Trading Systems: A New Approach to System Development and Portfolio Optimisation - Softcover

Tomasini, Emilio; Jaekle, Urban

Softcover

ISBN 10: 1905641796 ISBN 13: 9781905641796

Publisher: Harriman House, 2009

Synopsis

Every day the sun rises on the horizon there are some traders who make a fortune. It seldom happens but it does happen, as the names of William Eckhardt, Ed Seykota, Jim Simons, and many others remind us. And you can be one of them. "Trading Systems" is an insight into what a trader should know and do in order to achieve success on the markets. You don't need to be a rocket scientist to build a winning trading system. Divided into three parts, this book highlights exactly how you can build that system. Part one is a short practical guide to trading systems' development and evaluation, forming the theoretical basis for part two. It condenses the authors' years of experience in a number of practical tips. A step-by-step development process covering everything from the initial code writing up to walk forward analysis and money management makes up part two; a combination of Emilio Tomasini's experience and Urban Jaekle's practical application of trading systems and evaluation. Part three shows you how to put systems for all different markets together in the most effective way. A trader can never say he achieved success but only that he survived: the black swan is always around the corner. "Trading Systems" will help you find your way among the unchartered waters of systematic trading and show you what it takes to be the one that survives.

About this title

About the Author

Emilio Tomasini is a proprietary trader for many European banks and hedge funds and Adjunct Professor of Corporate Finance at the University of Bologna, Italy. His website is www.emiliotomasini.com. Urban Jaekle provides trading systems' advisory services to a hedge fund with automated trading systems on futures. He holds a diploma in physics, is a regular speaker in the main European trading events, and contributes to TRADERS' and Active Trader magazine.

From the Inside Flap

Every day the sun rises on the horizon there are some traders who make a fortune. It seldom happens but it does happen, as the names of William Eckhardt, Ed Seykota, Jim Simons, and many others remind us. And you can be one of them.

'Trading Systems' is an insight into what a trader should know and do in order to achieve success on the markets. You don't need to be a rocket scientist to build a winning trading system.

Divided into three parts, this book highlights exactly how you can build that system. Part One is a short practical guide to trading systems' development and evaluation, forming the theoretical basis for Part Two. It condenses the authors' years of experience in a number of practical tips.

A step-by-step development process covering everything from the initial code writing up to walk forward analysis and money management makes up Part Two; a combination of Emilio Tomasini's experience and Urban Jaekle's practical application of trading systems and evaluation.

Part Three shows you how to put systems for all different markets together in the most effective way.

A trader can never say he achieved success but only that he survived: the black swan is always around the corner. 'Trading Systems' will help you find your way among the unchartered waters of systematic trading and show you what it takes to be the one that survives.

Edition details

• Publisher: Harriman House
• Publication date: 2009
• Language: English
• ISBN 10: 1905641796
• ISBN 13: 9781905641796
• Binding: Paperback
• Number of pages: 254