Trading Systems: A New Approach to System Development and Portfolio Optimisation

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Harriman House Limited, 2009 - Business & Economics - 240 pages
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Every day the sun rises on the horizon there are some traders who make a fortune. It seldom happens but it does happen, as the names of William Eckhardt, Ed Seykota, Jim Simons, and many others remind us. And you can be one of them.

'Trading Systems' is an insight into what a trader should know and do in order to achieve success on the markets. You don't need to be a rocket scientist to build a winning trading system.

Divided into three parts, this book highlights exactly how you can build that system. Part One is a short practical guide to trading systems' development and evaluation, forming the theoretical basis for Part Two. It condenses the authors' years of experience in a number of practical tips.

A step-by-step development process covering everything from the initial code writing up to walk forward analysis and money management makes up Part Two; a combination of Emilio Tomasini's experience and Urban Jaekle's practical application of trading systems and evaluation.

Part Three shows you how to put systems for all different markets together in the most effective way.

A trader can never say he achieved success but only that he survived: the black swan is always around the corner. 'Trading Systems' will help you find your way among the unchartered waters of systematic trading and show you what it takes to be the one that survives.

 

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Contents

Section 1
Section 2
Section 3
Section 4
Section 5
Section 6
Section 7
Section 8
Section 16
Section 17
Section 18
Section 19
Section 20
Section 21
Section 22
Section 23

Section 9
Section 10
Section 11
Section 12
Section 13
Section 14
Section 15
Section 24
Section 25
Section 26
Section 27
Section 28
Section 29
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About the author (2009)

Emilio Tomasini is a proprietary trader for many European banks and hedge funds and Adjunct Professor of Corporate Finance at the University of Bologna, Italy. His website is www.EmilioTomasini.com.

Urban Jaekle holds a diploma in physics. He is a regular speaker at the main European trading events and contributes to Traders' and Active Tradermagazine. His main business is to provide trading systems' advisory services for hedge funds and institutional investors - mainly with automated trading systems, portfolio optimisation and money management solutions.

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