Building Automated Trading Strategies October 2018 | Page 59

❖ BIBLIOGRAPHY ❖ Professional Automated Trading Theory and Practice Eugene A. Durenard John Wiley & Sons, Inc., Hoboken, New Jersey (2013) ❖ Machine learning at central banks -Staff Working Paper No. 674 Chiranjit Chakraborty and Andreas Joseph (BoE 2017) ❖ 12 Essential Forex Trading Secrets «Applicable Advice for Successful Foreign Exchange Trading» George M. Protonotarios (2018) ❖ Automated Trading with Machine Learning on Big Data Dymitr Ruta (2014) ❖ Automated Analysis of News to Compute Market Sentiment: Its Impact on Liquidity and Trading G. Mitra, D. di Bartolomeo and A. Banerjee (2011) ❖ A New Interpretation of Information Rate Kelly, J. L. (1956) ❖ Generalizing the Kelly Criterion Boyles Asset Management, LLC (2014) ❖ Hedge Fund Market Wizards: How Winning Traders Win Jack D. Schwager, Ed Seykota (2012) 59 / 64 « B u i l d i n g A u t o m a t e d T r a d i n g S t r a t e g i e s »