Recent content by gobba

Is autocorrelation necessary for trend following to work. or might there be markets without any significant autocorrelation in returns where CTA still make money?

The only useful book in that list is Trading and Exchanges by Larry Harris. Read it back-to-back and try to figure out how you can fit into the equation. Market wizards, How to Trade Stocks by Jesse Livermore and A Man for All Markets can be read for entertainment, not particularly useful unless...