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volatilityMan
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Joined: January 16th, 2015, 6:06 pm

Trading books with past-working examples

March 20th, 2019, 7:32 am

Hi guys

Does anyone have good trading book recommendations in which past trading strategies that have worked are explored? I've read a lot of books on trading i.e. Market Wizards, Come into my trading room etc. 

However, I would like some real life examples from statistical arbitrages, say from the 80's that have worked (when market inefficiencies were much larger than today), cycles that have been exploited etc. 

Any suggestions?
 
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Alan
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Re: Trading books with past-working examples

March 20th, 2019, 3:02 pm

One even earlier book that comes to mind is Thorp & Kassouf's "Beat the Market" (1967) which discusses strategies using early inefficiencies in OTC warrants. Available for download here
 
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volatilityMan
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Joined: January 16th, 2015, 6:06 pm

Re: Trading books with past-working examples

March 20th, 2019, 6:58 pm

Hi Alan 
I have downloaded the book and had a first (quick) look. 
In general I miss some real world examples and in depth walk-throughs of inefficiencies (where traders reveal no longer relevant inefficiencies). Thanks for the book and link. Looking forward to reading it!