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Howard B. Bandy – Modeling Trading System Performance

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This is a bonus for the following GB – All Howard Bandy Books (Trading Systems) –

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Please do not release this product outside of our community.

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Howard B. Bandy – Modeling Trading System Performance

Trading system development, with emphasis on Monte Carlo simulation, position sizing, risk management, and statistics.

Quote:

Review

I am one of the early reviewers of Dr. Bandy’s book, Modeling Trading System Performance. His approach to system development, begun in his earlier book Quantitative Trading Systems, and carried through in MTSP is clear and straightforward. Everything he says is backed up with enough detail so you can use your own data and do it yourself.

The sections on system health are priceless. His use of Monte Carlo Simulation and distributions to compute risk is outstanding. Connecting system health and position sizing is brilliant. This book is easily the most important book on trading system development I have ever read.

–Charlie J

Hi Howard

I’ve recently purchased and read 3 of your books

1) Quantitative Trading Systems

2) MTSP

3) Mean Reversion Trading Systems

I found each one packed with useful information and really appreciated the specificity and clarity of your writing. Your books are truly unique. I am an engineer by training but have been an entrepreneur for 20 years. I’ve only been trading a short time but I’m now fully committed to learning and developing quantitative methods of trading.

–Tim P.

I received the 3 books rather quickly, thank you for that. I have used them and your paper on Developing Robust Trading Systems” to develop two mean reversion systems I was working on a few months ago. I have turned these systems from quite ordinary to outstanding in tradability. The most important element in achieving this was defining my own objective function which neglected CAR and position sizing. I then applied position sizing using the techniques in MTSP which resulted in out of sample results in terms of MaxDD and CAR that I am more than happy with.

Thank you Howard for sharing your knowledge, it has completely change the way I approach system development.

Kind regards, Ross –Ross

Hi Howard

I’ve recently purchased and read 3 of your books

1) Quantitative Trading Systems

2) MTSP

3) Mean Reversion Trading Systems

I found each one packed with useful information and really appreciated the specificity and clarity of your writing. Your books are truly unique. I am an engineer by training but have been an entrepreneur for 20 years. I’ve only been trading a short time but I’m now fully committed to learning and developing quantitative methods of trading.

–Tim P.

I received the 3 books rather quickly, thank you for that. I have used them and your paper on Developing Robust Trading Systems” to develop two mean reversion systems I was working on a few months ago. I have turned these systems from quite ordinary to outstanding in tradability. The most important element in achieving this was defining my own objective function which neglected CAR and position sizing. I then applied position sizing using the techniques in MTSP which resulted in out of sample results in terms of MaxDD and CAR that I am more than happy with.

Thank you Howard for sharing your knowledge, it has completely change the way I approach system development.

Kind regards, Ross –Ross

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More Info: https://www.amazon.com/Modeling-Trading-System-Performance-H…

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