Trading Systems: A New Approach to System Optimisation and...

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Business & Economics - Investing
Trading Systems: A New Approach to...

Trading Systems: A New Approach to System Optimisation and Portfolio Construction

Name: Trading Systems: A New Approach to System Optimisation and Portfolio Construction
ISBN: 9781730233883

Emilio Tomasini, Urban Jaekle

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A fairly good book, that does a excellent job at explaining the pitfalls of system building. While not agreeing completely with the authors on all points, most of their arguments are in line with best practice when it comes to back testing and system building. On the downside, I probably expected more code than what existed in the book, without it, the examples become something of a 'trust-me' trade. Overall, a book that serves most system developer as a reminder that there are a number of ways to improve their own back testing protocols. More importantly, it does also make a good job at explaining the various charts and analytics that are available in Rina Systems and Trade Station.

Категорії:

Business & Economics - Investing

Рік:

2009

Видавництво:

Harriman House

Мова:

english

Сторінки:

258

ISBN 10:

1905641796