Quantitative Trading Systems — Home Page
This website is the home for the book,
Quantitative Trading Systems,
by Dr. Howard Bandy
The book discusses topics related to the design, testing, and
validation of trading systems.
The main focus is to raise confidence that the trading system you
develop will be profitable when traded with real money.
Some of the key topics are:
- defining an objective function
- using in-sample data for system development
- using out-of-sample data for system testing
- using walk forward analysis to learn what to expect
- determining whether the system is broken
The book includes over 80 program listings,
ready to run using AmiBroker, that illustrate the topics being
discussed.
The Table of Contents, Preface, Index, and two complete chapters
of the book, exactly as they appear in the book in print,
have been posted on this web site in pdf format.
You can view them using the
Book
menu.
The Contents, Preface, Index, and Back Cover will give a good idea
of what the book is about, and whether it is what you are looking for.
The two chapters are typical of the approach taken throughout
the book — some discussion of ideas,
followed by some AFL code.
Quantitative Trading Systems was published in April 2007.
An addendum published in June 2009 brought it up to date
to reflect additions to the AmiBroker platform.
It is in stock.
All orders will be shipped without delay.
You can order the book using one of the "Buy Now" buttons below
The six buttons differ in the shipping —
the book is the same on all of them.
The book is priced at $49.95.
- Shipping via USPS Media Mail is offered at no additional cost (only available for destinations within the US). Media Mail sometimes takes over two weeks to arrive, and may be particularly slow during the holiday period.
- Priority Mail within the US (3 to 4 business days) is $54.95.
- Express Mail within the US (2 to 3 business days) is $67.95.
- Priority Mail International to Canada (10 to 15 business days) is $60.95.
- Priority Mail International to most overseas destinations (6 to 10 business days -- longer in some countries)is $62.95.
- Express Mail International to most overseas destinations (5 business days) is $77.95.
Our experience tells us that the delivery times listed are accurate for developed countries with benign customs practices.
Once the package arrives in the destination country, that country's customs and postal service affect the delivery time.
Special arrangements are necessary for deliveries to some countries,
including India, Central America, South America, Africa.
Please see our Pricing page for more information.
Each button is for the purchase of one copy of the book.
The options differ by destination address and shipping method.
This group of buttons are for shipping to addresses within the US |
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|---|---|---|
| This button is for $49.95 for delivery in the United States, including shipment using USPS Media Mail. | This button is for $54.95 for delivery in the United States, including shipment using USPS Priority Mail. | This button is for $67.95 for delivery in the United States, including shipment using USPS Express Mail. |
This group of buttons are for shipping to addresses outside the US |
||
|---|---|---|
| This button is for $60.95 for delivery in Canada, including shipment using Priority Mail International. | This button is for $62.95 for delivery overseas, including shipment using Priority Mail International. | This button is for $77.95 for delivery overseas, including shipment using Express Mail International. |
PayPal handles the entire financial transaction.
You do not need a PayPal account to use PayPal —
credit cards work just fine.
We never see a PayPal account number or credit card number.
When PayPal is satisfied that your payment has been received,
they notify us, and we ship your book.
If PayPal does not work for you,
you may order by mailing a check to us.
Select the shipping option you want, make the check out for that amount,
and mail it to:
Blue Owl Press
3700 S. Westport Avenue, #1876
Sioux Falls, SD 57106
Ordering by mailing a check will delay shipment of your order by
one to two weeks.
When ordering by mail, please include your email address so that we
can send you a confirmation of your order and shipping date.
It is too late for changes to this edition, but constructive comments and suggestions for additions for the next edition will be welcome.
Please visit Blue Owl Press
to learn more about our consulting, books, and other services.
Visit
Advanced AmiBroker to learn about our new book (late 2009) that
focuses on portfolio management and programming techniques,
and
Introduction to AmiBroker to learn about our
AmiBroker tutorial and reference book.
To make suggestions for topics to be included in the next edition of Quantitative Trading Systems, email us at: