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

Mean Reversion Trading Systems

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

Quantitative Trading Systems, 2nd Edition

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)

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

Trading Systems and Methods + Website (5th edition) Wiley Trading

Systematic Trading: A unique new method for designing trading and investing systems

Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments: Developing Predictive-Model-Based Trading Systems Using TSSB

Trading Systems: A New Approach to System Development and Portfolio Optimisation