A unique new method for designing trading and investing systems. By Robert Carver.
Already bought the book?
Thanks! This web page contains plenty of resources to help you get more out of the book - errors in the book, spreadsheets, python code, blog posts, website links and additional material. Note that blog posts may cover multiple parts of the book, and you might need to read through to find the relevant part.
You can also check out my blog on systematic trading which gives more advice, especially on system automation.
If you haven't bought the book, you can get it here.
All spreadsheets are hosted by google docs. I've given public read access to them. You do not need to ask for read / write access - and I won't give it to you, since I need to protect the integrity of the documents. Instead save a local copy or clone to your own google account.
Spreadsheet: Calculations for table 11 (complex example of handcrafted weights)
Also see chapter seven for carry and EWMAC rules