The Ultimate Algorithmic Trading System Toolbox + Website: Using Today's Technology To Help You Become A Better Trader (Wiley Trading) 1st Edition

George, in this book, covers a lot of ground, in just the right degree of depth and breadth, all the while keeping focus on what matters and making the content accessible, clear and concise. The book provides very practical, useful-out-of-box examples of trading systems, portfolio management and optimization routines. And to boot, the codes provided (in Python, Amibroker, Excel VBA and EasyLanguage) are a great resource for programmers of all skill levels in those languages. The accompanying content in his website is of equal value. A great investment, in my opinion.

Over the last 17 years, I have bought the Ultimate Trading Guide, Building Winning Trading Systems with Tradestation, and now The Ultimate Algo Trading System Toolbox, and have found them all extremely useful at various times of my development as a trader. This book goes beyond providing source codes for various types of trading systems like they did in the earlier two. George ensured that he helps open the doors to a handful of other system development platforms / approaches in the markets. While I wish that he covers R &/or Matlab as well, I find his chapters for Visual Basic and Python particularly well written. I haven't use Traderstudio and the rest so can't comment.Keep on writing, George.

This book contains a lot of useful details for how to build an algorithmic trading system. The beginning chapter starts with how to put a trading algorithm into pseudocode and then turn it into a finite state machine. There is an emphasis on why it is important to be able to explain your trading algorithm logically.Towards the middle of the book some different trading systems are examined for their pros and cons. Often the book gives clear explanations for how to create the technical indicators by hand.There are many different languages and tools looked at such as AmiBroker, Excel, Python, and TradeStation's Easy Language. I found these parts to be explaining the language syntax too much. Although there is code which is included with the book and easy to access. For example, most of the chapter on Python discusses the basics such as installing Python and the Zen of Python. But the back-testing part of the algorithm did not get nearly enough discussion. I was able to download the code, but had to figure out what the code was doing on my own. I think the author should have cut down on the number of languages introduced and explained more in depth what he was trying to accomplish.Chapter eight had some more advanced techniques such as genetic algorithms and monte carlo experiments. I thought the discussion of monte carlo runs was excellent as the author made clear how to run the simulations.This book did an excellent job introducing the tools and methodologies used in algorithmic trading. My one suggestion would have been to go more in depth rather than broader coverage of all the languages.

Having traded manually for 16 years but working towards fully automated systems the past 4 years, this book was just about the right level. Enough basic for a newbie to follow, but in depth enough to keep me flipping the pages. I loved the simple strategies & how he walked through his sample code. Well written.

Appreciate the step by step approach as well as a thorough analysis of different Strategies . Book recommended to those who are interested in Markets and less knowledgeble about programming.

Hidden gem to power up your trading strategies ten-fold.

Nice beginning explanation to different languages of code.

GREAT BOOK