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

Bandy, Dr Howard B

ISBN 10: 0979183839 / ISBN 13: 9780979183836

Published by Blue Owl Press, 2011

Book is in NEW condition. 1.79. Seller Inventory # 0979183839-2-1

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 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.

Bibliographic Details

Title: Quantitative Trading Systems: Practical ...
Publisher: Blue Owl Press
Publication Date: 2011
Binding: Soft cover
Condition: New
Edition: 2nd Edition