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Hi Lionel
It's by Prentice Hall - ISBN 0-13-095071-8.
http://www.amazon.com/exec/obidos/ASIN/0130203122/qid=994155420/sr=1-2/ref=s
c_b_2/107-2442644-9671752
Statistics for Managers Using Microsoft Excel, 2/e
by David M. Levine, Mark L. Berenson, David Stephan
To others that wrote:
Linear Algebra is just a first year course that is usually required for most
areas including business and economics. When you check the used book stores
look for the books that are math orientated rather than computational or
arithmetic orientated. Any of the good programs will do the arithmetic for
you <G>
By applications I meant math applications not case studies. For example, one
of the intro books has 8 pages on Markov Chains in the Matrix chapter. The
analysis of probability and transition probabilities are particularly
applicable to trading. This is a good starting point for some of the more
advanced areas.
It's hard to keep your trading focus when faced with pages of computation.
"Everything should be made as simple as possible, but not simpler" ... not
an easy task.
Best regards
Walter
----- Original Message -----
From: Lionel Issen <lissen@xxxxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Monday, July 02, 2001 7:13 PM
Subject: Re: Stats
> 1. there are several books with this and similar titles "Statistics for
> Managers using Excel". Can you give a few more details like publisher,
> author(s), isbn number, date. The prices for this or similar titles range
> from about $20 to $100.
> 2. What are Kaufman's 2 big books? There is a new edition of "Trading
> Systems and Methods", which is quite big. I've seen some of his other
> books, while they are not petite, they weren't very big.
> 3. right on in paragraph 1.
> Lionel Issen
> lissen@xxxxxxxxxxxxxx
> ----- Original Message -----
> From: "W Lake" <wlake@xxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Monday, July 02, 2001 11:30 PM
> Subject: Stats
>
>
> > Thanks for your emails
> >
> > It sounds as if you are getting "nickled and dimed" reading the TASC and
> > Futures Mag articles. Even a series of articles will make the technique
> > sound very interesting but not give you enough background to really
> > understand why it works or doesn't work. That can be dangerous in the
> > markets that you are interested in <G> ... Ruggiero, Stridsman and
Holder,
> > that you mentioned, can run right past you in the space of a couple of
> > sentences.
> >
> > Re the Regression and other stats articles ... you might want to get a
> copy
> > of "Statistics for Managers using Excel". It's about 800 pages and it
will
> > help you see how all those "neat" ideas fit together. I think that
there's
> a
> > second edition out now. My copy is an updated 1998 edition. I think that
> it
> > cost me $9 in the used book store. For anything that XL can't handle,
you
> > can easily run the data into KyPlot.
> >
> > There are also older introductory Linear Algebra textbooks available
very
> > cheaply, especially if you can find books that are application based.
> There
> > are two calculus books that I like that may help. One is published by
> > Barrons and is management and application oriented and the other is
> geometry
> > based, since you are also visually based in your analysis.
> >
> > I use Derive 5 for all of that sort of math stuff. The user interface is
> > very easy to use and you can probably find a free copy.
> >
> > Of course, Kaufman's 2 big books will help you make the conversion from
> the
> > textbooks back to trading. Run his code into TS, most of his code is
> pretty
> > clean and you shouldn't have any difficulty. There are the odd bits in
> > Quattro that are pretty easy to convert to XL. You might wanted to
> consider
> > that some of the mag writers don't use the same code that they publish.
> >
> > Best regards
> >
> > Walter
> >
> >
> >
>
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