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Doug,
Take a look at Perry Kaufman's "Trading Systems and Methods", a
comprehensive
guide to tradingsystems. You may be able to view the table of contents
at
http://www.traderslibrary.com.
On another subject, I had a global server wipe-out and my backup data
is incomplete.
If anyone has tick data for COMP and $INDUA for 98,99 and the
first quarter of 2000 and /SP9Z, /SP0H and/or a recommendation for a
high quality
EOD data source, I would appreciate the help.
Doug Fields wrote:
>
>
> I'd like to read some more in depth material. This seemed to be a
relatively
> high level summary of the field, and I would like to get a bit more
into it.
> I can handle more mathematically inclined or otherwise involved
material.
> (E.g., McMillian's Options as a Strategic Investment's math is a
breeze, and
> Chriss's Black Scholes book is not much of a problem.)
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