Trading systems, programming, system design, quantitative finance. Play in new window Download Embed. I have a fantastic interview in store for you today! Today we have with us Dr. Bandy has written three very excellent trading system development books, and I am so honored that he was able to come on the show. Bandy also provided a reading list of books for us, related to trading, system development, and mathematical modeling:.
I wonder is he says that because he does not know or. Your email address will not be published. In this episode, you will learn How to get through the difficulties in back testing How to validate your trading system and show statistically that it will continue working in the future What you are not supposed to code into your trading system Enjoy!
Bandy also provided a reading list of books for us, related to trading, system development, and mathematical modeling: Sam Savage, The Flaw of Averages. Why plans based on averages are often wrong.
Daniel Kahneman, Thinking, Fast and Slow. Where we can and cannot trust our intuitions. Nate Silver, The Signal and the Noise. Why so many predictions fail. Michael Mauboussin, The Success Equation. Distinguishing between skill and luck. How randomness rules our lives.
John Haigh, Taking Chances. Using probability to help make decisions. How quantitative financial models have been used, and misused. How our intuitions deceive us. I am sure you will really enjoy this episode! The checklist gives you step-by-step instructions on how to create the perfect automated trading system. Trackbacks […] Al Brooks insists that markets are Brownian motion. Leave a Reply Cancel reply Your email address will not be published. Recent Posts Trader Tech Talk Interesting primer on bitcoin and a chance to win Find out how Toni Tuner defied her broker, and learned to trade anyway!More...