Quantitative Trading Systems
The book discusses topics related to the design, testing, and validation of trading systems. The main focus is to raise confidence that the trading system you develop will be profitable when traded. Some of the key topics are:
- defining an objective function
- using in-sample data for system development
- using out-of-sample data for system testing
- using walk forward analysis to learn what to expect
The book includes over 80 program listings, downloadable and ready to run using AmiBroker, that illustrate the topics being discussed.
These links each open a pdf file related to the book.
The code shown in this book can be downloaded. The link to the code is a separate page (to avoid complications with historical and legacy documents)
You can learn more about the book, read additional pages, read reviews, and purchase a copy — all at Amazon.