Quantitative Trading Systems

Quantitative Trading Systems is now in its Second Edition.

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 with real money.

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, ready to run using AmiBroker, that illustrate the topics being discussed.

The Table of Contents, Preface, Index, and two complete chapters of the book, exactly as they appear in the book in print, have been posted on the book’s web site in pdf format. You can download and view them from the book menu.