Dr. Howard Bandy – Quantitative Trading Systems
Dr. Howard Bandy – Quantitative Trading Systems
Digital Download: You will receive a download link via your order email after successful payment
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.
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Description
Quantitative Trading Systems
The book talks about the design, testing, and validation of trading systems.
The main goal is to raise confidence that the trading system you develop will be profitable.
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
There are over 80 program listings in the book that are ready to run using AmiBroker.
The table of contents, preface, index, and two complete chapters of the book have been posted on the website in PDF format. You can use the book menu to view them.
The contents, preface, index, and back cover will give you a good idea of what the book is about. The two chapters are typical of the approach taken throughout the book, with some discussion of ideas followed by some code.
In April 2007, Quantitative Trading Systems was published. The AmiBroker platform was updated in June of 2009.
Dr. Howard Bandy is available at nextskillup.com.
Delivery Method
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