Content - The Black Book of Financial Hacking



All about this book, and about the third edition


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. Reality check methods. 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.



The Market Meanness Index. List of references.