Australian (ASX) Stock Market Forum

My new book -- Modeling Trading System Performance

Joined
13 June 2007
Posts
838
Reactions
136
Greetings all --

I have finished writing my newest book, Modeling Trading System Performance, and sent it to the editors.

In the past, they have taken about a week to make their comments and send the book back to me. With the two previous books, they have been gentle with me and have not suggested major changes, so my work to get the book ready to send to the printer should be easy and done quickly. While the main body of the book is being edited, I will finish the index.

During this period before the book goes to the printer, you can order a copy at a pre-publication discounted price.

The retail price of the book is $69.95. The pre-publication price of the book is $49.95. Shipping charges will be additional. The discount is a reward to those of you who have supported me over the past several years. The pre-publication price will be available from now through Sunday, March 13.

On Monday, March 14, the price will change to the retail price. The quantity of books pre-ordered will help me decide how large the printing run should be.

The printer tells me to expect delivery of finished books about five weeks from the day they receive the printable files. I will begin shipping books as soon as I receive them. Assuming the printer and freight carrier stay on schedule, the first books should be to me and ready to ship to customers about May 1.

Modeling Trading System Performance is a sequel to my earlier book, Quantitative Trading Systems. The focus of the new book is on the practicalities of trading as a business.

Key topics include:
• Analysis of trading results, such as frequency, holding period, win/loss ratio, expectancy
• Estimation of profit potential and drawdown
• Use of Monte Carlo simulation
• How to tell whether the system is working or broken
• How to apply position sizing

Several trading systems are analyzed in detail.

Everything is completely explained, including use of free or low cost tools that will enable you to perform similar analysis of your own trading systems. Other than Microsoft Excel, the book is platform independent. It is equally applicable to people who develop using TradeStation, MetaStock, AmiBroker, Wealth-Lab, or any other trading system development platform.

People who have reviewed early drafts are enthusiastic. One person said he thought this was the most important technical analysis book he had ever read.

Several “common wisdom,” “traditional method,” and “sacred cow” ideas and recommendations are examined in detail; with results showing that many of them are poor advice. All of the tools used are fully explained so you can repeat the tests using your own systems and data.

You can learn more about the book at its website:
http://www.modelingtradingsystemperformance.com/

You can download and read chapters 1 and 2 of the book, the contents, and the index from:
http://www.modelingtradingsystemperformance.com/book.html

To order your copy, go to the book’s website:
http://www.modelingtradingsystemperformance.com/

There are several Buy Now buttons. Each is for a single copy of the book including shipping. The differences in price are due to shipping costs for different destinations and different priorities.

Unfortunately, because of the way the US Postal Service prices packages of various sizes, weights, destinations, and shipping methods, there is no advantage to putting several books into a single package.

Thanks,
Howard Bandy
howard -- at -- blueowlpress.com
March 6, 2011
 
I'm happy to be second on the order list.

Just moved to Aus from London and happy to have found this site. Not sure why I was surprised to find a great down under trading forum but I was! Looking forward to contributing in the future.
 
Purchased. I loved your first book. :) Glad I was able to see this thread and made the purchase in time! Looking forward to it.
 
Top