На предмете. Привлекательная особенность - то большинство материала, первоначальное или новое. Эта книга разделена на две половины по четыре главы каждая. Первая часть посвящена проектированию торговых систем. Вторая половина обсуждает, как внедрить системы торговли. Первая половина охватывает следующие темы:
1. Принципы проектирования торговой системы, которая охватывает шесть кардинальных правил
2. Основы проекта системы, который представляет десять главных проблем проекта
3. Развитие новых систем торговли, который подробно описывает семь новых систем
4. Development of trading system variations, which discusses eight variations of known ideas
Once you have read the first half, you will be eager to explore questions about system implementation. The second half of the book is organized as follows:
5. Equity curve analysis, which explores what influences equity curve smoothness
6. Ideas for money management, which is the starting point for risk control
7. Data scrambling, which offers all the synthetic data you will ever need
8. A system for trading, which presents solutions to practical problems
After reading this volume, you should be able to take your ideas and convert them into useful trading systems. This book develops deterministic trading systems, which means that all the rules can be explicitly evaluated. The book does not discuss trading systems based on expert systems, neural networks, or fuzzy logic for two simple but important reasons: (1) More users understand and easily implement deterministic systems than any other type of system. (2) The software for testing deterministic systems is widely available at an economical price. Put the two together, and this book becomes immediately accessible to a large audience.
What Is a Trading System?