: A unique new method for designing trading and investing systems
Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments: Developing Predictive-Model-Based Trading Systems Using TSSB
Trading Systems: A New Approach to System Development and Portfolio Optimisation