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.

Edition details

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