- ハードカバー: 1200ページ
- 出版社: Wiley; 4版 (2005/2/28)
- 言語: 英語
- ISBN-10: 047126847X
- ISBN-13: 978-0471268475
- 発売日： 2005/2/28
- 商品の寸法: 18.6 x 4.6 x 25.2 cm
- カスタマーレビュー: 評価の数 20
- Amazon 売れ筋ランキング: 洋書 - 1,157,005位 (洋書の売れ筋ランキングを見る)
New Trading Systems and Methods (Wiley Trading) (英語) ハードカバー – 2005/2/28
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"... it's packed with a ton of useful information on programs, spreadsheets, algorithms and other tools. It even comes with a CD-ROM that's pulsing with more hot, sexy info covering just about every trading trick under the sun." (Trader Monthly magazine, June/July 2005)
"At $125, the book is not cheap, but no trader should be without it." (Managed Account Reports (MAR), April 2005)
I have now read a lot of trading books. Many books rated very highly by customers don't seem to cut the mustard so far as I am concerned - perhaps not because the books are bad, maybe more because they are not what I am looking for as a budding system-trading developer. Sometimes they are 'one idea' books (I won't name them here, but two very popular works spring immediately to mind).
This is different. It is a comprehensive compendium of trading systems ideas together with supporting trade-station code. It includes ideas for further research by the reader, which is actually very helpful, and even indicates those areas which the author considers would likely be promising.
Includes day-trading and swing to medium to longer-term ideas, with more focus on the shorter time frames.
Yes it's expensive, but this is a huge work (1200 pages) and is actually relatively good value at the reduced price amazon charge.
It includes full details of numerous trading strategies for a wide range of instruments, with particular emphasis on statistics and use of computers, which are well explained. It includes recent techniques such as the use of evolution to optimize strategies and portfolios. It covers both theoretical and practical considerations of trading and developing strategies. At over 1100 pages (plus a CD-ROM) it is a pretty encyclopedic work.
I do have some suggestions for improvement, however - most of which could be achieved by some thorough editing:
1. This fourth edition was published in 2005, but includes a lot of material presumably from much older editions, some of which is rather dated. (For example, various of the computer examples are written in Fortran and/or for the Apple II!) Some of this could be cut.
2. It is quite repetitive, perhaps because the reader is expected to use it as a reference work rather than read it from cover to cover (as I did). I think it could do with some reorganizing to remove these repetitions and thereby make it both shorter and better structured.
3. The index has various omissions, and there are quite a few typos.
The first few chapters on charting are almost identical to Mr. Kaufman's Introduction to Technical Analysis so don't buy both books.
Fornisce interessanti spunti per impostare strategie automatizzate ma non direttamente applicabili senza un approfondita conoscenza tecnica dell'argomento.
In addition to the tech analysis, he covers the basics of developing and testing trading systems. I thought it was good coverage and that it laid a decent mathematical foundation for evaluation of systems.
The reviewer that noted that there is nothing new in this book is correct; there isn't. So the title is poorly chosen, but if you can get past that and are looking for a reference book that touches on just about every aspect of system development in a retail trading context, this is it. In fairness, I took a star off of my rating for this book because it really needs a better title.
If you are a beginning trader, buy this book first and read it cover to cover... you'll save a lot of money not buying all the other books that only cover a portion of what's in here. After you read it, you'll find yourself flipping through books at the bookstore or Amazon and saying to yourself, "Seen it already."
Its methods and description are very clear. but some methods are described in tradestation code. if you are not
familiar with it, you may not feel convient. But I do think that it is so critical. If you can get author's
thought, it is easy to implement it in some other languages.
on the different methods; i.e. which one is best and so on.
For a person that wants to get a global over view of the different trading systems, it is most