Trading Systems - A New Approach to System Development and Portfolio Optimisation - by Urban Jaekle
2011, 196 pages, by Urban Jaekle / Emilio Tomasini.
The premise of this book started great, but as the reading follows through more and more you will be convinced that this book is totally shallow leaving you as always in bad waters when it comes to the Real Deal, that is, diving into the Real Market.
On the other side I can tell that the theory of Backtesting, Walk-forward analysis, etc, is pretty decent, making very good points and explaining the theory behind it, but lacks the objectivity for those who have a Real trading system and want to convert it into an Automated one, since it is the goal of the title…
This is the reading for those affictionated with Pardo’s and similars for WF optimizations… But depending on the market, simple is enough.
#Whatever
