Trading Evolved

Systematic trading allows you to test and evaluate your trading ideas before risking your money. By formulating trading ideas as concrete rules, you can evaluate past performance and draw conclusions about the viability of your trading plan. Following systematic rules provides a consistent approach where you will have some degree of predictability of returns, and perhaps more importantly, it takes emotions and second guessing out of the equation. From the onset, getting started with professional grade development and backtesting of systematic strategies can seem daunting. Many resort to simplified software which will limit your potential. Trading Evolved will guide you all the way, from getting started with the industry standard Python language, to setting up a professional backtesting environment of your own. The book will explain multiple trading strategies in detail, with full source code, to get you well on the path to becoming a professional systematic trader. This is a highly practical book, where every aspect is explained, all source code shown and no holds barred. Andreas Clenow is a hedge fund veteran, specializing in quantitative trading strategies. Starting out as an entrepreneur in the Swedish IT business, he joined Reuters in the late 90's where he quickly advanced to be the global head of equity and commodity quant modelling, based in Geneva. Now based in Zurich, Switzerland, Mr. Clenow has spent the past 15 years in the hedge fund...