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RE: [amibroker] Re: books on investing



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<SPAN 
class=981255811-09092003>is anyone familiar with 'Design, Testing, and 
Optimization of Trading Systems' by Robert Pardo? more than specific trading 
strategies, I'm looking for general approaches to distinguishing tuning from 
over-optimization, and statistically significant performance improvements from 
those that aren't.
<SPAN 
class=981255811-09092003> 
<SPAN 
class=981255811-09092003>thanks,
<SPAN 
class=981255811-09092003> 
<SPAN 
class=981255811-09092003>dave
<BLOCKQUOTE 
>
  <FONT face=Arial color=#0000ff 
  size=2>Andrew,
  <FONT face=Arial color=#0000ff 
  size=2> 
  I'm 
  flattered that you would be interested in knowing my favourite five investment 
  books.   I started to edit my list of books and found it 
  difficult to get down to five.   I ended up with eight that I offer 
  here in purely alphabetical order by author:
  <FONT face=Arial color=#0000ff 
  size=2> 
  
  Boucher, Mark <SPAN 
  class=155062210-09092003>        The 
  Hedge Fund Edge
  Chande, Tushar <SPAN 
  class=155062210-09092003>        The 
  New Technical Trader
  Fosback, Norman G, <SPAN 
  class=155062210-09092003>        
  Stock Market Logic
  Grinold, Richard C. <SPAN 
  class=155062210-09092003>            
  Active Portfolio Management
  Kaufman, Perry <SPAN 
  class=155062210-09092003>            
  Trading Systems and Methods 
  LeBeau, Chuck <SPAN 
  class=155062210-09092003>        <SPAN 
  class=155062210-09092003>    Computer Analysis of the 
  Futures Market
  O'Shaughnessy, James P. <SPAN 
  class=155062210-09092003>        
  Invest Like the Best
  O'Shaughnessy, James P. <SPAN 
  class=155062210-09092003>        
  What Works on Wall Street
  <BLOCKQUOTE 
  >ChuckThanks 
    for the lead to Columbine Capital Services, I'm presently making my way 
    thru their excellent & FREE material.  I notice you also give 
    us a lead on one of your favorite investment books.  Wondering if 
    you wouldn't mind giving out a list of your top 5 favorites.  I'd 
    be very interested in the opinions of someone with  obvious 
    extensive experience such as yourself.ThanksAndrew--- In 
    amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher" <chuck_rademacher@x> 
    wrote:> To those of you interested in how IBD calculates its 
    rankings...> > I cannot get to the books and documents that I 
    need in order to quote the> exact 
    methodology.     However, the news is not all 
    bad:> > 1.  The primary book that contains that 
    information is "The Hedge Fund Edge"> by Mark 
    Boucher.   I can think of dozens of reasons why this is one of 
    my> favourite books and I urge you to have a look at it when you have 
    some time.






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