Modeling Trading System Performance: Monte Carlo simulations, position sizing, risk management, and statistics
"This book, (MSTP) is intended to be an introduction to techniques that can be used to model the performance and risk of trading systems. MSTP is a sequel to [the author's] earlier book, Quantitative Trading Systems (QTS). QTS discusses the design, testing, and validation of trading system...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Sioux Falls
Blue Owl Press
2015
|
| Ausgabe: | 2. printing with revised index |
| Schlagworte: | |
| Zusammenfassung: | "This book, (MSTP) is intended to be an introduction to techniques that can be used to model the performance and risk of trading systems. MSTP is a sequel to [the author's] earlier book, Quantitative Trading Systems (QTS). QTS discusses the design, testing, and validation of trading systems. Although it illustrates examples using the AmiBroker trading system development platform, the concepts it discusses are universal. MSTP uses analogies from gambling to illustrate the effects of uncertainty and to build easily understood simulation models using Monte Carlo simulation."--Adapted from author/ publisher's preface and Introduction |
| Beschreibung: | Includes glossary, bibliographical references (pages 365-376) and index |
| Beschreibung: | 384 S. graph. Darst. 26 cm |
| ISBN: | 9780979183829 0979183820 |
Internformat
MARC
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| 245 | 1 | 0 | |a Modeling Trading System Performance |b Monte Carlo simulations, position sizing, risk management, and statistics |c Howard B. Bandy |
| 250 | |a 2. printing with revised index | ||
| 264 | 1 | |a Sioux Falls |b Blue Owl Press |c 2015 | |
| 300 | |a 384 S. |b graph. Darst. |c 26 cm | ||
| 336 | |b txt |2 rdacontent | ||
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| 500 | |a Includes glossary, bibliographical references (pages 365-376) and index | ||
| 520 | |a "This book, (MSTP) is intended to be an introduction to techniques that can be used to model the performance and risk of trading systems. MSTP is a sequel to [the author's] earlier book, Quantitative Trading Systems (QTS). QTS discusses the design, testing, and validation of trading systems. Although it illustrates examples using the AmiBroker trading system development platform, the concepts it discusses are universal. MSTP uses analogies from gambling to illustrate the effects of uncertainty and to build easily understood simulation models using Monte Carlo simulation."--Adapted from author/ publisher's preface and Introduction | ||
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Datensatz im Suchindex
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|---|---|
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| author | Bandy, Howard B. |
| author_facet | Bandy, Howard B. |
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| author_sort | Bandy, Howard B. |
| author_variant | h b b hb hbb |
| building | Verbundindex |
| bvnumber | BV042690481 |
| classification_rvk | QK 800 |
| ctrlnum | (OCoLC)841963887 (DE-599)BVBBV042690481 |
| discipline | Wirtschaftswissenschaften |
| edition | 2. printing with revised index |
| format | Book |
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| id | DE-604.BV042690481 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T07:07:30Z |
| institution | BVB |
| isbn | 9780979183829 0979183820 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028122144 |
| oclc_num | 841963887 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR |
| owner_facet | DE-355 DE-BY-UBR |
| physical | 384 S. graph. Darst. 26 cm |
| publishDate | 2015 |
| publishDateSearch | 2015 |
| publishDateSort | 2015 |
| publisher | Blue Owl Press |
| record_format | marc |
| spelling | Bandy, Howard B. Verfasser aut Modeling Trading System Performance Monte Carlo simulations, position sizing, risk management, and statistics Howard B. Bandy 2. printing with revised index Sioux Falls Blue Owl Press 2015 384 S. graph. Darst. 26 cm txt rdacontent n rdamedia nc rdacarrier Includes glossary, bibliographical references (pages 365-376) and index "This book, (MSTP) is intended to be an introduction to techniques that can be used to model the performance and risk of trading systems. MSTP is a sequel to [the author's] earlier book, Quantitative Trading Systems (QTS). QTS discusses the design, testing, and validation of trading systems. Although it illustrates examples using the AmiBroker trading system development platform, the concepts it discusses are universal. MSTP uses analogies from gambling to illustrate the effects of uncertainty and to build easily understood simulation models using Monte Carlo simulation."--Adapted from author/ publisher's preface and Introduction Investment analysis / Data processing Portfolio management / Mathematical models Risk assessment Expert systems (Computer science) / Industrial applications Stocks / Mathematical models Programming (Mathematics) Expert systems (Computer science) / Industrial applications fast Investment analysis / Data processing fast Portfolio management / Mathematical models fast Programming (Mathematics) fast Risk assessment fast Stocks / Mathematical models fast Datenverarbeitung Mathematisches Modell Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Modellierung (DE-588)4170297-9 gnd rswk-swf Wertpapierhandelssystem (DE-588)4510686-1 gnd rswk-swf Simulation (DE-588)4055072-2 gnd rswk-swf Wertpapierhandelssystem (DE-588)4510686-1 s Portfolio Selection (DE-588)4046834-3 s Modellierung (DE-588)4170297-9 s Simulation (DE-588)4055072-2 s b DE-604 |
| spellingShingle | Bandy, Howard B. Modeling Trading System Performance Monte Carlo simulations, position sizing, risk management, and statistics Investment analysis / Data processing Portfolio management / Mathematical models Risk assessment Expert systems (Computer science) / Industrial applications Stocks / Mathematical models Programming (Mathematics) Expert systems (Computer science) / Industrial applications fast Investment analysis / Data processing fast Portfolio management / Mathematical models fast Programming (Mathematics) fast Risk assessment fast Stocks / Mathematical models fast Datenverarbeitung Mathematisches Modell Portfolio Selection (DE-588)4046834-3 gnd Modellierung (DE-588)4170297-9 gnd Wertpapierhandelssystem (DE-588)4510686-1 gnd Simulation (DE-588)4055072-2 gnd |
| subject_GND | (DE-588)4046834-3 (DE-588)4170297-9 (DE-588)4510686-1 (DE-588)4055072-2 |
| title | Modeling Trading System Performance Monte Carlo simulations, position sizing, risk management, and statistics |
| title_auth | Modeling Trading System Performance Monte Carlo simulations, position sizing, risk management, and statistics |
| title_exact_search | Modeling Trading System Performance Monte Carlo simulations, position sizing, risk management, and statistics |
| title_full | Modeling Trading System Performance Monte Carlo simulations, position sizing, risk management, and statistics Howard B. Bandy |
| title_fullStr | Modeling Trading System Performance Monte Carlo simulations, position sizing, risk management, and statistics Howard B. Bandy |
| title_full_unstemmed | Modeling Trading System Performance Monte Carlo simulations, position sizing, risk management, and statistics Howard B. Bandy |
| title_short | Modeling Trading System Performance |
| title_sort | modeling trading system performance monte carlo simulations position sizing risk management and statistics |
| title_sub | Monte Carlo simulations, position sizing, risk management, and statistics |
| topic | Investment analysis / Data processing Portfolio management / Mathematical models Risk assessment Expert systems (Computer science) / Industrial applications Stocks / Mathematical models Programming (Mathematics) Expert systems (Computer science) / Industrial applications fast Investment analysis / Data processing fast Portfolio management / Mathematical models fast Programming (Mathematics) fast Risk assessment fast Stocks / Mathematical models fast Datenverarbeitung Mathematisches Modell Portfolio Selection (DE-588)4046834-3 gnd Modellierung (DE-588)4170297-9 gnd Wertpapierhandelssystem (DE-588)4510686-1 gnd Simulation (DE-588)4055072-2 gnd |
| topic_facet | Investment analysis / Data processing Portfolio management / Mathematical models Risk assessment Expert systems (Computer science) / Industrial applications Stocks / Mathematical models Programming (Mathematics) Datenverarbeitung Mathematisches Modell Portfolio Selection Modellierung Wertpapierhandelssystem Simulation |
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