Trading Systems and Methods

This updated, fully-revised edition offers new examples using stocks, ETFs and futures, and provides expanded coverage of arbitrage, high frequency trading, and sophisticated risk management models. More programs and strategies have been added, such as Artificial Intelligence techniques and Game Theory approaches to trading. Offering a complete array of practical, user-ready tools, this invaluable resource:

• Offers comprehensive revisions and additional mathematical and statistical tools, trading systems, and examples of current market situations
• Explains basic mathematical and statistical concepts with accompanying code
• Includes new Excel spreadsheets with genetic algorithms, TradeStation code, MetaStock code, and more
• Provides access to a companion website packed with supplemental materials

Trading Systems and Methods is an indispensable reference on trading systems, as well as system design and methods for professional and individual active traders, money managers, trading systems developers.