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

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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.

366 pages, Hardcover

First published January 1, 2007

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Howard B. Bandy

7 books26 followers

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Displaying 1 - 5 of 5 reviews
Profile Image for Jairo Fraga.
289 reviews12 followers
November 24, 2021
I expected much more from this book, that is somewhat simple.

Author points to many basic subjects regarding developing a framework for testing strategies to trade, like doing statistical tests, measuring success with an objective metric, applying monte carlo methods, emphasizing correctly that only out-of-sample tests matter and such.

The book is bloated with AmiBroker screens/code, maybe useful for teaching absolute beginners on how to use the software, but nothing is treated in-depth here.

It could be a useful book for beginners, but even then, there are better options for that case, like Kevin Davey or Tomasini book.

Estimated reading time: 3h30m.
July 13, 2019
This book provides both theoretical and practical method in trading using Amibroker . Those who are familiar with Amibroker software must not miss this book!
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February 26, 2014
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