MovingAverage
Just a retail hack
- Joined
- 23 January 2010
- Posts
- 1,315
- Reactions
- 2,565
Afternoon all,
Hope you're all staying safe.
I'm sure I'm not alone when I say this, but being a system trader I've amassed a few books over the years and truth be told I haven't read a lot of them properly. So now that I'm spending a lot more time at home these days I thought I'd roll up my sleeves and actually read a few of those books properly and see if I could apply some new learnings to my systems. This week I started reading Kirkpatrick's Investment and Trading Strategies. This book is a little on the low end of the page count coming in at about 140 pages. Despite the small page count I reckon it punches above its weight in terms of content. This book is very much focused on a lot of the statistical elements surrounding system testing and validation (backtesting). The book does not offer a system that will make you 1000% CAGR, but it does discuss a few indicators but to me it's real value is around backtesting methodologies and some of the key principles that should be taken into account when backtesting your systems . This book might be worth a read for those looking to improve the robustness of their backtesting.
I'd be curious to know whether anyone else is reading or can recommend any system related books that are good, bad or indifferent ?
Stay safe everyone.
Hope you're all staying safe.
I'm sure I'm not alone when I say this, but being a system trader I've amassed a few books over the years and truth be told I haven't read a lot of them properly. So now that I'm spending a lot more time at home these days I thought I'd roll up my sleeves and actually read a few of those books properly and see if I could apply some new learnings to my systems. This week I started reading Kirkpatrick's Investment and Trading Strategies. This book is a little on the low end of the page count coming in at about 140 pages. Despite the small page count I reckon it punches above its weight in terms of content. This book is very much focused on a lot of the statistical elements surrounding system testing and validation (backtesting). The book does not offer a system that will make you 1000% CAGR, but it does discuss a few indicators but to me it's real value is around backtesting methodologies and some of the key principles that should be taken into account when backtesting your systems . This book might be worth a read for those looking to improve the robustness of their backtesting.
I'd be curious to know whether anyone else is reading or can recommend any system related books that are good, bad or indifferent ?
Stay safe everyone.