Trading Systems A new approach to system development and portfolio optimisation.pdf.pdf

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TRADING SYSTEMS
Every day there are traders who make a fortune. It may seem that it seldom
happens, but it does – as William Eckhardt, Ed Seykota, Jim Simons, and many
others remind us. You can join them by using systems to manage your trading.
This book explains exactly how you can build a winning trading system. It is an
insight into what a trader should know and do in order to achieve ess in the
markets, and it will show you why you don’t need to be a rocket scientist to build
a winning trading system.
There are three main parts to Trading Systems. Part One is a short, practical guide
to trading systems’ development and evaluation. It condenses the authors’ years
of experience into a number of practical tips. It also forms the theoretical basis for
Part Two, in which readers will find a step-by-step development process for TRADING
building a trading system, covering everything from initial code writing to walk
forward analysis and money management. Part Three shows you how bine
a number of trading systems, for all the different markets, into an effective portfolio
of systems. SYSTEMS
A trader can never really say he was essful, but only that he survived to trade Urban Jaekle & Emilio Tomasini
another day; the “black swan” is always just around the corner. Trading Systems will A new approach to system development
help you find your way through the uncharted waters of systematic trading and
show you what it takes to be among those that survive. and portfolio optimisation
Urban Jaekle holds a diploma in physics. He is a regular speaker at the main
European trading events and contributes to Traders' and Active Trader magazine.
His main business is to provide trading systems' advisory services for hedge funds
and institutional investors – mainly with automated trading systems, portfolio
optimisation and money management solutions.
Emilio Tomasini is a propri