Description
An explainer of why an advertised trading strategy wouldn’t just work as good as it ought to be, Quantitative Trading Systems brings traders to the real path of building a quantitative trading strategy by providing detailed strategies for establishing trading systems that will enable traders to trade profitably.
This book takes us to the basics of mechanical trading systems and into the heart of building systems that really work. Do not miss the opportunity to be in the know of how trading systems are developed to become powerful tools for profitable trading.
About the Author
Howard Bandy developed his expertise in quantitative trading by having a vast experience as a successful trader. His studies also aided him in understanding the nature of quantitative trading as he finished degrees in Mathematics, Computer Science, engineering, and physics. He now works as a designer of successful computer programs and a senior analyst for different firms.
Table of Contents
The book is simply structured with the following topics:
1 Quantitative Analysis
2 Data
3 Trading System Overview
4 Measuring Success
5 AminBroker
6 Issue Selection
7 Entries and Exits
8 Functions and Indicators
9 Trending Systems
1o Mean Reversion Systems
11 Seasonality Systems
12 Pattern Systems
13 Anticipating Signals
14 Sector Analysis
15 Rotation
16 Portfolios
17 Filters and Timing
18 In-Sample Out-of-Sample
19 Statistical Tests
20 Walk Forward
21 Survivor Bias
22 Monte Carlo Analysis
Appendix A Extending AmiBroker
Appendix B Glossary
Appendix C Resources
Index