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)
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