Quantitative Trading Systems — Activities

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Howard Bandy presented a two day workshop on "Trading System Design" at the 2008 AmiBroker Conference held in Las Vegas, February 21 through 24, 2008.

Here is a detailed outline of the workshop. (.doc file)

The conference CD, including Camtasia recordings of all presentations, will be available soon.
If you missed the conference, pick up the CD and the other conference materials from Richard Boroff, the conference organizer (link above).

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Howard Bandy will be speaking at the NAAIM Conference in Irvine, California, in May 2008.

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A two-part article by Howard Bandy, entitled "Designing a mean-reversion trading system," appears in the October and November 2007 issues of Active Trader Magazine.
A copy can be ordered from the Active Trader web site.

An article by Howard Bandy, entitled "Designing and testing a pattern-based trading system," appears in the January 2008 issue of Active Trader Magazine.

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Howard Bandy spoke at the AmiBroker Conference in Houston, Texas, February 14 through 18, 2007.

The title of the talk was: Trading System Validation.
Topics included were:
Objective Function
Data Selection
Survivor Bias
Optimization
System Reliability
Monte Carlo Analysis

The Conference Organizer was Richard Boroff.
You can reach Richard at: www.ftmonitor.com

The conference CD, including Camtasia recordings of all presentations, is available.
If you missed the conference, pick up the CD and the other conference materials from Richard.

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Two more books are planned:
"Introduction to AmiBroker," which is being written and should be available in 2008.
"Trading System Validation" (which may morph into "Advanced AmiBroker" before it is complete), will be later.