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System evaluation based on past performance: Random Signals Test

Books Related: Trading System

Product Description:

For more than two decades, futures traders have turned to the classic Trading Systems and Methods for complete information about the latest, most successful indicators, programs, algorithms, and systems. Now, this newly revised and expanded Third Edition continues that tradition, including many new approaches and covering the latest developments in the continuously evolving equipment and techniques for trading futures markets.

Perry J. Kaufman, a leading futures expert highly respected for his years of experience in research and trading, has thoroughly rewritten and updated his bestselling guide, which remains the most comprehensive and instructional book on trading systems today. This detailed, hands-on manual offers a thorough analysis, using a systematic approach and including explanations of each method of calculation or operation. Kaufman explores both the good and bad features of each trading technique, explaining why a trading system or method works or doesn't work, how to select features that fit the trader's needs best, and how to test a system to achieve a sound trading program.

Since the early '70s, Kaufman has been devoted to futures research, with a particular emphasis on computer applications. He includes computer programs and spreadsheet code to implement each system and method, in addition to the mathematics involved. Where other books fall short, Kaufman's reference makes it possible for traders and analysts to program the systems themselves, changing the programs as they see fit and applying the techniques to their own styles and trading tools.

Trading Systems and Methods continues to be the single best resource for the trader or market analyst who wants to create or choose a successful trading system.

The bestselling guide to trading systems—completely revised and updated

"Probably the most comprehensive guide to trading systems ever written from one of the foremost experts in the field. This is an invaluable reference work for anyone with an interest in trading systems." —Jack D. Schwager, author Technical Analysis and The New Market Wizards

"Perry Kaufman has no peer in the field of trading system design. In this authoritative new edition, Perry adds rich material to a remarkable body of indicators and timing methods." —Nelson Freeburg, Editor, Formula Research

"A carefully thought out revision. The new added content is impressive . . . and useful. Kaufman is to be commended for carefully choosing and annotating that content. Years of questioning and reasoning the validity of both new and classical technical analysis studies has prepared the author to be a most knowledgeable 'final filter'. In this book he has selected the best. Thanks!" —Tim Slater, Managing Director, Telerate Seminars, Bridge/Telerate

"This is a remarkably insightful book about the ins and outs of the futures market. In his usual inimitable style, Perry does a wonderful job of showing the beginner and the experienced person what it takes to build and use a successful trading system. Whether you're an old pro or a beginner, this book is an excellent source for analyzing, evaluating, and forecasting price movements." —Mark J. Powers, President, Powers & Dubin Asset Allocation and Management Co.

"An original and masterful approach that provides an in-depth analysis of the most popular trading techniques. The entire process for developing and testing trading strategies is put into a cohesive framework." —David Krell, Chairman, K-Squared Research, LLC


Book Info

A step-by-step guide to creating trading systems for individual trading beliefs and profit objectives. Written to accommodate both the beginner and the expert, with an overview of strategies, testing techniques and technical analysis, plus an introduction to the author's Chande Comfort Zone method. Previous edition not cited. DLC: Investment analysis.

Product Description:

Unique book/disk package helps traders develop and forward-test a high-performance trading system
In trading, a winning system is everything. Without a systematized methodology on which to base their actions, traders quickly succumb to market fear and confusion and watch helplessly as precious profits vanish. And while it is theoretically possible to buy a canned trading system, most experts agree that the best system is proprietary to each trader—developed, implemented, and tested by the individual to suit his or her exact requirements.

In this book/software package, acclaimed technical trading system developer Tushar Chande shows traders how to develop a winning trading system, and how to test its future performance through computer simulation. The result? Users can paper trade their personal trading system before using it in the real world, accurately estimating how well they can cope with the day-to-day pressures of implementing the system when their capital is at risk and emotions are involved. Disk 1 provides a program enabling users to write a trade plan, create orders, rate their confidence for specific trades, and run P & L statements. Disk 2 is a demo disk for $ecure Trade Management Software.


Product Description:

A practical, hands-on guide to setting up, adjusting, and trading mechanical systems that requires no computer or programming skills! Here’s everything you’ll need to develop and verify each stage of a profitable trading strategy, from formulation through testing to real-time trading. Armed with the author’s battery of easily accomplished testing and optimization techniques — many never before published — you’ll design a workable trading strategy, reliably measure its profit potential and risk, and then test it to see if it works in real-time trading. No matter what your level of trading expertise, now you can swiftly isolate and eliminate the causes of trading failure and make the decisions essential to profitable computerized trading.

You’ll discover:

The seven major components of mechanical trading strategies and their uses When and how to use fast, accurate, and realistic computer simulations to evaluate a strategy’s trading performance without risking precious capital

The best ways to tailor a trading strategy to fit the unique personalities of widely different markets What to expect from a trading model in real-time trading How to judge trading performance with respect to historical testing performance Design, Testing, and Optimization of Trading Systems helps you develop, evaluate, and apply a winning computer trading system that suits your specific needs.

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