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Learn systematic trading

A hand-picked shelf of books, references and communities for building, testing and running rule-based strategies on PineconeX. Educational only: nothing here is advice to buy or sell any instrument.

Books

Systematic Trading · Robert Carver

A practical framework for designing rule-based strategies and sizing positions by risk, from a former systematic hedge-fund manager. A clear starting point for building a strategy you can actually trust.

Robert Carver is an independent systematic futures trader, investor, writer and research consultant. He is a visiting lecturer at Queen Mary, University of London, and a research advisor to Stylus Capital, a hedge fund trading digital assets systematically. He is also retained by several other asset managers and trading firms on an undisclosed basis.

ISBN 9780857194459

The Black Swan · Nassim Nicholas Taleb

On the outsized impact of rare, unpredictable events, and why models built on the normal distribution fail precisely when it matters most. A sharp reminder for anyone who trusts a backtest.

Nassim Nicholas Taleb spent twenty-one years as a risk taker before becoming a researcher in philosophical, mathematical, and (mostly) practical problems with probability. Although he spends most of his time as a flâneur, meditating in cafés across the planet, he is currently Distinguished Professor at New York University's Tandon School of Engineering.

ISBN 9780141034591

Guides & docs

PineconeX Wiki · Documentation

How the platform works: backtesting, parameter sweeps, robustness testing and going live on your own broker account.

Pine Script® v6 language reference · TradingView

The full reference for the language your strategies are written in: the same v6 syntax PineconeX runs headless.

Evaluating Trading Strategies · Harvey & Liu, Journal of Portfolio Management

Futures

A Trader's Guide to Futures · CME Group (US)

Start here if you are coming from shares or cash FX: what a future is, who trades them, how a trade works and how to get started, across the US contracts on rates, stock indexes, currencies, energy, metals and agriculture. Ends with a quiz. PDF.

Equity and Equity Index Derivatives: Trading Strategies cover

Equity and Equity Index Derivatives: Trading Strategies · Eurex (Europe)

The European half of the picture, from the exchange where the DAX and EURO STOXX 50 futures trade, and it picks up where the CME guide stops: how an index future is priced (fair value, basis, cost of carry), how margin and variation margin work, and the index strategies built on them. The later chapters move on to options. PDF.

Perpetual futures trading information · Bitstamp

Contract specifications, funding rates, mark price and liquidation rules for the perpetual markets. Worth reading before you backtest one: PineconeX carries Bitstamp's 20 perpetuals as data only, because a perpetual charges funding and can be liquidated, and Pine's cash-equity model prices neither.

Broker fees & tax

Belgian stock exchange tax (TOB) calculator · tob.tax

Belgium taxes the transaction, not the profit: a percentage of every buy and every sell, at a rate that depends on the instrument and is capped per order. This calculator works out what a given trade owes, which matters most if your broker does not withhold it for you.

TOB rate by ETF · Belfolio

A registry of 61 ETFs and the TOB rate each one actually pays: 1.32% if it is registered for public offering in Belgium and accumulates, 0.12% otherwise. The rate is not readable from the ISIN, and two funds tracking the same index at the same cost can differ by more than a percentage point per trade.

Financial Transaction Tax (FTT) on French stocks · Saxo help centre

France charges 0.40% on purchases of shares in French companies capitalised above one billion euros. Buys only, and an intraday round trip is exempt: the tax lands on the net position still open after the close, which is exactly what a bar-close strategy leaves behind.

Fee schedule · Bitstamp

Maker and taker rates by 30-day volume, plus deposit and withdrawal costs. A bot placing market orders pays the taker rate on both legs, so this is the number that belongs in your backtest's commission field.

Pricing overview · Saxo Bank

Commission per asset class, plus the costs that do not look like commission: currency conversion on a foreign-listed trade, financing on leveraged positions and custody. Worth reading before assuming a default backtest commission is conservative.