Systematic Trading
by Robert Carver · first published 2015
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3recommended by
4HN commenters
2021–2025first – last mentioned
75% recommend25% neutral
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I warmly recommend the book Systematic Trading by Robert Carver. [1] The perils of trading bots are explained in it. The author himself runs one for a long time. [2] In particular, the greatest risks are overtrading (so you get eaten up by fees),…
on “Show HN: Ninjabot – A fast cryptocurrency bot implemented in Go” ↗That's a common pattern in trading strategies with negative skews or tail risks. Even large hedge funds, like LTCM, can fall into this same pitfall. For anyone interested, I can recommend the book "Systematic Trading" by Robert Carver. You don't have to be into algorithmic trading, the sections on risk management and positive vs negative skews are already worth the read.
on “NautilusTrader: Open-source algorithmic trading platform” ↗/r/algotrading - Trading Evolved, Andreas F. Clenow - Systematic Trading, Robert Carver - Developing & Backtesting Systematic Trading Strategies, Brian Peterson - Algorithmic Trading, Ernest P. Chan - Algorithmic Trading and DMA, Barry Johnson - Trading Systems, Emilio…
on “Show HN: I discovered a trading algorithm that returns ~24.85% annually” ↗Robert Carver, who used to work at a hedge fund, has a book on these ideas, "Systematic Trading".
on “Trend Following in Financial Markets” ↗