As you might expect I spend quite a lot of my time using real financial data - asset prices and returns; and returns from live and simulated trading. It may surprise you to know that I also spend time examining randomly created financial data. This post explains why. I also explain how to generate

I've had a request for the code used to do the optimisations in chapter 4 of my book "Systematic Trading" (the 'one-period' and 'bootstrapping' methods; there isn't much point in including code to the 'handcrafted' method as it's supposed to

This is a brief post aimed at those who have already bought a copy of "Systematic Trading" (by the way thanks!) As you've probably noticed I've included excel sheets here explaining the two trading rules I describe in the book - exponentially weighted moving average crossover

In my last post I had a bit of a controversial pop at a brilliant and successful billionaire hedge fund manager; Jim Simons. In continuing my futile quest to raise the level of debate in the quantitative investment community I thought I'd have a go at another clever and very wealthy guy, Cliff

Today is the big day. My book Systematic Trading - A unique new method for designing trading and investing systems is officially released (although some people who ordered the ebook may already be reading it). Here is a picture of my new "baby": Even in this age of technology there is

Driverless cars are, apparently, very close to commercial reality. I don't know about you but there is something pretty scary about a computer being completely in control of a complex process, which could have catastrophic consequences if it went wrong. Ah it was nothing. You should have seen

If you tell someone you're trading, the first thing they'll usually ask is "Have you made any money?" It isn't usually this easy to tell if a trader has made money or not Most traders I've known are pretty obsessed with that question as well. Knowing the answer to that

People often get systematic and automated trading mixed up. The latter is a subset of the first. You can't have a system which is fully automated if it relies on discretionary input, no matter how small. But you can have a system which needs a human to make it run, even though there is no

Isn't it pretty? The website, and pre-order page, for my magnum opus are now ready: www.systematictrading.org http://www.harriman-house.com/book/view/4598/trading/robert-carver/systematic-trading/ Like it says on the back "This is not just another book with yet another trading system. This

This is the third post in a series giving pointers on the nuts and bolts of building systematic trading systems. A common myth is that the most important part of a systematic trading system is the 'algo'. The procedure, or set of rules that essentially says 'given this data, what

Trading futures has one fairly substantial complication compared to many other assets. You can't just buy 'the CME Gold future'. There is no such thing. You need to select which delivery date future you are trading. Do you want to trade June 2015, July, August....? Once you've

A while ago I ran a series of posts on how you would write some python code to systematically trade using the interactive brokers C++ API. Whilst I hope this was helpful it was just a starting point. There are at least two major projects to undertake before one could actually trade. The first is the