Trading Books: Quantitative Trading Systems: Practical Methods for Design, Testing, and Validation

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

Topics Covered: 

  • How trading and investing differ
  • Why almost all investors are traders
  • Comparison of trading system software
  • Introduction to Amibroker trading software
  • How to evaluate trading systems
  • How to select a system that you will be comfortable with
  • What to trade
  • How often trade
  • How to use fundamental data
  • Where to get data and how to prepare it
  • Principles of system design and testing
  • Specific entry signals
  • Several exit techniques
  • Many trading system examples
  • How to analyze in-sample and out-of-sample results
  • Statistically sound validation techniques
  • Walk forward testing 
  • How to tell when a trading system is broken
  • Broad market timing
  • Intermarket analysis and filters
  • Equity curve analysis
  • Sector analysis and rotation methods
  • Portfolio construction
  • Monte Carlo analysis
  • Position sizing

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Quantitative trading systems practical methods for design, testing, and validation

Trading Book Review of ‘Quantitative Trading Systems: Practical Methods for Design, Testing, and Validation’ by Howard B. Bandy:

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