AI Trading
Edge
From raw data to a live, risk-managed trading system. Guy Gentile's new book on building, backtesting and trading systematic strategies with artificial intelligence.
AI Trading Edge
by Guy Gentile · Paperback & Kindle
Most trading books hand you an indicator and a promise. This one hands you the machinery: the data pipeline, the feature set, the labeling scheme, the validation framework, and the execution logic that decides whether an edge survives contact with the market.
Twenty-five chapters build one coherent system. Every strategy is measured the same way, on the same walk-forward harness, with costs priced in before a single claim is made. When a method fails, the book says so and shows the evidence.
Measure the setup. Size to conviction. Let the machine do the counting.
What you build
A leakage-free research harness
Walk-forward validation that measures every strategy the same way, with costs priced in before a single claim is made.
Feature engineering that survives regime change
Features built to hold up when volatility, liquidity and correlation structure all move against you.
Gradient boosting, deep learning and RL
Where each model class actually earns its keep — and where it quietly overfits your equity curve.
Position sizing and portfolio construction
Turning a signal into a position, and a set of positions into a portfolio with controlled drawdown.
Execution logic
The layer most books skip: slippage, fills, latency and the difference between backtest and broker.
A failure map
The setups that look profitable and are not — documented, tested and shown with the evidence.
Systematic trading, end to end
Guy Gentile has traded professionally since the mid-1990s. In 2005 he built an algorithm whose order flow accounted for roughly one percent of total Nasdaq value traded. He founded SpeedTrader, Pro Trade Securities, SureTrader and DAS Trader, and now runs a macro trading research firm serving funds worldwide.
AI Trading Edge is the systematic companion to his discretionary field manual, Rogue Alpha. One teaches you to read the tape; this one teaches you to make the machine read it, and to prove the edge before you fund it.
Also by Guy Gentile: Bro, I'm Going Rogue, The Stock Operator, Rogue Alpha and The Rogue Code.