David Aronson has put out a (to me) new book on trading:
Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments: Developing Predictive-Model-Based Trading Systems Using TSSB
Released in June 2013.
Aronson seems like a smart guy, might be worth checking out.
http://www.amazon.com/Statistically-Learning-Algorithmic-Financial-Instruments/dp/148950771X