Foundations of Trading

front cover of Foundation of Trading book
back cover for Foundations of Trading book

The book discusses topics related to the design, testing, and validation of trading systems. The main focus is to raise confidence that the trading system you develop will be profitable when traded. Some of the key topics are:

  • defining an objective function
  • using in-sample data for development
  • using out-of-sample data for system testing
  • using walk-forward analysis to learn what to expect in the future

The book includes over 80 program listings, downloadable and ready to run using AmiBroker, that illustrate the topics being discussed.

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