Also available for Download Own Your Edge - Steven Stark EPUB version.
Description & Overview
You don't need a quant PhD to build a trading system that works. You need persistence, data, and the willingness to break things until they stop breaking.
Own Your Edge is the story of one retail trader's journey from manual chart-watching on ProRealTime to a fully automated Python trading system — complete with machine learning signal filtering, real-time API execution, crash recovery, and a fleet of thirteen strategies running 24/5 without supervision.
This isn't a theoretical textbook. It's a build log. Every chapter documents a real decision, a real bug, or a real breakthrough — from the first API connection to the first live trade, from the phantom trade mystery that took six hours to debug to the FX price scaling bug that silently broke two strategies. The wins are here, but so are the failures, the dead ends, and the uncomfortable lessons that only come from running real money through real code.
What you'll learn:
- The steps to connect to a broker's REST API, fetch market data, place trades, and monitor positions programmatically — including a worked example using IG Index
- How to convert discretionary trading rules into systematic, testable code — including a worked example using Fair Value Gap patterns
- How to train a Random Forest machine learning model that filters out marginal setups and improves win rates
- How to build production infrastructure — SQLite databases, auto-restart crash recovery, ATR circuit breakers, cross-trader deduplication, and a live monitoring dashboard
- How to scale from one strategy on one instrument to thirteen strategies across multiple asset classes
- What went wrong — sixteen hard-won lessons from live operation, including three strategies that didn't survive and research approaches that failed