Any recommendations on Books that go thru the procedure for the proper ways to test systems and statistically verify that the system does have some edge?
Statistical Tests on Systems Books ?
- Thread starter Load_the_boat
- Start date
buy the books of Thomas Stridsman -- they are the best on system trading .... by far
...if you are interested in trading system validation using monte carlo simulation methods, I wrote a little book a year ago concerning this topic:
http://www.zentrader.de/html/monte_carlo_simulator1.html
A profound statistical analysis of general TA methods can be found here:
http://www.amazon.com/Evidence-Base...-Statistical/dp/0470008741/ref=pd_sim_b_img_9
bye,
zentrader
http://www.zentrader.de/html/monte_carlo_simulator1.html
A profound statistical analysis of general TA methods can be found here:
http://www.amazon.com/Evidence-Base...-Statistical/dp/0470008741/ref=pd_sim_b_img_9
bye,
zentrader
Thanks for the info!
Murray Ruggiero
Sponsor
Bob Pardo has a new book
The Evaluation and Optimization of Trading System Strategies.
Second Addition. The publisher is John Wiley.
The Evaluation and Optimization of Trading System Strategies.
Second Addition. The publisher is John Wiley.