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This will also be followed by the reviews of various products that can help you with this purpose. Do not remember me Login. Perfecting the Art of Day Trading. Give me a break! He doesn't properly deal with issues of overfitting yes, you must test out of sample, but there is a whole lot more you can do to reassure yourself you haven't just fit to a bunch of noise. Martin Whitman - Distress Investing. Day trading is an extremely short-term style of trading in which all positions entered during a trading day are exited the same day.

using trading simulators, how to safely perform optimization, how to estimate and compensate for curve-fitting, and even how to assess the results using inferential statistics. This book demonstrates why the surest way to success in trading is through use of a good, mechanized trading system.

Jefrey Katz – The Encyclopedia of Trading Strategies

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