DISRUPTING WALL STREET: Discover how automated algorithmic investing is disrupting conventional investment approaches by generating outsized profits using objective, non-emotional strategies.


  • Why "buying low" & "selling high" doesn't work.

  • How do algorithmic trading systems work?

  • Why do automated algorithmic investments outperform stocks and mutual funds?

  • How AlgoLab Automated Cloud Trading makes investing in these lucrative algorithmic trading strategies easy.

  • A close-up look at AlgoLab's incredible 70% return during the first year of live trading.


  • Does the full moon effect investor emotions? The result will surprise you!

  • How to develop a highly profitable trading approach based on breakouts from trading ranges.

  • How to develop a "seemingly" profitable trading strategy based on random price data! Don't be fooled by over optimization.

I’ve been trading the markets for decades. So many years of trial and error and I can’t even begin to estimate how many trading books I’ve devoured over the years. Finally I feel like I have a very solid understanding of the markets, and algorithmic trading strategies and most importantly have learned how to interpret the difference between bogus curve fitted magical systems that are less than useless (they are destructive because they can cost you a fortune), and valuable strategies that extract profits from tradable markets. In fact, I’ve even developed an entire software platform that automates the trading of my strategies. 

Part 1 of this book tells the story of how I got here, and the fallacy of investing in Wall Street's mutual funds. I also explain what algorithmic investing actually is, and then describe the steps required to develop an algorithmic strategy, while taking the reader through the development and testing of an entire trading strategy - a strategy based on taking trades during certain moon phases. Yes - that sounds silly, but I chose that because my original goal was to use a bogus trading methodology that my curve fitting test would identify as such. But I was in for a surprise, and I’m sure you will be just as shocked as I was. Note that I just said “development AND TESTING”. The testing part of a new trading strategy is far more important than the development of it. You will see why in the chapters ahead.

Part 2 of this book is where we use the development and testing steps that we learned in Part 1 and develop 2 complete algorithmic trading strategies from scratch with tutorials. The remainder of part 2 describes some of the software packages available if you wanted to actually author and test your own strategies, as well as a list of software vendors who publish solutions required to process trading system rules, backtest strategies using historical data, and place orders through a broker.

“Chart patterns and technical analysis is nonsense". I used to hear this a lot. But that was many years ago, and I don’t hear it as often today. That’s because investing industry professionals have learned that there are many highly respectable algorithmic investing firms that have proven the profitability of an objective, backtested algorithmic approach to investing.
Take Renaissance technologies’ Medallion Fund for example. The fund, which used mathematical models to explore correlations from which they could profit is famed for one of the best records in investing history, returning more than 35 percent annually over a 20-year span. From 1994 through 2014 the fund averaged a 71.8% annual return. Medallion is now closed to outside investors.

Along with Renaissance, the funds that are earning the best returns today are doing so using computer models. According to Alpha magazine, eight of the ten top earners on Alpha’s rich list are algorithmic based, and half of the 25 richest of the year are quants. 

And when you compare the incredible performance of the algorithmic based funds to the lackluster mutual funds that I talked about in chapter 2, it becomes obvious that we are in the midst of one historic hell of a disruption.

And this is where I feel that I am once again - in the mist of another disruption.


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AlgoLab by theAlgoLab.com is trade execution assistance software. theAlgoLab.com company, software, or it's principals do not provide trading advice or recommendations. If you require personalized professional trading / investing advice, please consult with a licensed broker/CTM. Actual past performance, or simulated past performance does not guarantee future results. Trading futures assumes a high level of risk. theALgoLab.com and it's principals are not registered as investment advisors. Consult with a CPA or financial advisor, or broker to ensure that your strategy utilized is suitable for your investment profile before trading in an actual funded live brokerage account.


Some trading performance results posted at this web site are from back-testing systems during the dates indicated, using specific settings, from a basket of different futures contracts. Some performance results shown here benefit from hind-sight. Some results shown result not from actual funded trading accounts, but from simulated accounts which have certain limitations. Actual results will differ given that simulated results could under, or over compensate the impact of certain market conditions. Actual draw downs could exceed back-testing draw downs when traded on actual trading accounts.  While back-tested results might show profitable returns, once commission, slippage, and fees are considered, actual returns will vary. 

Futures trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures markets. Don't trade with money you can't afford to lose. This is neither a solicitation nor an offer to Buy/Sell futures. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this website or on any reports. The past performance of any trading system or methodology is not necessarily indicative of future results.