Modeling Trading System Performance: Monte Carlo Simulation, Position Sizing, Risk Management, and Statistics - Softcover

Bandy, Dr Howard B

Softcover

ISBN 10: 0979183820 ISBN 13: 9780979183829

Publisher: Blue Owl Press, Incorporated, 2011

Synopsis

Trading system development, with emphasis on Monte Carlo simulation, position sizing, risk management, and statistics.

About this title

About the Author

Howard Bandy, Ph.D.

Dr. Bandy is uniquely qualified in technical analysis. His education includes university degrees in mathematics, physics, engineering, and computer science. His graduate work focused on modeling and simulation, artificial intelligence, and statistics.

He continued his academic work, becoming a tenured full professor of mathematics and computer science, and university dean. He has experience as a software developer, including the design and implementation of a program to select stocks and issue buy and sell orders. He was a senior research analyst at a Commodity Trading Advisor (CTA) firm, where he held a Series 3 license. He consults with and assists individual traders and trading companies in the design, testing, validation, and analysis of trading systems.

Dr. Bandy is the author of several recently published and best-selling books on technical analysis, including Quantitative Trading Systems, Mean Reversion Trading Systems, and Modeling Trading System Performance. His forthcoming book, Quantitative Technical Analysis: An Integrated Approach to Trading System Development and Trading Management, includes an introduction to machine learning for development of trading systems, as well as his original work in the area of dynamic position sizing.

Edition details

• Publisher: Blue Owl Press, Incorporated
• Publication date: 2011
• Language: English
• ISBN 10: 0979183820
• ISBN 13: 9780979183829
• Binding: Paperback
• Edition number: 1
• Number of pages: 400