Welcome to Jez Liberty's home for sharing research and insights on automated trading systems development. 
It’s been four months since the last book review. I wanted to make book reviews a more frequent feature of the blog. Problem is I often start few books at once but struggle to finish them.
The book for today’s review is A Practical Guide to ETF Trading Systems by Anthony Garner, who is a Trend [...]
Entries Tagged as 'Books'
A practical Guide to ETF Trading Systems
March 4th, 2010 · 3 Comments · Books, Strategies, Trend Following
Stats… and Bill Eckhardt
February 8th, 2010 · 5 Comments · Books
Over the New Year break I read the illustrated Cartoon Guide to Statistics which was great to go over the basics of classical statistics, and the format makes it easy to pick it up for a few minutes reading. I have also been recommended, and bought Statistics Unplugged – which deals with the same topics [...]
Tags: eckhardt·Market Wizards·Stats
Joyeux Noel and Happy New Year!
December 22nd, 2009 · 2 Comments · Blog, Books, Off-track
Wishing you all a fantastic time off for this end of year!
Be it with friends, family, or any way you will spend it….
The Au.Tra.Sy blog will be no exception and go into a short “hibernation period”.
I certainly seem to have hit a (small) motivation “roadblock” and slowed down in my research/development of a trading system [...]
Tags: xmas
Covel’s Trend Following: A review
December 1st, 2009 · 15 Comments · Books
Before I start let me state that this book has raised some controversies.
However I really like it (I own two different editions of it) and I’ll explain why.
What this book is not
If you are looking for the Holy Grail of trading systems and/or a complete “turn-key” trading system: look elsewhere as this is not what [...]
Tags: michael covel·Trend Following
Are you reading the essential books?
October 13th, 2009 · 1 Comment · Backtest, Blog, Books, Code, Data, Development, Money Management, Software, Strategies, Trend Following
I am bit of a geek and this is especially true when it comes to books. I firmly believe in self-development and I think books are a great medium to learn many things. Ok, the internet is so great to learn about new things; but nothing beats a good in-depth book(s) to really learn a [...]
Tags: library
Balsara: Money Management Strategies for Futures Traders
September 29th, 2009 · No Comments · Books, Futures, Money Management
Over the weekend I finished this pleasant and instructive book…
Over time I am aiming to build a library reference on this blog with a summary of all the books I have found useful. The idea is to be able to recall quickly the main points of the book. Hopefully you will find it useful too!
Please [...]
Tags: Balsara·Futures·Money Management
