Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program

Harnessing the Power of Quantitative Techniques to Create a Winning Trading ProgramLars Kestner Quantitative Trading Strategies takes readers through the development and evaluation stages of today's most popular and market-proven technical trading strategies. Quantifying every subjective decision in the trading process, this analytical book evaluates the work of well-known "quants" from John Henry to Monroe Trout and introduces 12 all-new trading strategies. It debunks numerous popular misconceptions, and is certain to make waves--and change minds--in the world of technical analysis and trading.

Lars Kestner is a founding partner of proprietary trading firm Sabre II LLC and the former vice president of equity derivatives trading at Salomon Smith Barney.