Content - The Black Book of Financial Hacking

Preface

All about this book.

1  Dealing with money

Introduction to financial and algorithmic trading. Ticks, bars, candles. How does a trading system work - and why? Sense and nonsense of technical analysis.

2  Programming in 3 hours

Introduction to coding in C. Variables, functions, branches and loops.

3  Follow the trend

A basic Laguerre filter strategy. Backtesting. Analyzing the trades. The Market Meanness Index. Performance metrics and the Monte Carlo method. 6 tricks for trend following.

4  Against the trend

A cycle trading algorithm. Fractal dimensions. Training a strategy. Walk-forward analysis. Backtest bias and how to overcome it. 7 tricks for counter trend strategies.

5  The money breeder

A forex portfolio system. Money Management. The square root rule. 4 portfolio system tricks

6  Candles to kill for

Detecting patterns in price curves. Machine learning. Cluster and Montecarlo analysis. The Evaluation Shell. Bell curve and p-value. 5 advices for price action trading.

7  In the 5th dimension

Introduction to options trading. The seller's advantage. Payoff diagrams. Money management for options. 6 tricks for more profit with options.

8  The strategy with no risk

A portfolio rotation system. 5 tricks for ETF and stock trading.

9  Anatomy of a Scam Robot

How "trading robots" work. A robot script for 100 pips per day. Dirty tricks with martingale. How to fake a profit history.

10  Developing own systems

The development process. Strategies that work. Strategies that don't work. Regular income with algorithmic trading.

Appendix

The Market Meanness Index. Source codes of all indicators. List of references.