Research Catalog

Trading system analysis : using trading simulations and generated data to test, evaluate, and predict trading system performance

Title
Trading system analysis : using trading simulations and generated data to test, evaluate, and predict trading system performance / Robert M. Barnes.
Author
Barnes, Robert M.
Publication
New York : McGraw-Hill, [1997], ©1997.

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TextRequest in advance HG6046 .B342 1997Off-site

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Details

Description
xviii, 165 pages : illustrations; 26 cm
Subject
  • Commodity exchanges > Computer simulation
  • Stocks > Computer simulation
Bibliography (note)
  • Includes index.
Contents
Ch. 1. Systematic Trading -- Ch. 2. Actual versus Simulated Trading Results -- Ch. 3. Realistic Trading Simulations -- Ch. 4. Price Scenario Generation -- Ch. 5. The Complete Trading System.
ISBN
0786310987
LCCN
96053447
OCLC
  • 36130796
  • ocm36130796
Owning Institutions
Columbia University Libraries