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Trading Systems: A new approach to syste... by Urban Jaekle Paperback / softback
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Located in: Florida, United States
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eBay item number:386708722302
Item specifics
- Condition
- 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
- Item Length
- 9.6in
- Publisher
- Harriman House Publishing
- Publication Year
- 2009
- Format
- Trade Paperback
- Language
- English
- Item Height
- 0.5in
- Genre
- Business & Economics
- Topic
- Personal Finance / Investing, Industries / Construction, Investments & Securities / General
- Item Width
- 7.1in
- Item Weight
- 23.4 Oz
- Number of Pages
- 196 Pages
About this product
Product Information
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.
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
Format
Trade Paperback
Language
English
Topic
Personal Finance / Investing, Industries / Construction, Investments & Securities / General
Publication Year
2009
Genre
Business & Economics
Number of Pages
196 Pages
Dimensions
Item Length
9.6in
Item Height
0.5in
Item Width
7.1in
Item Weight
23.4 Oz
Additional Product Features
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
Copyright Date
2009
Intended Audience
Trade
Illustrated
Yes
Item description from the seller
Business seller information
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eBay item number:386708722302
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