Who knoew Max Dama would be put out a book on Automated Trading? Use Matlab or Excel as well.
Kind of cool if you ask me.
This came from someone I know through Facebook:
I stumbled across this book “Max Dama on Automated Trading” randomly, and I have to say this is pretty good reading especially the strategies section, which he calls Alpha. Let me know what you think. http://www.decal.org/file/2582 http://www.decal.org/file/2582 www.decal.org
I responded with:
I know of Max Dama from a few years ago. His stuff is pretty big.