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Quantitative Trading Systems

Quantitative Trading Systems. Practical Methods for Design, Testing, and Validation-Blue Owl Press. Howard B. Bandy.

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Số lượng

Quantitative Analysis

Data

Trading System Overview

Measuring Success

Ami Broker

Issue Selection

Entries and Exits

Functions and Indicators

Trending Systems

Mean Reversion Systems

Seasonality Systems

Pattern Systems

Anticipating Signals

Sector Analysis

Rotation

Portfolios

Filters and Timing

In-Sample Out-of-Sample

Statistical Tests

Walk Forward

Survivor Bias

Monte Carlo Analysis

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