globalarbtrader
Joined:
Feb 9, 2015
Posts:
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Likes:
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Gender:
Male
Home Page:
Location:
Essex, UK
Occupation:
Self employed systematic trader,
    1. jj1111
      jj1111
      Neat! Thanks for sharing.

      I'm sure you dig into this information in your blog, however which of those books do you find the most useful toward developing systematic trading strategies?
    2. jj1111
      jj1111
      What are the titles of the books in your profile picture?

      Great thread you're running, enjoyable read. Thank you.
      1. Zodiac4u likes this.
      2. globalarbtrader
        globalarbtrader
        There's a better picture here: http://www.systematictrading.org/

        Education of a Speculator
        Fooled by Randomness
        The econometrics of modelling financial time series
        Unix in a nutshell
        Code complete
        Learning Python
        The Ascent of Money
        Expected Returns
        Trading commodities and financial futures
        Feb 18, 2015
        Zodiac4u, totumpower and MACD like this.
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  • About

    Gender:
    Male
    Home Page:
    http://www.systematicmoney.org
    Location:
    Essex, UK
    Occupation:
    Self employed systematic trader,
    I spent a couple of years working as an options trader at an investment bank, then seven years as a portfolio manager / researcher in a large systematic HF. I now manage my own capital from home, and do a little writing. My main portfolio is trading about 40 futures on a fully automated basis, using mostly trend following signals.

    Areas of (some) expertise:

    - systematic and automated trading
    - trend following (not high frequency)
    - futures
    - fixed income
    - fundamental, global macro
    - python
    - linux
    - Interactive brokers API

    I wrote some books on trading.

    You can read my blog here:
    http://qoppac.blogspot.co.uk/

    Interact

    Content:
    Twitter:
    investingidiocy
    LinkedIn:
    http://uk.linkedin.com/pub/robert-carver/27/75a/132Robert Carver
    Google+:
    https://plus.google.com/u/0/112639816429191915042/posts