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.
The following links each open a pdf file related to the book.
You can download the code shown in the book using this link.
You can learn more about the book, read additional pages, read reviews, and purchase a copy — all at Amazon.
2 thoughts on “Quantitative Trading Systems”
I just downloaded your excellent book “Introduction to AmiBroker” and I’m thrilled. Also, I bought your book “Quantitative Trading Systems” some time ago and express my respect to you today for this great work.
But it is not always all about developing trading systems and backtesting them. The small screws under the hood of Amibroker which one has forgotten or never ever used are described wonderfully in your book.
Thanks again and all the best for you.
Thank you for the kind words.