Practical Systematic Trading for Real Capital: Designing Strategies for Slippage, Costs, and Regime Shifts by James Preston, Danny Munrow
English | February 26, 2026 | ISBN: N/A | ASIN: B0GQF1VXRH | 491 pages | EPUB | 0.70 Mb
Reactive Publishing
Systematic trading does not fail because of theory. It fails because of reality.
Many strategies that look flawless in backtests collapse when exposed to slippage, execution costs, and changing market regimes. This book focuses on the practical challenges of deploying systematic strategies with real capital rather than idealized assumptions.
Practical Systematic Trading for Real Capital explores how strategy design must adapt to market friction, liquidity constraints, and structural shifts in behavior across different environments. Instead of presenting trading as a purely mathematical exercise, it examines how robustness emerges from realistic assumptions and disciplined construction.
Inside, readers will learn how to:
Design strategies that account for real-world trading costs
Incorporate slippage into testing and evaluation
Understand how regime shifts impact performance
Avoid fragility caused by overfitting and unrealistic execution assumptions
Build systems intended for deployment rather than simulation
This is a technical, implementation-focused guide for traders, quants, and investors who want to move beyond theoretical performance and toward strategies that reflect the realities of live markets.
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