Trend Following Systems
Trend Following Systems shows all the classic trend following algorithms, which have seemingly become outdated, but with today’s technology, they can be brought back to life. It presents, tests, and evaluates the most popular algorithms. Trend Following Systems is completely self-contained—all the data, testing software, and all of the algorithms will be included. 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.
In this book, 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.
The algorithms will be made compatible with TradeStation and other EasyLanguage compliant software platforms.
George Pruitt reaches into the past to bring out an arsenal of older algorithms and shows how they can be programmed and evaluated with today's latest technology.