Mean Reversion Trading System: Practical Methods for Swing Trading

Modeling Trading System Performance: Monte Carlo Simulation, Position Sizing, Risk Management, and Statistics

Quantitative Trading Systems: Practical Methods for Design, Testing, and Validation

Quantitative Technical Analysis: An integrated approach to trading system development and trading management

Foundations of Trading: Developing Profitable Trading Systems using Scientific Techniques

Building Winning Algorithmic Trading Systems, + Website: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Trading (Wiley Trading)

Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk

Quantitative Momentum: A Practitioner's Guide to Building a Momentum-Based Stock Selection System (Wiley Finance)

Entry and Exit Confessions of a Champion Trader: 52 Ways A Professional Speculator Gets In And Out Of The Stock, Futures And Forex Markets

Algorithmic Trading: Winning Strategies and Their Rationale

Advances in Financial Machine Learning