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Hi Grant,
I read Jones' book and I found it interesting as well. I would be
interested in seing the code you mention.
Take care,
Jerry
On Thu, 02 Nov 2006 05:47:38 -0500, Grant Noble <gruntus@xxxxxxxxxxx>
wrote:
> People have mentioned the *Tharp* book as being a good starting point
> for exploring trading statistics. I'd like to add that *"The Trading
> Game" by Ryan Jones* has lots of interesting stuff to say about money
> management and system development. He has a chapter on statistics and
> even provides a basket of eight stats with an explanation of each. Good
> simple stuff but I've found it useful. Have written CBT code for the
> stats if anyone's interested. G
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Kind regards,
Jerry
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