## Systematic Trading

## 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.

## Important

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.

## General:

pysystemtrade: my open source python trading framework

## Chapter one:

Spreadsheet: Expected losses / gains assuming normal distribution

## Chapter two:

Spreadsheet: Calculate Sharpe Ratios for different periods

Spreadsheet: Portfolio weights for different levels of static portfolios

Spreadsheet: Law of active management across periods, and across assets

Blog post: Fundamental vs Technical systems

## Chapter four:

Spreadsheet: Expanded version of table 8 (handcrafting weights)

Spreadsheet: Calculations for table 11 (complex example of handcrafted weights)

Blog post: Portfolio optimisation demonstration

## Chapter seven:

Spreadsheet: EWMAC calculation example

Spreadsheet: Carry rule calculation example

Blog post: Calculating forecast scalars with pysystemtrade

## Chapter eight:

Spreadsheet: Forecast weights calculations table 17

Spreadsheet: Calculating diversification multiplier for example

Blog post: Calculating forecast weights and FDM with pysystemtrade

## Chapter nine:

Blog post: On volatility scaling

Blog post: Simulating my futures system

Blog post: Using random data to find likely system returns

## Chapter ten:

Spreadsheet: Example of MA and EWMA calculation of standard deviation

## Chapter eleven:

Spreadsheet: Calculating instrument diversification multipler for example

Spreadsheet: Calculations from tables 30 - 33

Blog post: Calculating instrument weights, and IDM, with pysystemtrade

Blog post: A simple execution Algo

## Chapter twelve:

Spreadsheet: Cost calculation template

## Chapter thirteen:

Spreadsheet: Calculations, and trading diary for semi automatic trader

## Chapter fourteen:

Spreadsheet: Calculations, and trading diary for asset allocating investor

## Chapter fifteen:

Spreadsheet: Calculations, and trading diary for staunch systems trader

Blog post: Calibrating the chapter 15 system with pysystemtrade

## Appendix A:

Link: Interactive Brokers (IB) (I get no introductory fee or commission from IB)

Blog post: Setup for a home based trading system

Blog post series: Building an automated trading system

Blog post series: Using python with the IB API

## Appendix B:

ERROR: Calculation of carry rule for futures

Also see chapter seven for carry and EWMAC rules

## Appendix C:

Python code: Optimisation; bootstrapping and one-period