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I've read Kestner's book and it is well worth the price if you are in early
stages of trying to understand systematic trading. I found it useful to see
how he coded things in EL. I also found it useful to see all the touted
methods that don't hold up to analysis. Especially useful was to see the
few methods that worked "well" and on which markets. By "well" I mean, they
may not be tradable as is, but can potentially be part of a tradable system
with more work.
Paul Zislis
----- Original Message -----
From: Chris Evans <evanscje@xxxxxxxxxxxxx>
To: Omega List <omega-list@xxxxxxxxxx>; Nixon(MLS) <mbjp57@xxxxxxxxxxxxxx>
Sent: Thursday, January 27, 2000 10:09 AM
Subject: Re: Trading systems
> I have not read it yet but a bright guy named Courtney Smith reviewed it
> well, so I ordered it
> ----- Original Message -----
> From: "Nixon(MLS)" <mbjp57@xxxxxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Thursday, January 27, 2000 12:51 PM
> Subject: Trading systems
>
>
> > Does anyone have any comments on the value of the book by Lars Kestner
"A
> > Complete comparison of Popular Tradins systems"? I ask from the
> > perspective of a discretionary trader trying to learn more about systems
> and
> > which approaches work and which do not.
> >
> > regards
> >
> > Philip
> >
> >
>
>
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