mark twain uk said:
FC,
I've read mixed reviews about the book, did you find it interesting? Is it worth £30?
it is a great book on curvefitting...
he comes up with strats based on trade size samples of 30 trades over 20 years..
ie, some of it is bowlarks..
however, he does have some interesting theories, based on fundamentals.. ie trading equities based on the activities of bonds and gold...this is the interesting side of things, in addition to his seasonal aspects,
but please keep clear of his "trading day of week" filter.... ie only taking longs on monday, or shorts or wednesday...
if you read the stock market almanac, you will see that fridays used to be the most bullish day for 50+ years or so, and then only recently have mondays been the best day to be long etc..
LW only uses data since monday's became the best day etc..
in other words, treat his tradestation reports with extreme caution..
there are a lot of gems in there..
plus, you can also find a free copy online.. the is one on the rapidshare.de site somewhere, but i cant remember the link.
strategybuilderfx.com might have the link somewhere.. look for "volatility breakout" to find the link.
FC