And Mr. Clenow suggests such authors to read:
Some ideas for mean reversion strats can be in this book:
https://www.amazon.com/Algorithmic-T...0529299&sr=1-1
"Using an excellent selection of mean reversion and momentum strategies, Ernie explains the rationale behind each one, shows how to test it, how to improve it, and discusses implementation issues. His book is a careful, detailed exposition of the scientific method applied to strategy development. For serious retail traders, I know of no other book that provides this range of examples and level of detail. His discussions of how regime changes affect strategies, and of risk management, are invaluable bonuses."
—Roger Hunter, Mathematician and Algorithmic Trader
Some ideas for mean reversion strats can be in this book:
https://www.amazon.com/Algorithmic-T...0529299&sr=1-1
"Using an excellent selection of mean reversion and momentum strategies, Ernie explains the rationale behind each one, shows how to test it, how to improve it, and discusses implementation issues. His book is a careful, detailed exposition of the scientific method applied to strategy development. For serious retail traders, I know of no other book that provides this range of examples and level of detail. His discussions of how regime changes affect strategies, and of risk management, are invaluable bonuses."
—Roger Hunter, Mathematician and Algorithmic Trader
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Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
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