|
PureBytes Links
Trading Reference Links
|
<SPAN
class=180513917-09092003>thanks chuck. what do you know of that goes beyond it,
specifically in the area I mentioned, distinguishing tuning from
over-optimization?
<SPAN
class=180513917-09092003>
<SPAN
class=180513917-09092003>dave
<SPAN
class=180513917-09092003>
<BLOCKQUOTE
>
IMO,
the Pardo book is excellent, albeit a bit basic for a majority of people
on this list. A great starting point, however.
<BLOCKQUOTE
>
<FONT face="Courier New" color=#0000ff
size=2>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>
<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.Send BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
<A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Send
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Yahoo! Groups Sponsor
ADVERTISEMENT
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|