A good book for quantitative traders ~ forex trading winning strategies
Larry Connors and Cesar Alvarez (the guys behind tradingmarkets.com) recently published Short Term Trading Strategies That Work
, a nice collection of simple technical trading strategies that you can easily backtest and verify.As I have argued in my own book
, simple strategies are often the ones that work best. As with any published strategies, you may find that their backtest performance may not be as high as advertised if you test them on a different time period or a different security, or with different transaction cost assumptions; but the main value of these strategies is that they serve as an inspiration to trigger your own imagination and motivate you to refine them further.(For e.g., though the book mainly covers long-only strategies, you can easily imagine the accompanying short strategies.)
To be quite honest, this is one of the few books on trading strategies that I actually manage to finish reading from cover to cover.
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