I won't repeat what most of the reviews have already stated but I'll add that this book is inexpensive compared to the value it delivers. I have been building trading models since 2006 and own quite a large library on the subject but this is without a doubt the best book on the subject and the content is worth hundreds if not thousands of pounds/dollars. This should be required reading for all trading robot builders and system developers.
This book will help new traders and those who have been involved in trading for a while. The book is based around the creation of the Luxor system ( you can find details on the net). What is important is not whether the system still works but the systematic approach to finding and testing it. Time's of day, ongoing adjustments etc are all covered in an intelligent but accessible read. Worth the money and good on kindle.
Although this is a reasonably short book, it is a pretty thorough explanation of current state-of-the-art techniques in constructing quantitative trading systems. It could give a bit more background on performance measurement and money management, and is a little expensive, but is still to be recommended.
This book is clear, consise and extremely informative. If you are interested in automated/ mechanical trading systems I would urge you to read and re-read this text. The authors have approached a very complex subject and throughout the book a system is developed and tested; guiding the reader on robust optimization techniques.
This is my first review after dozens of Trading books bought in the last 10 years but I really felt in such case like a duty to thank the writers of such books for the great methodology and experience shared all over the pages of the book.