Modeling Trading System Performance by Howard B Bandy

Modeling Trading System Performance by Howard B Bandy

Modeling Trading System Performance - Howard B Bandy

Paperback: 384 pages
Publisher: Blue Owl Press, Inc.; first edition (May 11, 2011)
Language: English
ISBN-10: 0979183820
ISBN-13: 978-0979183829

Trading system development, with emphasis on Monte Carlo simulation, position sizing, risk management, and statistics.
The book discusses techniques for determining whether a trading system is working or is broken.
Topics include:
Background of Monte Carlo simulation
Use of Monte Carlo simulation to estimate drawdown and profit potential
Statistical testing of trading system results
The book is platform-independent. The trades analyzed can be actual trades, estimates from testing from any trading system platform, or hypothetical.
A free, fully functional, Excel add-in is provided for use with the Monte Carlo simulations.

Формат: PDF (качественный скан на книжном сканере Plustek OpticBook 3800)
Фрагмент скана для ознакомления (50 страниц):

Рекомендации складчиков:

Другие 2 книги автора можно найти по тегу "Quantitative Trading System" https://v14.skladchik.org/tags/Quantitative-Trading-System/:
"Quantitative Technical Analysis: An integrated approach to trading system development and trading management"
"Foundations of Trading: Developing Profitable Trading Systems using Scientific Techniques"