Systematic Systems

[fundjunkie]

All,
Can anyone point me in the direction of good books on the creation and testing of systems? I've come across a couple - "Beyond technical Analysis" and "Trading Systems that Work". Are these good? Is there a recognised best of breed in this category?


Thx,
D

 

[TWI]

I have not found anything paticularly good. I find discussion in th Tradestation forum pretty good but you need to subscribe to the platform to get access.
Some people think van Tharp's books on this subject are good but I have not read them.
http://www.iitm.com/

 

[alpha_monkey]

All,
Can anyone point me in the direction of good books on the creation and testing of systems? I've come across a couple - "Beyond technical Analysis" and "Trading Systems that Work". Are these good? Is there a recognised best of breed in this category?


Thx,
D

http://www.amazon.co.uk/exec/obidos...8-1/ref=sr_8_xs_ap_i1_xgl/202-1410563-3469414

Perry Kaufman's books are worth looking at.

 

[Tuffty]

I agree with twalker. I've not found there to be a 'bible' in this area. I quite like Robert Pardo, Desing, Testing and Optimization of Trading Systems (1992).