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【资料名称】:Building_Reliable_Trading_Systems_-_Keith_Fitschen 【资料描述】:
Building Reliable Trading Systems: Tradable Strategies That Perform as They Backtest and Meet Your Risk-Reward Goals Keith Fitschen
图书基本信息
Building Reliable Trading Systems: Tradable Strategies That Perform as They Backtest and Meet Your Risk-Reward Goals
中文书名: 建立可靠交易系统:像回溯测试一样运作并符合风险回报目标的交易策略(丛书)作者: Keith Fitschen;
ISBN13: 9781118528747
类型: 精装
语种: 英语(English)
出版日期: 2013-04-22
出版社: Wiley
页数: 304
重量(克): 453
尺寸: 162 x 230 x 32 mm
商品简介
An award winning system developer explains how to create, test, and implement a profitable trading systemTraders have long been drawn to the idea of translating their strategies and ideas into trading systems. While successful trading systems have been developed, in most cases, they work very well for a period of time in specific markets, but perform less well across all markets in all time frames. Nobody understands this better than author Keith Fitschen--a thought-leader in trading system development--and now, with Trading Strategy Generation Website, he shares his extensive experience in this field with you.
Trading Strategy Generation skillfully explains how to take market insights or trading ideas and develop them into a robust trading system. In it, Fitschen describes the critical steps a trader needs to follow, including: translating the market insight into a rules-based approach determining entry and exit points testing against historical data and integrating money management and position sizing into the system.
Written by an award winning system developer who has actively traded his systems for thirty yearsIntroduces new ideas on money management and position sizing for different marketsDetails exactly what it takes to build, test, and implement a profitable technical trading systemA companion Website contains supplementary material, including Excel spreadsheets designed to rate the strength of entry signals and provide money management guidance based on market volatility and portfolio correlationsWritten with the serious trader in mind, Trading Strategy Generation is an accessible guide to building a system that will generate realistic returns over time.
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