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Trading Books: Modeling Trading System Performance: Monte Carlo Simulation, Position Sizing, Risk Management, and Statistics

Author: Howard B. Bandy
Publisher: Blue Owl Press
Year: 2011

Topics Covered: 

  • Understanding what is predictable and what is not
  • Understanding variability and risk
  • Characteristics of trading systems
  • Monte Carlo simulation
  • Statistical tests
  • Trading as a business
  • Realistic estimates of equity growth

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Modeling Trading System Performance Monte Carlo Simulation, Position Sizing, Risk Management, and Statistics

Trading Book Review of ‘Modeling Trading System Performance: Monte Carlo Simulation, Position Sizing, Risk Management, and Statistics’ by Howard B. Bandy:

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