The reference manual for systematic rule construction and testing.
Chosen by shared topics, the entries that hold them, and the people who recommended both.
A fund manager rebuilds a diversified futures trend-following strategy step by step.
Interviews with traders such as Kovner, Dennis and Tudor Jones on their methods.
Recommended by: Mohnish Pabrai, Howard Marks
Richard Dennis's experiment in teaching ordinary people a mechanical trading system.
How trend-following traders such as John W. Henry made their fortunes.
An actual Turtle's account of the rules and why most trainees failed.
Recommended by: Mohnish Pabrai
Subtitled Stocks That Return 100-to-1 and How to Find Them; expanded edition 2025.
Recommended by: Mohnish Pabrai
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