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Trading Systems: A new approach to syste... by Urban Jaekle Paperback / softback

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Item specifics

Condition
Good: A book that has been read but is in good condition. Very minimal damage to the cover including ...
ISBN
1905641796
EAN
9781905641796
Publication Name
N/A
Type
Paperback
Release Title
Trading Systems: A new approach to system development and port...
Artist
Urban Jaekle
Brand
N/A
Colour
N/A
Book Title
Trading Systems : a New Approach to System Development and Portfolio Optimisation
Publisher
Harriman House Publishing
Item Length
9.6 in
Publication Year
2009
Format
Trade Paperback
Language
English
Illustrator
Yes
Item Height
0.5 in
Author
Urban Jaekle, Emilio Tomasini
Genre
Business & Economics
Topic
Personal Finance / Investing, Industries / Construction, Investments & Securities / General
Item Weight
23.4 Oz
Item Width
7.1 in
Number of Pages
196 Pages

About this product

Product Identifiers

Publisher
Harriman House Publishing
ISBN-10
1905641796
ISBN-13
9781905641796
eBay Product ID (ePID)
73583618

Product Key Features

Book Title
Trading Systems : a New Approach to System Development and Portfolio Optimisation
Number of Pages
196 Pages
Language
English
Topic
Personal Finance / Investing, Industries / Construction, Investments & Securities / General
Publication Year
2009
Illustrator
Yes
Genre
Business & Economics
Author
Urban Jaekle, Emilio Tomasini
Format
Trade Paperback

Dimensions

Item Height
0.5 in
Item Weight
23.4 Oz
Item Length
9.6 in
Item Width
7.1 in

Additional Product Features

Intended Audience
Trade
Table Of Content
AcknowledgmentsPrefacePart I: A Practical Guide to Trading System Development and Evaluation1. What is a trading system?1.1 An easy example of a trading system1.2 Why you need a trading system1.3 The science of trading systems2. Design, test, optimisation and evaluation of a trading system2.1 Design2.2 Test2.3 The forecasting power of a trading system2.4 Evaluation of a Trading System2.5 ConclusionPART II: Trading System Development and Evaluation of a Real Case3. How to develop a trading system step by step - using the example of the British Pound /US dollar pair3.1 The birth of a trading system3.2 First evaluation of the trading system 3.3 Variation of the input parameters: optimisation and stability diagrams3.4 Inserting an intraday time filter3.5 Determination of appropriate exits - risk management3.6 Summary: Step-by-step development of a trading system4. Two methods for evaluating the system's predictive power4.1 Timescale analysis4.2 Monte Carlo Analysis5. The factors around your system5.1 The market's long/short bias5.2 Out-of-sample deterioration5.3 The market data bias5.4 Optimization and over-fitting5.5 Rule complexity explained with polynomial curve fitting6. Periodic re-optimisation and walk forward analysis6.1 Short repetition: "normal", static optimisation6.2 Anchored vs. rolling walk forward analysis (WFA)6.3 Rolling WFA on the LUXOR system6.4 The meaning of sample size and market structure7. Position sizing on the example of the LUXOR system7.1 Definitions: money management vs. risk management7.2 Application of different MM schemes7.3 Monte Carlo analysis of the position sized system7.4 ConclusionPart III: Systematic Portfolio Trading8. Dynamic Portfolio Construction8.1 Introduction to Portfolio Construction8.2 Correlation among equity lines8.3 A dynamic approach: equity line crossover8.4 Dynamic portfolio composition: the walk forward analysis activator8.5 Largest losing trade/largest losing streak/largest drawdownConclusionAppendicesAppendix 1: Bollinger Band systemAppendix 2: The Triangle systemAppendix 3: Portfolios with the LUXOR trading systemBibliographyIndex
Synopsis
Explains how you can build a winning trading system. This book offers an insight into what a trader should know and do in order to achieve success in the markets, and shows you why you don't need to be a rocket scientist to build a winning trading system., "The key is how to adapt existing codes to the current market conditions, how to build a portfolio and how to know when the moment has come to stop one system and start another one." Every day there are traders who make a fortune. It may seem that it seldom happens, but it does - as William Eckhardt, Ed Seykota, Jim Simons, and many others remind us. You can join them by using systems to manage your trading. This book explains exactly how you can build a winning trading system. It is an insight into what a trader should know and do in order to achieve success in the markets, and it will show you why you don't need to be a rocket scientist to build a winning trading system. There are three main parts to Trading Systems. Part One is a short, practical guide to trading systems' development and evaluation. It condenses the authors' years of experience into a number of practical tips. It also forms the theoretical basis for Part Two, in which readers will find a step-by-step development process for building a trading system, covering everything from initial code writing to walk forward analysis and money management. Part Three shows you how to combine a number of trading systems, for all the different markets, into an effective portfolio of systems. A trader can never really say he was successful, but only that he survived to trade another day; the "black swan" is always just around the corner. Trading Systems will help you find your way through the uncharted waters of systematic trading and show you what it takes to be among those that survive. A new approach to system development., "The key is how to adapt existing codes to the current market conditions, how to build a portfolio and how to know when the moment has come to stop one system and start another one."Every day there are traders who make a fortune. It may seem that it seldom happens, but it does - as William Eckhardt, Ed Seykota, Jim Simons, and many others remind us. You can join them by using systems to manage your trading.This book explains exactly how you can build a winning trading system. It is an insight into what a trader should know and do in order to achieve success in the markets, and it will show you why you don't need to be a rocket scientist to build a winning trading system.There are three main parts to Trading Systems. Part One is a short, practical guide to trading systems' development and evaluation. It condenses the authors' years of experience into a number of practical tips. It also forms the theoretical basis for Part Two, in which readers will find a step-by-step development process for building a trading system, covering everything from initial code writing to walk forward analysis and money management. Part Three shows you how to combine a number of trading systems, for all the different markets, into an effective portfolio of systems.A trader can never really say he was successful, but only that he survived to trade another day; the "black swan" is always just around the corner. Trading Systems will help you find your way through the uncharted waters of systematic trading and show you what it takes to be among those that survive. A new approach to system development., 'The key is how to adapt existing codes to the current market conditions, how to build a portfolio and how to know when the moment has come to stop one system and start another one'. Every day there are traders who make a fortune. It may seem that it seldom happens, but it does - as William Eckhardt, Ed Seykota, Jim Simons, and many others remind us. You can join them by using systems to manage your trading. This book explains exactly how you can build a winning trading system. It is an insight into what a trader should know and do in order to achieve success in the markets, and it will show you why you don't need to be a rocket scientist to build a winning trading system. There are three main parts to "Trading Systems". Part One is a short, practical guide to trading systems' development and evaluation. It condenses the authors' years of experience into a number of practical tips. It also forms the theoretical basis for Part Two, in which readers will find a step-by-step development process for building a trading system, covering everything from initial code writing to walk forward analysis and money management. Part Three shows you how to combine a number of trading systems, for all the different markets, into an effective portfolio of systems. A trader can never really say he was successful, but only that he survived to trade another day; the 'black swan' is always just around the corner. "Trading Systems" will help you find your way through the uncharted waters of systematic trading and show you what it takes to be among those that survive. This is a new approach to system development., The key is how to adapt existing codes to the current market conditions, how to build a portfolio and how to know when the moment has come to stop one system and start another one. Every day there are traders who make a fortune. It may seem that it seldom happens, but it does - as William Eckhardt, Ed Seykota, Jim Simons, and many others remind us. You can join them by using systems to manage your trading. This book explains exactly how you can build a winning trading system. It is an insight into what a trader should know and do in order to achieve success in the markets, and it will show you why you don't need to be a rocket scientist to build a winning trading system. There are three main parts to Trading Systems. Part One is a short, practical guide to trading systems' development and evaluation. It condenses the authors' years of experience into a number of practical tips. It also forms the theoretical basis for Part Two, in which readers will find a step-by-step development process for building a trading system, covering everything from initial code writing to walk forward analysis and money management. Part Three shows you how to combine a number of trading systems, for all the different markets, into an effective portfolio of systems. A trader can never really say he was successful, but only that he survived to trade another day; the black swan is always just around the corner. Trading Systems will help you find your way through the uncharted waters of systematic trading and show you what it takes to be among those that survive. A new approach to system development.

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