A guide to creating a successful algorithmic trading strategy

This book is very dense and assumes that you already know the basic steps of creating any strategy. If you do, it tells you how to evaluate various strategies and how to know if a strategy is actually good.
There are lots of examples to follow, so you can actually spend some time and learn how to do it based on the information – compared to other books that only lay out the concepts and leave you at guessing how to apply them.
On the one hand, I found this book too superficial for my taste. But on the other hand, it contained all information that I needed to turn a losing strategy into a winning strategy.