Quantitative Trading Systems: Practical Methods for Design, Testing, and Validation - Softcover

Bandy, Dr Howard B

Softcover

ISBN 10: 0979183839 ISBN 13: 9780979183836

Publisher: Blue Owl Press, 2011

Synopsis

Too often, trading systems that looked good last year, in an advertisement, or during computer back-testing, lose money as soon as you start trading them. This book explains why that happens, and gives detailed techniques for developing systems that will be profitable.

About this title

About the Author

Dr. Howard Bandy has both the formal education and practical experience required to write this book. He has degrees in mathematics, physics, engineering, and computer science. He was a university professor of computer science and mathematics, and university dean. He began research and application of modeling, simulation, statistics, and artificial intelligence while in graduate school. He is the designer and programmer of a commercially successful computer program to time entries and exits. He was a senior research analyst for a Commodity Trading Advisory firm, where he held a Series 3 license. He is a regular speaker at international conferences, author of five books related to the design, analysis, and management of trading systems. And a consultant to trading companies and individuals.

Review

I want to thank you for your excellent, no superb, clarity in describing mechanical trading systems and the issues therein. I have several shelves full of books from all the 'authors' and I have gleaned much over the years even though some of the 'authors' have led me down false paths. I was impressed by your book (which led me to the conference) and the workshop added to it dramatically. For me it was a worthwhile trip. --Robert G

Hi Howard... I just got your book. I've started reading your book and it is well presented. Looks very interesting and is philosophically aligned with my book "Evidence Based Technical Analysis." I hope it gets the circulation it deserves. I wish you success with your book. --David A.

About the book, fantastic. I'm enjoying every moment of it. A slow read because you trigger so many thoughts that I'm mostly going of on a tangent and then testing and checking but in the end a very enjoyable experience. If anybody on this side of the world wants a reference you are more than welcome to point him in my direction. In the end the whole experience turned out positive, one for your helpfulness and second the material in the book. Thank you so much for your effort, I really appreciate it. --J.M., South Africa, email

Hi Howard... I just got your book. I've started reading your book and it is well presented. Looks very interesting and is philosophically aligned with my book "Evidence Based Technical Analysis." I hope it gets the circulation it deserves. I wish you success with your book. --David A.

About the book, fantastic. I'm enjoying every moment of it. A slow read because you trigger so many thoughts that I'm mostly going of on a tangent and then testing and checking but in the end a very enjoyable experience. If anybody on this side of the world wants a reference you are more than welcome to point him in my direction. In the end the whole experience turned out positive, one for your helpfulness and second the material in the book. Thank you so much for your effort, I really appreciate it. --J.M., South Africa, email

Edition details

• Publisher: Blue Owl Press
• Publication date: 2011
• ISBN 10: 0979183839
• ISBN 13: 9780979183836
• Binding: Paperback
• Language: English
• Edition number: 2
• Number of pages: 376