Books on systems testing and design
- Thread starter nizar
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One you would have heard of (and probably read): Trade Your Way to Financial Freedom by Van Tharp.
Another great one is the Tradesim manual.
Another great one is the Tradesim manual.
1. Kaufman, Perry J., New Trading Systems and Methods, Fourth Edition
2. Pardo, Robert, Design, Testing and Optimization of Trading Systems
3. Conway, Mark R., and Behle, Aaron N., Professional Stock Trading: System Design and Automation
4. Weisman, Richard L., Mechanical Trading Systems: Pairing Trader Psychology with Technical Analysis
2. Pardo, Robert, Design, Testing and Optimization of Trading Systems
3. Conway, Mark R., and Behle, Aaron N., Professional Stock Trading: System Design and Automation
4. Weisman, Richard L., Mechanical Trading Systems: Pairing Trader Psychology with Technical Analysis
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Nizar,
I wont try to inflame.
Tushar Chande 'Beyond technical analysis'
I wont try to inflame.
Tushar Chande 'Beyond technical analysis'
tech/a
No Ordinary Duck
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Similar to lesm
Ive read many on the topic.
The very best is Trading Systems and Methods by
Perry Kaufman,a background in maths is helpful.
But even if only rudementary re maths an absolute MUST.
Its difficult to find really good books on System design.
I have 4.
The one above.
Trading Systems (Secrets of the Masters).Joe Krutsinger
Design,Testing,and Optimisation of Trading Systems.Robert Pardo.
Computerised Trading by Jurik.
Of them All Pay the $$s and get Kaufman.
Ive read many on the topic.
The very best is Trading Systems and Methods by
Perry Kaufman,a background in maths is helpful.
But even if only rudementary re maths an absolute MUST.
Its difficult to find really good books on System design.
I have 4.
The one above.
Trading Systems (Secrets of the Masters).Joe Krutsinger
Design,Testing,and Optimisation of Trading Systems.Robert Pardo.
Computerised Trading by Jurik.
Of them All Pay the $$s and get Kaufman.
Kauri
E/W Learner
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Leon Wilson (from Tassie) recently wrote his second book in which he walks through all the stages of building and testing a mechanical system using MS/Bullcharts and TS. Ends up with a decent system too.... Very thorough explaining everything as it was built and tested... some good code for stops etc with their TS results... Have packed all my books away but from memory I think it was called "Business of shareTrading"??? or something similar.
.Cheers
.......Kauri
.Cheers
.......Kauri
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I agree with Tech/A that Perry Kaufman's book is one of the best out there.
Another one to look at is,
Technical Traders Guide to Computer Analysis of the Futures Markets by Charles Lebeau, David W. Lucas.
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Greetings --
And there is Quantitative Trading Systems, written by --- me.
Thanks,
Howard Bandy
www.quantitativetradingsystems.com
And there is Quantitative Trading Systems, written by --- me.
Thanks,
Howard Bandy
www.quantitativetradingsystems.com
CanOz
Home runs feel good, but base hits pay bills!
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And a fine book it is Howard. I was going to suggest it but Nizar has Metastock.
Glad to see you finally dropped in for a gander, there may be a few who bought your book here by now.
Cheers,
Howard can this book only be purchased on your website or is there somewhere else i can get it? eg. Borders.
CanOz
Home runs feel good, but base hits pay bills!
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I see hes not online Nizar so i'll tell you what i know...and thats that the book can only be purchased directly from him...99% sure.
Very Amibroker based, but relevant none-the-less.
If i was in Australia i would lone you mine, won't be needing it until retirement the way i'm going.
Cheers,
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Thanks for the kind words.
The book, Quantitative Trading Systems, is only available through the book's web site:
http://www.quantitativetradingsystems.com/index.html
A few of the reasons that the book is not available through Borders or Amazon are posted on the /pricing page.
But, those people who have bought the book are satisfied with it. Some comments and reviews can be seen on the /testimonials page.
Of all the books being shipped to addresses outside the United States, Australia accounts for 40%. Thank you all very much.
---
I've made a few posts to the "Robustness" thread, too.
Howard
Looks like im gonna have to get myself a copy then.
But not yet -- Im about to start on Kaufman.
And good to hear your still alive Can, lol.
I hope things are well
http://www.wiley.com/WileyCDA/WileyTitle/productCd-0470117664,descCd-tableOfContents.html
Philip J. McDonnell
Anyone Know anything about this fellow ?
I have not seen this book
But what I have seen from Him
I have been impressed by
motorway
Philip J. McDonnell
Anyone Know anything about this fellow ?
I have not seen this book
But what I have seen from Him
I have been impressed by
motorway
tech/a
No Ordinary Duck
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MW.
I'm suprised that you have an interest in systems based trading.
Have you systemised any of Wyckoffs works?
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