Quantitative Trading Systems
The book discusses topics related to the design, testing, and validation of trading systems.
The main focus is to raise confidence that the trading system you develop will be profitable when traded with real money.
Some of the key topics are:
- defining an objective function
- using in-sample data for system development
- using out-of-sample data for system testing
- using walk forward analysis to learn what to expect
- determining whether the system is broken
The book includes over 80 program listings, ready to run using AmiBroker, that illustrate the topics being discussed.
The Table of Contents, Preface, Index, and two complete chapters of the book, exactly as they appear in the book in print, have been posted on this web site in pdf format. You can view them using the Book menu.
The Contents, Preface, Index, and Back Cover will give a good idea of what the book is about, and whether it is what you are looking for.
The two chapters are typical of the approach taken throughout the book — some discussion of ideas, followed by some AFL code.
Quantitative Trading Systems was published in April 2007.
An addendum published in June 2009 brought it up to date to reflect additions to the AmiBroker platform.
Get download Dr. Howard Bandy – Quantitative Trading Systems at coursesblock.com right now!
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