+1
You are using an out of date browser. It may not display this or other websites correctly.
You should upgrade or use an alternative browser.
You should upgrade or use an alternative browser.
Good and bad books on strategy design?
- Thread starter jcl
- Start date
+1
Quote from slickpick:
If you already understand basic data analysis (e.g. You can answer what the difference between data mining, overfitting, and data snooping is), then the rest is an art which isn't really taught in books.
There isn't really a catch all, all strategies will have different requirements and beyond the math you'll run into considerable practical implications which are never described in books either.
So without knowing more, it's very difficult to say what you should be looking at.
I am looking for books with more advanced level math like "Cybernetic Analysis for Stocks and Futures".
Research papers would be great as well.
I would be reading more seminal texts on these subjects, rather than something that explains how to apply specific complex methods to trading, then form your own application/conclusion.
Sure there are useful application specific methods that you could always learn (e.g. interpolating a yield curve). However, that doesn't sound like what you're looking for.
Sure there are useful application specific methods that you could always learn (e.g. interpolating a yield curve). However, that doesn't sound like what you're looking for.
Quote from slickpick:
I would be reading more seminal texts on these subjects, rather than something that explains how to apply specific complex methods to trading, then form your own application/conclusion.
Sure there are useful application specific methods that you could always learn (e.g. interpolating a yield curve). However, that doesn't sound like what you're looking for.
Any specific example?
Maybe something like Duda & Hart for ML or Kay for DSP, obviously depends on whatever subject you want to read about.
It's worth pointing out though, that there's no magic bullet. I don't know if you come from a traditional scientific/research background, but that's kind of the approach you need to take here while building domain expertise in finance (there will be no books or papers which will teach any of that).
It's worth pointing out though, that there's no magic bullet. I don't know if you come from a traditional scientific/research background, but that's kind of the approach you need to take here while building domain expertise in finance (there will be no books or papers which will teach any of that).
Quote from slickpick:
Maybe something like Duda & Hart for ML or Kay for DSP, obviously depends on whatever subject you want to read about.
It's worth pointing out though, that there's no magic bullet. I don't know if you come from a traditional scientific/research background, but that's kind of the approach you need to take here while building domain expertise in finance (there will be no books or papers which will teach any of that).
Thanks for sharing. What is your approach for trading? Simple is the best?
What's the problem with trading ?
Just click the BUY button. Works for the last 5 years!
Just click the BUY button. Works for the last 5 years!