Modeling Trading System Performance — Testimonials
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I am one of the early reviewers of Dr. Bandy's book, Modeling Trading System Performance.
His approach to system development, begun in his earlier book "Quantitative Trading Systems", and carried through in MTSP is
clear and straightforward.
Everything he says is backed up with enough detail so you can use your own data and do it yourself.
The sections on system health are priceless.
His use of Monte Carlo Simulation and distributions to compute risk is outstanding.
Connecting system health and position sizing is brilliant.
This book is easily the most important book on trading system developement I have ever read.
Charlie J.
"I have both your previous books, and find them both well written
and extremely useful.
I am looking forward to your next book.
Please send me a copy as soon as it is available."
Bob K.
I finished the book and found it really interesting, is it possible to
contact you with some questions in the future about the book?
Frenando
Answer -- The best way to correspond about the Modeling book is by posting a comment here:
http://www.blueowlpress.com/WordPress/my-books/modeling-trading-system-performance-book/
Let me tell you how happy I feel about having bought your 2 books "Quantitative Trading Systems" and "Introduction to Amibroker". Not only they confirmed a few of my practices when it comes to trading system design and validation, but it also introduced some new and very important concepts such as in-sample and out-of-sample data, walk forward, and the ease of optimizing through the use of the optimize function in AB!!!! And those are just a few examples. I'm so excited about all of this that I managed to read both books in just a bit more than a week and got myself immersed deeply in the migration of my current trading systems from Metastock into AB for the last 2 days.
I have just put an order for the "Modeling Trading System Performance" book as well, as I want to read more about performance.
Victor
Howard, This book is a gift for my friend, who has in the mean time contacted you already. I have the book; and like it!
Robert
Thank you, Howard. I have been struggling about how to tell if my system is safe to trade. The procedures you describe in MTSP make it easy to answer.
Arron
Hi Howard,
I received MTSP several days ago, in excellent condition. Thanks.
Thanks also for all of your very wonderful posts on the Amibroker yahoo group-site. I find them very clear and easy to follow, and for me educational and helpful.
Thanks,
Steve
Got the book last night ... and of course did not sleep. Good book ...
Kind regards, T.
Howard,
Thanks for moving this forward. David and I are excited to use in the context of a blog post, of course with appropriate links/discussions of your latest best in class Trading Systems book.
David is looking forward to giving you a call this week to discuss some ideas further.
Kind Regards,
Scott
Hello Howard,
first of all thank you very much for sending me the book. I enjoyed reading it. It's a GOOD book.
I don't make advertising at my blog, however read the book review here.
I'm going to apply some of the things you wrote about to my systems. So expect a few more posts related to what you wrote.
In case you are interested in further collaboration please let me know!
Thanks again.
Regards,
Frank
Howard -
Thank you for the new book! You successfully tackled complex subject matter.
Regards,
Doug
Dr. Howard,
First of all, congratulations for the new book, it took me 4 days to read and now Iīm getting deeper into each chapter. I was working in the same way you describe to validate a system, I even created a VBA module that emulates a Monte Carlo simulation (even though I didnīt know what was it ;-)).
Regards,
Guilherme
Howard I am really enjoying your new book.
I like the way you think about the problem and how to approach it.
Thanks: Brad
Hi Howard,
I am a big fan of your work too. Looking forward to reading the book!
Lars
Howard,
Thanks for sharing your latest book. I always look forward to reading your fine work.
Nelson
Well programmed and documented examples on your site are a great help.
Many thanks.
Regards,
Derek
Hi Howard,
I am a great fan & customer of your three current books. I am still trying to digest the contents of MTSP.
I will probably take the approach you suggested.
Regards,
Erik
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