Building Winning Algorithmic Trading Systems, + Website: A Trader’s Journey From Data Mining to Monte Carlo Simulation to Live Trading by Kevin J. Davey


Authored by award-winning trader Kevin J. Davey, “Building Winning Algorithmic Trading Systems” shares some of his secrets for creating sturdy trading systems that are sure to generate long-term profits. Written in a highly accessible and easy-to-understand structure, Kevin J. Davey expounds upon the techniques and process that one should go through to achieve the ultimate winning trading system. In Kevin J. Davey’s “Building Winning Algorithmic Trading Systems,” he shows how market patterns have evolved over the years and, as a result, would lead to a change in market results. This is why, in his book, he expounds to the readers on how to learn the systems developed and were proven successful in the World Cup Trading Championship and how to test your own system using historical and current market data. Chock-full of invaluable knowledge and essential tips and tricks, “Building Winning Algorithmic Trading Systems” earns its title as an indispensable must-read for make money in trading.

About the Author

Kevin J. Davy is a professional trader and a top-performing also trading systems developer. He is the author of 4 best-selling books on trading and investing. He is recognized as a thought leader in algorithmic trading system development. Kevin writes the monthly column “Algo Q&A” for “Technical Analysis of Stocks and Commodities” magazine. An aerospace engineer and MBA by background, Davey has been an independent trader and investor for nearly 30 years.

Currently, Kevin trades full time, writes trading related articles, and gives trading webinars, including his award-winning Strategy Factory workshop. He is also available for one on one mentoring or consultation. This is, besides, to continue developing new trading systems and strategies. 

Table of Contents

  • Acknowledgements
  • About the Author
  • Introduction
    • PART I – A Trader’s Journey
      • CHAPTER 1: A Trader’s Journey
      • CHAPTER 2: Enough is Enough
      • CHAPTER 3: World Cup Championship of Futures Trading® Triumph
      • CHAPTER 4: Making the Leap – Transitioning to Full Time
    • PART II – Your Trading System
      • CHAPTER 5: Testing and Evaluation a Trading System
      • CHAPTER 6: Preliminary Analysis
      • CHAPTER 7: Detailed Analysis
      • CHAPTER 8: Designing and Developing Systems
    • PART III – Developing a Strategy
      • CHAPTER 9: Strategy Development – Goals and Objectives
      • CHAPTER 10: Trading Idea
      • CHAPTER 11: Let’s Talk About Data
      • CHAPTER 12: Limited Testing
      • CHAPTER 13: In-Depth Testing/Walk-Forward Analysis
      • CHAPTER 14: Monte Carlo Analysis and Incubation
      • CHAPTER 15: Diversification
      • CHAPTER 16: Position Sizing and Money Management
      • CHAPTER 17: Documenting the Process
    • PART IV – Creating a System
      • CHAPTER 18: Goals, Initial, and Walk-Forward Testing
      • CHAPTER 19: Monte Carlo Testing and Incubation
    • PART V – Considerations Before Going Live
      • CHAPTER 20: Account and Position Sizing
      • CHAPTER 21: Trading Psychology
      • CHAPTER 22: Other Considerations Before Going Live
    • PART VI – Monitoring a Live Strategy
      • Chapter 23: The Ins and Outs of Monitoring a Live Strategy
      • Chapter 24: Real Time
    • PART VII – Cautionary Tales
      • Chapter 25: Delusions of Grandeur
        • Conclusion
  • APPENDIX A – Monkey Trading Example, TradeStation Easy Language Code
  • APPENDIX B – Euro Night Strategy, TradeStation Easy Language Format
  • APPENDIX C – Euro Day Strategy, TradeStation Easy Language Format
  • About the Companion Web Site
  • Index

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