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

by Howard B. Bandy

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.

Genres: Finance

366 pages, Hardcover

First published January 1, 2007

Reviews

[Jairo Fraga · Rating 3 out of 5]

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.

[Javier Villar · Rating 3 out of 5]

Compulsory for users of AmiBroker. Really detailed and thorough formulas.

[Nutchapon Prasertsoong · Rating 4 out of 5]

This book provides both theoretical and practical method in trading using Amibroker . Those who are familiar with Amibroker software must not miss this book!

[Alessio SMART · Rating 4 out of 5]

The book is very good but the scripts are good only for Amibroker

[Moath]

thinks you