Trend Following Systems: A DIY Project – Batteries Included: Can You Reboot and Fix Yesterday’s Algorithms to Work with Today’s Markets?

Learn the Classic Trend following algorithms from one of the original quants – George Pruitt. These algorithms have seemingly become outdated, but with today’s technology, they can be brought back to life. If you like algorithms, you will love this book as George takes the reader on a journey of algorithm development by sharing his 30 years of experience working with retail and institutional clients. The most popular algorithms will be presented, tested and evaluated. Many other not so well known algorithms will also be put under the microscope to see if there is a gold nugget hidden away in one of the oldest trading libraries available. Modern testing tools will be used to modify these older algorithms in an attempt to bring back their luster. This book is completely self-contained – all the data, testing software and all of the algorithms will be included. The algorithms will be made compatible with TradeStation and other EasyLanguage compliant software platforms. Come along the journey as George reaches far into the past to bring out an arsenal of older algorithms and then shows how they can be programmed and evaluated with today’s latest technology. As a plus, you will learn a bunch of Python, but don’t worry if you are a beginner. Everything is clearly explained and demonstrated.