Trading System Analysis: Using Trading Simulations and Generated Data to Test, Evaluate and Predict Trading System Performance. Bookseller Inventory #
Synopsis: Noted Wall Street program developer Robert M. Barnes has written Trading System Analysis, which comprehensively discusses for the first time all the important factors in developing and analyzing a trading system. Included in Barnes's comprehensive book are a breakdown of the components of a trading system, including measuring and controlling risk, trading candidate selection, timing of buying and selling and portfolio management; convincing proofs of the overwhelming necessity for a valid simulation system, and the value of simulation methodology as compared to real-time trading; how new price scenarios are generated, with particular focus on three price models: random walk, sequential walk and price vector models; how new price scenarios can be more useful than historical price testing alone or even real track records; and main components of a complete trading system, from risk and initial capital considerations to real-time trading and portfolio administration.
Title: Trading System Analysis: Using Trading ...
Book Condition: Good
Book Description Mcgraw-Hill, 1997. Book Condition: Very Good. Great condition for a used book! Minimal wear. Bookseller Inventory # GRP61113012
Book Description Mcgraw-Hill, 1997. Book Condition: Good. Former Library book. Shows some signs of wear, and may have some markings on the inside. Bookseller Inventory # GRP33950372
Book Description Mcgraw-Hill. Hardcover. Book Condition: VERY GOOD. Very Good copy, cover and pages show some wear from reading and storage. Binding may have light creases. Lots of life left in these pages. Bookseller Inventory # 2511765174
Book Description Mcgraw-Hill, 1997. Hardcover. Book Condition: Used: Very Good. Bookseller Inventory # SONG0786310987
Book Description Book Condition: Good. Book Condition: Good. Bookseller Inventory # 97807863109824.0
Book Description Book Condition: Very Good. Book Condition: Very Good. Bookseller Inventory # 97807863109823.0
Book Description Mcgraw-Hill, 1997. Hardcover. Book Condition: New. book. Bookseller Inventory # M0786310987
Book Description Mcgraw-Hill, 1997. Hardcover. Book Condition: New. Bookseller Inventory # DADAX0786310987
Book Description U.S.A.: Mcgraw-Hill, 1997. Hardcover. Book Condition: Near Fine. hardback book in near fine condition. Bookseller Inventory # 91161
Book Description Jan 01, 1997. Book Condition: D'occasion - Très bon état. Livre relié comme neuf, sous jaquette un peu frottée, sans gravité. Envoi rapide et soigné dans enveloppe à bulles. Bookseller Inventory # 4B4B89