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Hi allansn --
I am writing a book. You can see the contents and a sample section of it at
www.quantitativetradingsystems.com. The focus of the book is on trading
system development, with examples in AmiBroker and Dakota.
I think AmiBroker is a great platform for systems development. There is
already a great deal of material available documenting AmiBroker's
capability and operation. I will cover enough of AmiBroker so that the book
can act as a guide. But covering every aspect of AmiBroker is not the
intent of the book.
Post my track record? I am not seeking funds to manage, so my personal
track record is not relevant.
While there will be fully functional trading systems given in the book, they
will be used primarily as examples and illustrations. Some will have
summaries of simulated trading. I expect that most readers will use the
programs I provide as templates, replacing my code for entries and exits
with their own. Those are the trading summaries that are important.
I am well credentialed in the fields of modeling and simulation in general,
and in trading system development in particular. My intent is to help
persons who are interested in creating trading systems that have a hope of
being profitable.
Thanks for listening,
Howard
On 10/17/06, Yuki Taga <yukitaga@xxxxxxxxxxxxx> wrote:
>
> Hi allansn,
>
> That would be Howard Bandy, I believe.
>
> Also, one could write a pretty interesting book on system
> development, particularly highlighting the necessary metrics the
> system would need to display to indicate effectiveness, and necessary
> testing methodology that would verify that the metrics were really
> there -- without ever claiming to have found a tradable system.
>
> Of course, it would be even *more* interesting to see a great system
> with audited broker statements. ^_^ But it wouldn't be *necessary* to
> have even one tradable system to write a very interesting book on the
> subject of designing them and testing them.
>
> Yuki
>
> Wednesday, October 18, 2006, 5:16:36 AM, you wrote:
>
> aon> LOL.....I thought you were writing a book on systems???
>
> aon> Hmmmm...I think I may have confused you with someone else..
>
> aon> Sorry Fred...
>
> aon> ----- Original Message -----
> aon> From: Fred
> aon> Date: Tuesday, October 17, 2006 3:12 pm
> aon> Subject: [amibroker] Re: Amibroker vs. other software
> aon> To: amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>
>
>
> >> Without some independent third party to check the results I
> >> wouldn't
> >> find that to offer any additional credibility ... and ... Last I
> >> checked I wasn't writing any books ...
> >>
> >> --- In amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>,
> allansn@xxx wrote:
> >> >
> >> > Fred,
> >> >
> >> > If I was authoring a book on system design and system trading
> >> I
> >> would certainly post my track record.I would think that it would
> >> lend a boatload of credibility to the content.Otherwise,it is
> >> no
> >> different than marketing a system and asking one to believe the
> >> results.
> >> >
> >> > However if you are writing a book on programming and its
> >> application to trading,that is another story.
> >> >
> >> > Not trying to undress you,though you did suggest I show you
> >> mine
> >> and you will show me yours:)
> >> >
> >> >
> >> >
> >> > ----- Original Message -----
> >> > From: Fred
> >> > Date: Tuesday, October 17, 2006 11:45 am
> >> > Subject: [amibroker] Re: Amibroker vs. other software
> >> > To: amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>
> >> >
> >> > > I'll show you mine if youshow me yours ...
> >> > >
> >> > > But then there's really no need is there ? ... I'm not
> >> marketing
> >> > > a
> >> > > system and asking you to believe the results I obtained
> >> using
> >> it ...
> >> > >
> >> > > As I said before ... you want to buy a platform that has
> >> canned
> >> > > systems ... by all means do so ...
> >> > >
> >> > > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>,
> allansn@ wrote:
> >> > > >
> >> > > > Fred,
> >> > > >
> >> > > > If I am not mistaken,you will be coming out with a book on
> >> > > system
> >> > > development.Judging by your post,which I am in FULL 100%
> >> > > agreement,is it safe to assume you will be posting your
> >> AUDITED
> >> > > brokerage statement for the last 5-10 years?
> >> > > >
> >> > > >
> >> > > >
> >> > > >
> >> > > >
> >> > > > ----- Original Message -----
> >> > > > From: Angelo
> >> > > > Date: Tuesday, October 17, 2006 9:46 am
> >> > > > Subject: [amibroker] Re: Amibroker vs. other software
> >> > > > To: amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>
> >> > > >
> >> > > > > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>,
> "Fred" wrote:
> >> > > > > >
> >> > > > > > LOL ... Anyone can make performance stats say whatever
> >> > > they
> >> > > > > want ...
> >> > > > > > Unless you've seen some vendors audited brokerage
> >> > > statement
> >> > > > > you
> >> > > > > can
> >> > > > > > take them with a grain of salt ... If you are looking
> >> for
> >> > > an
> >> > > > > out
> >> > > > > of
> >> > > > > > the box solution that makes money, you're dreaming ...
> >> As
> >> > > I
> >> > > > > asked
> >> > > > > > before ... If one had the golden goose, why would they
> >> > > sell it
> >> > > > > for
> >> > > > > > $3k, $30k or even $300k ...
> >> > > > > >
> >> > > > >
> >> > > > >
> >> > > > > That's obvious and out of subject: nobody's dreaming
> >> here,
> >> > > > > nobody's
> >> > > > > asking to buy the Holy Grail.
> >> > > > >
> >> > > > > It's just that I don't like results like those exposed
> >> > > coupled
> >> > > > > with
> >> > > > > fancy words like "genetic algorithms". You might call it
> >> > > > > personal
> >> > > > > preference. By and thanks for the input.
>
>
>
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