Quantitative Trading Systens

Quantitative Trading Systems: Practical Methods for Design, Testing, and Validation by Dr. Howard Bandy

Books Reviews

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